An implementation of various trading strategies and attempted enhancement using neural networks.
A comparison of various trading strategies to identify the most effective and attempt enhancement through Neural Networks. The trading strategies considered are: * Moving Average Crossover * Dual Moving Average Crossover * Exponential Moving Average Crossover * Mean Reversion * Pairs Trading
The Neural Network used for enhancement includes: * 1 input layer, 1 hidden layer, 1 output layer * Relu activation function for the first two layers * Adam optimisation function * MSE error function