GitHub repository: JK2018/Webers-Invest-T2
Primary language: Java
Created: 2020-05-15T14:21:15Z
Description: Project made for my investment company. Helped us backtesting new strategies and finding correlations between SPY futures contracts and VIX futures contracts. We used combinations of linear regressions , moving averages, etc.. and were able to optimize a market timing strategy involving long positions and short positions.