VITA is a Quantitative Trading project which purpose is to implement several Trading Strategies which are based on Statistical Arbitrage, Artificial Neural Network and Technical Analysis.
As it is Quant-oriented, it is heavily Math based with IT to give life to the models that are dedicated to Trading. The objective is to implement several Trading Strategies which are based on Statistical Arbitrage (Pairs Trading), Artificial Neural Network and Technical Analysis. Those strategies are simulated through the Collective2 web platform which is a trading competition. To build strategies up, we based our researches on various websites and literature (Pairs Trading, Hull, …). However as Trading is more an Art than a Science, this means there is no closed-formed model to earn money, both backtesting and simulation on real time data is required to assess our strategies. The development has been made using ‘financial languages’: C++ / Excel VBA. Our valorization is the Trading Competition on C2. We emit signals to take positions regarding our strategies, C2 handles our portfolio and our performances are ranked against every other competitor.