Skip to content

Latest commit

 

History

History
12 lines (12 loc) · 629 Bytes

README.md

File metadata and controls

12 lines (12 loc) · 629 Bytes

meanreversion

takes into account closing price of stock

make data folder with file names for each symbol saved by its symbol name (/home/Desktop/Data/symbol_name.csv)

you need to add path to your data folder at line 31 (/home/Desktop/Data)

you need to add start and end date at line 50 & 51 respectively

you need to add symbol name

short term period = 5 days

long term period = 120 days

checks for current price greater than long term average

checks for current price less than short term average

gives list of symbols fulfilling above conditions

Note: Only for educational purpose. no guaranteed returns