The following assignment from QIAT makes you learn basic AFL coding. When you submit the assignment questions (AFLs), we will email you the solutions 🙂
Qestion 1: Write a AFL for intraday rotational strategy on 30-minute time frame. The stratgey should trade only from 10am to 2:30 pm. The strategy should buy the worst performers, and short the best performers.
Qestion 2: Write code for a turnover-weighted index similar to the A-index discussed in 4.3
Qestion 3: Mention limitations for this index in comparison to the standard index (example- those given by NSE).
Qestion 4: Write a code for a Bull Index (stocks above bollinger band) and Bear Index(stocks below bollinger band)