Note list:

Algorithmic trading uses algorithms to perform trades at a high speed and frequency.

Trading guidelines for algorithmic trading can be based on timing, value, amount, or mathematical
models.

Algo-trading renders the market more liquid and precise by eliminating the impact of human emotions
on trading.

The aim of the project is to build an Algorithmic Trading Bot that trades user strategies alongside its own
algorithms.

The trading bot will make continuous modifications throughout the day to ensure the best trade
turnover while reducing transaction costs.

Algorithmic trading can result in significant profits for both organizations and individuals.

Examples mentioned in the lecture/paper:

The trading bot will automatically trade user strategies based on different market conditions.

Algorithmic trading can preclude the influence of human emotions on trading decisions.

Algorithmic trading makes the market more liquid and precise by quickly executing trades.

Algorithmic trading uses automated pre-programmed trading guidelines.

It aims to utilize the speed and computational resources of computers compared to human traders.

Algorithmic trading improves the chances of profitability through better strategy design, testing, and
execution.

Trade bots simplify the work of traders and help them make quick money with minimum efforts.

Algorithmic trading is considered a prerequisite for surviving in tomorrow's financial markets.

The global algorithmic trading market size is expected to grow from $11.1 bn in 2019 to $18.8 bn by
2024.

Examples mentioned in the lecture/paper:

Algorithmic trading improves the chances of profitability by optimizing strategy design and execution.

Trade bots simplify the trading process and enable traders to make quick profits with minimal effort.

Algorithmic trading is considered a necessary skill for traders to survive in future financial markets

Advantages of Algorithmic Trading:

Quick, fast, and reduced cost trading.

Enhanced precision and diversity in trading.

Backtesting enables traders to assess and tweak trading ideas.

Numbers and data:

The global algorithmic trading market is expected to grow significantly between 2018 and 2026.

Examples:

Algorithmic trading ensures trades are executed at the best possible prices.

Trade requests are instant and precise, increasing the likelihood of execution at ideal levels.

Trades are coordinated effectively and immediately to avoid large price changes.

Algorithmic trading reduces trade costs.

Simultaneous automated checks with different market scenarios are possible.

Algorithmic trading reduces the risk of manual trading errors.

Backtesting can be performed using historical and live data to assess the suitability of a trading strategy.

Algorithmic trading reduces the chance of errors caused by emotional and psychological factors.
This section provides a literature survey of various methods for algorithmic trading with Machine
Learning.

Existing methods include Random Forest, Probit regression, Deep MLP Neural Network, Support Vector
Machine Regression (SVR), and Gradient Boosted Decision Trees (using XGBoost).

The survey also discusses the limitations of the existing systems and software used for algorithmic
trading with Machine Learning.

List of existing software for algorithmic trading:

Zerodha Streak: An efficient trading platform in India that allows users to perform algorithmic trading
without coding. It enables users to create algorithms without technical knowledge of programming.

Omnesys Nest: A state-of-the-art trading platform provided by Thomson Reuters. It offers features such
as low latency rates and high levels of performance.

Algonomics: A trading platform offered by NSEIT. It is known for its ultra-low latency levels, which are
advantageous for high volume trades conducted by investment banks, fund managers, and individual
algo traders.

What is the purpose of using the Random Forest Algorithm in this study?

To predict price returns during seasonal events and develop a profitable trading strategy.

What does the automated trading system in this study rely on?

Performance-weighted ensembles of random forests.

What were the findings regarding the effectiveness of the recency-weighted ensembles of random
forests?

They produced superior results in terms of both profitability and prediction accuracy compared to other
ensemble methods.

What does Figure 1 represent?

A diagrammatic representation of the layered workings of the fully automated expert trading system.

Notes with numbers and data:

Seasonality impacts and exact normalities in financial information have been documented for over
seventy years.

The study utilizes novel AI strategies to predict price return over seasonal events.

The automated trading system is based on ensembles of random forests.

