Barbell Trading Strategy

Links

The link to the pdf report and the slide deck are in my GitHub link. The link to the video explaining the strategy is the YouTube link.

Inspiration

The inspiration for this project was the "black swan" book written by Nassim Taleb. The idea is that Guassian distributions utilized within finance too heavily discount the possibilities of large price movements, when in fact the market is "extremistan" and the majority of gains are made within a few trading days.

What it does

The strategy includes a full practical and software implementation so that institutions can utilize the strategy and scale it to multiple traders. There is a pdf, along with a video and slideshow explaining how the strategy works and how to implement it.

How we built it

Built it based off of the "barbell trading strategy" which was first described by Nassim Taleb and now I've made it into a practical technique.

Built With

• google-suite