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馃搳 Quant72: Hybrid Technical Indicator-Based Trading Strategy

A Python-based end-to-end trading strategy toolkit combining machine learning and technical indicators like RSI, MACD, Stochastic Oscillator, ARIMA time-series forecasting, and lagged returns. Focused on signal generation, performance visualization, and backtesting.


馃洜 Features

  • 馃搱 Technical Indicators:

    • Relative Strength Index (RSI)
    • Moving Average Convergence Divergence (MACD)
    • Stochastic Oscillator
  • 馃 Machine Learning:

    • XGBoost Classifier
    • Random Forest on lagged returns
  • 馃攣 Time Series Forecasting:

    • ARIMA model for price prediction
  • 馃搳 Backtesting:

    • RSI + MACD combined strategy
    • Stochastic Oscillator strategy
    • Visualized vs. market returns

馃攣 Strategy Backtests

  • Combined MACD + RSI crossover logic with signal-driven cumulative return visualization
  • Separate strategy backtesting for stochastic oscillator
  • Compare with actual market return performance

馃И Files & Modules

  • main.py: Runs all strategy pipelines and backtests
  • src/preprocess.py: Computes all technical indicators
  • src/data_fetcher.py: Fetches and stores stock data via yfinance
  • src/train.py: Contains models and training utilities

馃摝 Installation

git clone https://github.com/your-username/quant72.git
cd quant72

Tools Used: 
yfinance
pandas
numpy
scikit-learn
matplotlib
xgboost
statsmodels
tabulate

馃搫 Results

image