Add to ORKGThe world of high finance is evolving at a faster pace than ever before, with the advancement of high frequency, and algorithmic trading being a major component of global financial markets. The aim of this project is to formulate and back-test our own algorithm based on a developed investment strategy. Our strategy itself is based on the idea that markets are inefficient. We implement an event-based strategy, trading only during times of presidential elections in the United States. The strategy itself, uses a mean reversion technique, that is implemented by technical analysis using long and short term price moving averages to exploit market inefficiency. Fundamental analysis was used to determine a buy-sell signal derived specifically by th...
