M.S. Data Science @ Columbia University
Email: tsaiester@gmail.com
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Note: project is in progress!
The goal of this algorithmic trading experiment is to predict (or provide strong signals for) buying and selling points in the UGL stock based on gold miner ETFs. My dad and I worked on this project together; he pinpointed the relationship between the ETFs, while I built the algorithm from scratch and streamlined the predicting process using Python. So far, our algorithm does a better job showing signals for buying points than selling points.
Comparing 3 different strategies over a period of 13 years:
To identify the highest-gaining buy and sell signal values for the indicator my dad and I theorized, I plotted a 3D visual:
Stay tuned for more updates!