A relative momentum strategy based on the Capital Asset Pricing Model
A relative momentum trading strategy based on the CAPM. The CAPM strategy uses market returns as a statistic to summarise total risk exposure within a particular market.
I am an Undergraduate Student at Imperial College London, pursuing an MEng in
Molecular Bioengineering with a Computational approach.
I am interested in various topics relating to Technology like Artificial Intelligence, Data Science, Data Analytics and Blockchain. Additionally, I am interested in how these topics can be applied to the Financial industry.
In university, I have expressed my interest in these topics through active participation in the committees for societies such as the Investment, Blockchain and Consultancy Society.
Additionally, I have secured a Spring Internship in Technology with Optiver and a Summer Internship in Machine Learning Research with the Institute of Cancer Research.
Please feel free to connect with me on LinkedIn, and to contact me by email or through LinkedIn messages. I am open to networking and collaborating on projects remotely.
I am interested in various topics relating to Technology like Artificial Intelligence, Data Science, Data Analytics and Blockchain. Additionally, I am interested in how these topics can be applied to the Financial industry.
In university, I have expressed my interest in these topics through active participation in the committees for societies such as the Investment, Blockchain and Consultancy Society.
Additionally, I have secured a Spring Internship in Technology with Optiver and a Summer Internship in Machine Learning Research with the Institute of Cancer Research.
Please feel free to connect with me on LinkedIn, and to contact me by email or through LinkedIn messages. I am open to networking and collaborating on projects remotely.
Recent projects
A moving average crossover strategy using Kaufman’s Adaptive Moving Average indicator
Kaufman’s Adaptive Moving Average filters out ‘market noise’ during high volatility periods and prevents generating false signals.
How is the EU implementing strategies to favour a circular economic model?
The shift to a circular economy offers cost savings, job creation, and environmental benefits. The European Union is leading in this transformation, inspiring other governments to work towards a more sustainable global economy.