ARMA_based_trading_strategy
Generated max profit of 10% approx by making an ARMA based strategy on 'AAPL' stock
Boosted profit to 23% by filtering against volume & price indicators such as RSI, MACD etc. on 'AAPL' stock
Benchmarked the volatility of 'AAPL' stock against the S&P 500 market index by applying the ARCH model