Particle Swarm Optimization (PSO)
Run main.py file to find optimum parameters Run optimum_backtest.py which has optimum parameters manually entered for plotting
Details of the strategy shown in Strategy_breakdown.pdf. I walk you through chunks of code explaining what is happening
Had to change one line of code in pyfolio library as I was short on time.
I've added the whole library into this folder as it'll be much easier to Run (will fix for final project)