Seonkyu Kim

Data Scientist | Purdue MS BAIM'24

Algorithm Trading Model: Backtesting and Rebalancing ETF Portfolio

The project team designed an algorithm trading model, backtesting and rebalancing the ETF portfolio (based on the NASDAQ-100 Index). As a result of the backtesting, the model could achieve an average annual return of 12.75%.

Presentation Slides

The presentation slides are also available here.