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Assignment for Empirical Analysis of Stock Markets - Seminar

As discussed last week in the seminar,I used Aroon index (Aroon up and Aroon down) as a signal to implement my stock strategy, which means on the last minute of market close I either choose to invest 100% on AAPL if Aroon up > Aroon down, or I completely short it out. But there is an exception, which I only invest 50% on Monday.
The following are the Backtest and algorithms code, and I would like to acknowledge James Jack for the algorithms code about Aroon index.