About this document
Quantitative Trading System Report by Nishant is a document available to read on EtoBox.
This project report details the development of a quantitative trading system for NSE-listed Indian equities, utilizing LSTM deep learning, Moving Average Crossover, and Markowitz Portfolio Optimization. Over a five-year backtest, the combined strategy achieved a cumulative return of 25.1%, significantly outperforming the baseline of 1.8%. The report outlines the methodology, key performance metrics, and future work to enhance the system
- Author
- Nishant
- Language
- EN