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Empirical Analysis of Stock Markets: talib.STOCH

This is a short algorithm using talib.STOCH for an investment strategy.
Strategy: Invest 100% if a signal is bullish; 0% if bearish. (exception: max investment on Mondays: 50%).
Bullish: fastk >= slowk; 
bearish otherwise.
The stock is SPDR S&P 500 ETF.
The period is from Jan 1, 2010 to Apr 1, 2017; initial investment $1000000.