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Volatility Trading

Dear quants,
for our seminar we were to develop a trading strategy using alphalense, pyfolio, heatmaps and machine learning on different fundamentals and/or technicals. I chose different volatility measures. Don't be bothered by unnecessary text and even parts of the analysis I simply used e.g. to compare. I tried to explain in babysteps why I chose whatever combination I came to in the end.

1 response

There was so much unneccessary inormation, I just commented out the alphalense analysis and pyfolios that do not belong to the final strategy. Also added a short summary in the end.