This repository contains algorithmic trading strategies focused on the Indian Stock Market, utilizing Python for financial data analysis and strategy execution.
- Moving Average Crossovers: Utilizes short-term and long-term moving averages to generate buy and sell signals.
- Dynamic Position Sizing: Adjusts the size of trades based on the current market volatility, enhancing risk management.
- Portfolio Management: Tracks the invested capital and overall portfolio value dynamically, providing a real-time view of strategy performance.
- Performance Metrics: Calculates key financial metrics including annualized returns, portfolio volatility, Sharpe ratio, and maximum drawdown, offering insights into the strategy's risk-adjusted performance.
Ensure you have Python 3.x installed along with the following packages:
- pandas
- numpy
- matplotlib