Personal Project · Feb 2023
Trading Strategy Backtesting
Overview
Extracted financial data via Alpha Vantage API and visualized trading patterns using Plotly in Python, implementing rate limiting and error handling for data consistency. Configured a MongoDB database with a document-based schema for storing varied economic data, optimizing for scalability and query performance.
Highlights
- 01
Conducted correlation analysis on key economic indicators (GDP, unemployment, inflation, interest rates) versus market trends, implementing lag analysis for optimal impact assessment.
- 02
Discovered through rigorous testing that strategies performed poorly, using metrics like Sharpe ratio and maximum drawdown, highlighting the need for advanced techniques in future projects.
Stack
- Financial Analysis
- Data Analysis
- API Integration
- Python
- Plotly
- MongoDB
- Database Management
- Trading Strategies
- Economic Data Analysis
- Market Trend Analysis
- Correlation Analysis
- Strategy Development
- Backtesting
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