Dear Prof Li, 

We have put in a lot of effort in this project. :) Please refer to the below for the results.

1) Presentation slides in "Quantitative Trading Strategies.pptx"
2) Report in 'Quant Trading Strategies Report V6.docx'
3) To see results, run "main_ETF.m" in MATLAB

Warmest regards,

Kian Ping, Manu, Zhiheng ,Zhongming


