In this project, we perform time series analysis and forecasting on the 18-Karat gold prices in the Iranian market. Additionally, we backtest a simple RSI-based algorithmic trading strategy against a buy-and-hold strategy.
Dataset used: https://www.kaggle.com/datasets/khashayarahmadi/gold-price-in-iran-2013-2024
References:
- Hyndman, R.J., & Athanasopoulos, G. (2021) Forecasting: principles and practice, 3rd edition, OTexts: Melbourne, Australia. OTexts.com/fpp3. Accessed on 02.09.2024.
- Studenmund, A. H., Johnson, B. K. (2017). A Practical Guide to Using Econometrics. United Kingdom: Pearson.
Summary Report: 