The effectiveness of various regression techniques and master weighting methods were analyzed.

Examples included in the lecture:

Zerodha Streak is an algorithmic trading platform that allows users to create algorithms without coding.

Omnesys Nest is a state-of-the-art trading platform provided by Thomson Reuters.

Algonomics, offered by NSEIT, is known for its ultra-low latency levels advantageous for high volume
trades.

What is the objective of the study in relation to Forex trading?

To develop a prediction and decision model that generates profitable intraweek investment strategies.

How does the proposed methodology improve trading results?

By applying a combination of Random Forest and Probit regression, it helps identify opportune moments
to buy or sell currency pairs.

What do Figures 2 and 3 represent?

Figure 2: Performance evaluation of Random Forest regression, comparing predicted and real values.

Figure 3: Performance evaluation of Probit regression.

Notes with numbers and data:

Forex trading involves numerous currency pairs and individual traders, each with their own perspective.

The study aims to find the best trading strategy for intraweek high-frequency trading.

Algorithmic trading based on a combination of Random Forest and Probit regression is proposed for
improved prediction accuracy.

Examples included in the lecture:

The study focuses on developing a prediction and decision model for Forex trading.

The methodology combines Random Forest and Probit regression.

Figure 2 and Figure 3 represent the performance evaluation of the regression models used in the study.

What is the main focus of this study?

Developing a stock trading system using advanced technical analysis indicators and genetic algorithms.

What platform was used to develop the model?

Apache Spark big data platform.

What is the time period used for training and testing the model?

Training: 1996-2016, Testing: 2007-2016.

What were the results of the study?

Improving the technical indicator parameters not only enhanced the stock trading performance but also
provided an alternative to the Buy and Hold strategy.

Examples included in the lecture:

Apache Spark is a widely used big data platform for processing large datasets.

Genetic algorithms are optimization algorithms inspired by the process of natural selection.

Deep MLP neural network is a type of artificial neural network commonly used for complex pattern
recognition tasks.

What other technical analysis models were used in this study?

Standard technical analysis models.

How were the optimized feature values used in the study?

They were used as buy and sell trigger points for the deep neural network dataset.

What stocks were used to validate the model?

Dow 30 stocks.

How did the trading system compare to other systems?

The trading system produced comparable or better results compared to Buy and Hold and other trading
systems, even for longer periods.

Examples included in the lecture:

The study implemented a genetic algorithm and a deep MLP neural network for the trading system.

Figure 4 depicts the proposed method, combining the Genetic Algorithm and MLP.

What is the main focus of this study?

Assessing the use of Support Vector Machine Regression (SVR) for stock price prediction.

What do the results show in terms of prediction errors?

On the test set, SVR achieved smaller prediction errors compared to the training set when using a linear
kernel.

How did SVR perform compared to the random walk model?

SVR yielded inferior predictive outcomes compared to the random walk model for most stocks with
frequently updated prices, using fixed training.

When did SVR models perform better than the random walk model?

SVR models with linear and radial kernels achieved better results when using a strategy of consistent
model updating in the authorized price frequency.

Examples included in the lecture:

Support Vector Machine Regression (SVR) is a machine learning algorithm used for regression tasks.

The study focused on assessing SVR's performance in stock price prediction.

What is the main finding regarding the periodic updating of the SVR model?

Periodically updating the SVR model reduces mean square error compared to using a rigid model
without intermittent updating.

How do the SVR models compare to the random walk model in terms of predictive performance?

Some SVR models, especially those with periodic or fixed updates, may achieve better predictive
performance compared to the random walk model, particularly when using the linear kernel.

What does the study suggest about the relationship between SVR price prediction and volatility?

There is a strong correlation between SVR price prediction and volatility, considering a moving training
window.

Notes with numbers and data:

The study compared the mean square error of SVR models with periodic updates to those with fixed
updates.

Some SVR models outperformed the random walk model in terms of predictive performance.

