Algorithmic-Futures-Trading-

This repository is for practicing and experiments in futures trading algorithms building

Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
Asymptotic_Distribution_of_Sharpe_Ratio_Estimator.pdf		Asymptotic_Distribution_of_Sharpe_Ratio_Estimator.pdf
Futures_trading_at4_2_Improvement.pdf		Futures_trading_at4_2_Improvement.pdf
NQ.csv		NQ.csv
Probability_of_T_day_return_below_zero.pdf		Probability_of_T_day_return_below_zero.pdf
Producing continuous_futures_data.zip		Producing continuous_futures_data.zip
README.md		README.md
Trend_Following_Strategy.ipynb		Trend_Following_Strategy.ipynb
YM.csv		YM.csv
at4_2_Updated.ipynb		at4_2_Updated.ipynb
at5_2.ipynb		at5_2.ipynb

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