This project implements a momentum-based algorithmic trading strategy across 10 major NASDAQ stocks from 2015 to 2025. The strategy includes data collection, performance backtesting, COVID-19 recovery analysis, and portfolio optimization.

📁 data/ └── raw/ # Historical stock CSVs └── portfolio_strategy_returns.csv

📁 figure/ # Output visualizations

📁 strategy/ └── momentum_strategy.py

📁 utils/ └── data_loader.py

📁 Covid/ └── recovery_analysis.py

Python, pandas, yfinance, matplotlib, NumPy

Backtesting logic using rolling return metrics

Portfolio optimization using Sharpe ratio and volatility constraints

Momentum signal-based trading strategy

10-year NASDAQ dataset: AAPL, AMZN, AVGO, COST, GOOGL, META, MSFT, NVDA, PEP, TSLA

COVID-19 impact & recovery insights

Visualized asset-wise returns and portfolio allocation

Aryan Kushwah MSc Business Analytics, University of Southampton LinkedIn