Figure 5 depicts the real returns and predicted returns by the SVR model for the American stock BAC's
daily prices.

Examples included in the lecture:

The study examined the relationship between SVR price prediction and volatility.

The SVR algorithm's performance on real stock, specifically the American stock BAC, was evaluated and
illustrated in Figure 5.

What is the main focus of this study?

Utilizing Random Forests and XGBoost classifiers in stock price prediction.

How did the authors approach the stock price prediction problem differently?

They reformulated a traditional forecasting model as a classification problem.

What is a potential application of the findings discussed in this paper?

Developing a trading strategy based on the classification accuracy of the predictive model.

How was the performance of the predictive model evaluated?

Various parameters such as accuracy, precision, recall, specificity, and F-score were calculated.

Examples included in the lecture:

The authors emphasized the importance of adopting AI techniques in stock price prediction.

The study demonstrated the effectiveness of Random Forests and XGBoost classifiers in building a
predictive model for stock price movement.

The suitability of the model was evaluated using parameters such as accuracy, precision, recall,
specificity, and F-score.

What is the advantage of using various technical indicators as features in the study?

The flexibility of using different technical indicators allows for a more comprehensive analysis of
financial data.

What can the proposed model be used for?

The proposed model can be used for developing new trading strategies or managing stock portfolios
based on trend predictions.

What is one significant contribution of the proposed model?

The proposed model offers a novel approach to mitigate investment risk by predicting stock returns
more accurately than existing algorithms.

Examples included in the lecture:

The authors highlight the significance of selecting and using technical indicators as features in their
study.

The proposed model has the potential to revolutionize risk mitigation in stock market investment.

Figure 6 provides a visual comparison of the performance of different algorithms for trading.

The performance of the used algorithm on a real stock is depicted in Figure 7.

What do Figure 6 and Figure 7 represent?

Figure 6 represents a comparison of the accuracy achieved in the current work with accuracies achieved
in existing literature.

Figure 7 shows a trading strategy suggested by the model using AAPL data.

Notes with numbers and data:

The dataset used in the study contains several columns, including Date, Open Price, High Price, Low
Price, Close Price, and Volume traded.

The dataset is split into a 60:40 ratio, creating variables X_train, X_test (for inputs), and Y_train, Y_test
(for outputs).

For the Random Forest Regressor and prediction, only Date and Close Price columns are required from
the dataset.

The Close Prices are used for obtaining a trend or Moving Average for intraday trading of the specific
stock.

The integration of Close Prices with financial strategies aims to enhance performance accuracy using the
predictive power of Random Forest Regressor.

Examples included in the lecture:

Figure 6 provides a visual comparison of the achieved accuracy in the current work with accuracies
found in existing literature.

Figure 7 illustrates a trading strategy recommended by the model using AAPL data.
The dataset is sourced from Alpaca API and Yahoo Finance, consisting of various columns such as Date,
Open Price, High Price, Low Price, Close Price, and Volume traded.

The Close Price column is specifically utilized for intraday trading and integrating it with financial
strategies to improve performance accuracy with the help of Random Forest Regressor's predictive
power.

What are the two types of roles in the proposed methodology?

The two types of roles are "Trader" and "Bot."

What are the responsibilities of the Trader role?

The Trader has access to trade orders, can view market statistics, set up a day trade strategy via the bot,
and manage their account.

What are the responsibilities of the Bot role?

The Bot validates and places trades based on market and user statistics, sends notifications, and has
access to the user wallet to execute trade orders.

Notes with numbers and data:

The proposed methodology includes an architectural diagram for the algorithmic trading bot.

There are two types of roles involved: Trader and Bot.

The Trader role has access to trade orders, market statistics, day trade strategy setup through the bot,
and account management.

The Bot role is responsible for validating and placing trades, sending notifications, and accessing the user
wallet for executing trade orders.

Special features are mentioned at the top of the architectural diagram.

