This repository contains a collection of trading models designed to identify profitable opportunities in the market. These models are based on various strategies such as volatility, trend-following, and correlation analysis, and are tailored for markets like SET50.
What it does:
The model uses feature engineering to calculate the VIX index, which measures market volatility. It sets upper and lower bounds for the VIX and applies machine learning to predict sell signals based on changes in market volatility.
Performance:
Achieved an annual return of 6.76% with a max drawdown of -28.52%.
What it does:
Identifies market trends (bullish or bearish) and provides signals for entering long or short positions based on the detected trend.
What it does:
Specifically designed for the TFEX SET50, this model identifies opportunities based on the correlation between the SET50 Index and SET50 Futures.
Performance (YTD):
Achieved a return of 14.16% with a max drawdown of 4.92% on S50Z2024.
This project was created and maintained by agehcx.