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AIT Trading Algorithms

Alpha Factors and Trading Algorithms on Quantopian created by Philip Kiely, Richard Greenbaum, Rudolph Hernandez, and Alex Foster for our Data Mining final project.

For our project, we each created an Alpha Factor from data available on Quantopian. We then created one trading algorithm per alpha factor and one algorithm that combines all of the factors.

See included PDF presentation for details

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Alpha Factors and Trading Algorithms on Quantopian created by Philip Kiely, Richard Greenbaum, Rudolph Hernandez, and Alex Foster for our Data Mining final project.

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