The architectural diagram for the algorithmic trading bot is shown in Figure 8.

Examples included in the lecture:

The proposed methodology introduces two types of roles: Trader and Bot, each with their respective
responsibilities.

Figure 8 visualizes the architectural diagram for the algorithmic trading bot.
The responsibilities of the Trader role include accessing trade orders, market statistics, setting up day
trade strategies through the bot, and managing their account.

The Bot role handles tasks such as validating and placing trades, sending notifications, and utilizing the
user wallet for trade execution.

What is the purpose of data pre-processing?

Data pre-processing is applied to the dataset to obtain intraday movements for input into the Random
Forest Regressor.

What are the steps involved in data pre-processing?

The steps include dropping all columns except Date and Close price, creating a lag of 41 days for
determining the actual trading signal, cleaning the dataframe by dropping any NULL values, and splitting
the dataset into X (inputs) and Y (outputs).

Notes with numbers and data:

Data pre-processing is performed on the dataset before passing it into the Random Forest Regressor.

The following steps are involved in data pre-processing: a. All columns except Date and Close price are
dropped from the dataset. b. To determine the actual trading signal, the data is lagged by 1 day, creating
a lag for 41 days. c. Any NULL values present in the dataframe are dropped to clean the dataset. d. The
dataset is split, with the first 33 data points assigned to X (inputs) and the remaining data points
assigned to Y (outputs).

Examples included in the lecture:

Data pre-processing is a crucial step in preparing the dataset for analysis.

The goal of data pre-processing is to obtain intraday movements for input into the Random Forest
Regressor.

During data pre-processing, all columns except Date and Close price are dropped from the dataset.

A lag of 41 days is created to determine the actual trading signal.

NULL values are eliminated from the dataframe to ensure data cleanliness.

The dataset is split, with the first 33 data points assigned to X (inputs) and the remaining points assigned
to Y (outputs).
What is the ratio in which the dataset is split into training and testing?

The dataset is split into a training set and a testing set in a 60:40 ratio.

What are the variables created after splitting the dataset?

Four variables are created: X_train and X_test for inputs, and Y_train and Y_test for outputs.

What steps are involved in training the Random Forest Regression model on the training set?

The RandomForestRegressor class is imported and assigned to the variable "regressor".

The X_train and Y_train values are fitted to the regressor using the .fit() function after reshaping them
accordingly.

The feature importance is calculated using regressor.feature_importances_ to describe the importance

of selected features and improve the model.

Examples included in the lecture:

The dataset is divided into two subsets: the training dataset (60% of the data) and the testing dataset
(40% of the data).

After splitting the dataset, four variables are created to store the training and testing inputs and
outputs: X_train, X_test, Y_train, and Y_test.

The Random Forest Regression model is trained using the RandomForestRegressor class.

The X_train and Y_train values are fitted to the regressor using the .fit() function. Reshaping is done to
ensure compatibility.

The model's feature importance is calculated using regressor.feature_importances_, providing insight

into the significance of chosen features and helping enhance the model.

How are the results of the test set predicted?

The model trained on the training set values is used to predict the results of the test set using the
regressor.predict function.
What is the purpose of visualizing the Random Forest Regression results?

The purpose is to plot a graph of Share Price (both Y_test and Y_predicted) against Date and compare
the actual values to the predicted values.

Notes with numbers and data:

The results of the test set are predicted using the model trained on the training set values. The
regressor.predict function is used for this purpose, and the predicted results are assigned to a variable.

A graph is plotted to visualize the Random Forest Regression results. It shows the Share Price (both
Y_test and Y_predicted) plotted against Date.

The actual values are represented as blue data points, and the predicted values are represented as red
data points.

Examples included in the lecture:

The predictions for the test set are obtained by using the trained model and the regressor.predict
function.

The Random Forest Regression results are visualized through a graph that compares the actual Share
Price values and the predicted Share Price values against Date.

