Trading with Momentum Project

In this project, you will learn to implement a trading strategy on your own, and test to see if it has the potential to be profitable. You will be supplied with a universe of stocks and time range. You will also be provided with a textual description of how to generate a trading signal based on a momentum indicator. You will then compute the signal for the time range given and apply it to the dataset to produce projected returns. Finally, you will perform a statistical test on the mean of the returns to conclude if there is alpha in the signal. For the dataset, we'll be using the end of day from Quotemedia.