Mean Reversion Strat - First Task

[theDe-bugger]

Description

Kind of basic but follow a tutorial or create your own mean reversion strategy implementation in Python. Ideally, it would be trained on a subset of stocks and should be able to predict on newer stock data as it comes in.

Requirements

• Use an api or download a dataset for analysis
• Read and preprocess the data as needed
• Visualize the data to identify any trends (if needed)
• Train your model, present accuracy/findings
• Put everything in one clean analysis jupyter notebook under ml/stat/yournameanalysis.ipynb <- replace with your file name (make sure it includes your name)
• Add documentation, a pdf of your summary of findings, and organize the repo so it's readable and clean.

Resources/Tools

• https://medium.com/coinmonks/mean-reversion-trading-strategy-using-python-4cfecb51859e
• https://wire.insiderfinance.io/mean-reversion-strategy-using-python-6dfed9ed988c
• This has a similar idea but for twitter tweets. Feel free to research and find more resources online, there's tons of them.
• look at YouTube, Kaggle, and other online resources, there are a ton of them that show how to apply mean reversion in python and the general idea as well

Specifications

• first ticket, get it done quick, shouldn't take too long as it's a follow along :)