The actual Share Price values are displayed as blue data points on the graph, while the predicted Share
Price values are shown as red data points.

The user can input various strategy parameters into the Bot, influencing its trading decisions.

The Bot continuously monitors the market conditions and the current positions to make informed
trading choices.

A trained Random Forest model is incorporated into the Bot as a joblib file, providing predictions that
are considered alongside the defined financial strategy.

By combining the predictions from the model and the chosen strategy, the Bot autonomously carries out
trading activities until specified conditions, such as reaching a stop loss or closing of the market, or until
the user sends a stop signal.

What is the Explained Variance Score used for?

The Explained Variance Score is used as an evaluation metric for the Random Forest Regressor model in
trading analysis.

How is the Explained Variance Score computed?

The Explained Variance Score is computed using a regression score function.

What is the range of values for the Explained Variance Score?

The best possible score is 1.0, while lower values indicate worse performance.

What does the R^2 Score measure?

The R^2 Score measures the coefficient of determination.

What risk metric is computed by the Mean Squared Logarithmic Error?

The Mean Squared Logarithmic Error computes a risk metric corresponding to the expected value of the
squared logarithmic (quadratic) error or loss.

What does the Random Forest Regressor Score measure?

The Random Forest Regressor Score returns the mean accuracy on the given test data and labels.

How is the mean accuracy of the self.predict(X).y calculated?

The mean accuracy of the self.predict(X).y is calculated using regressor.score(X_test, y_test).

Examples included in the lecture:

The Random Forest Regressor model used for trading analysis is evaluated using several metrics,
including the Explained Variance Score, R^2 Score, and Mean Squared Logarithmic Error.

The Explained Variance Score is calculated using a regression score function and provides a measure of
how well the model explains the variance in the data.

The R^2 Score measures the proportion of the variance in the dependent variable that can be predicted
from the independent variables.

The Mean Squared Logarithmic Error quantifies the difference between the predicted and actual values
on a logarithmic scale.

The Random Forest Regressor Score returns the mean accuracy of the model on the test data and labels,
indicating how well the model performs.
The mean accuracy of the self.predict(X).y is obtained using the regressor.score(X_test, y_test) function.

What does the table show in terms of model performance?

The table shows the performance of the model based on the evaluation parameters discussed earlier.

What type of model is used for trading analysis?

The Random Forest Regressor Model is used for trading analysis.

What is depicted in the graph shown?

The graph shows the share price movement over time, with the actual stock price movement
represented in red and the predicted stock price movement by the Bot shown in blue.

What does "Y axis: Dates of trade" refer to?

The "Y axis: Dates of trade" refers to the vertical axis of the graph, which represents the dates of the
trades.

What is the purpose of Figure 16?

Figure 16 is used to illustrate the relationship between share price and date, demonstrating the
performance of the Random Forest Model.

Examples included in the lecture:

The model's performance is summarized in a table, showing how well it performed based on the
evaluation parameters discussed previously.

The Random Forest Regressor Model is specifically employed for trading analysis.

Figure 16 provides a visual representation of the share price movement over time, highlighting the
comparison between the actual stock price movement (represented in red) and the predicted stock
price movement generated by the Bot (represented in blue).

The graph exhibits a clear relationship between share price and date, offering insight into the
performance of the Random Forest Model.

What does Table 3 show?

Table 3 shows the backtesting results of the Moving Average Crossover strategy, specifically against the
parameters of Strike Rate and Profit Earned for both 1-year and 10-year durations.

What is the Strike Rate value for the 1-year duration?

The Strike Rate value for the 1-year duration is 77.78%.

How much profit was earned for the 10-year duration?

The profit earned for the 10-year duration is $1993.43.

What does Figure 17 depict?

Figure 17 shows the plotted graphs for the Moving Average strategy, illustrating its behavior against the
actual trade movement for both the 1-year and 10-year durations.

What is depicted in the "1 Year Chart" and "10 Years Chart" sections of Figure 17?

The "1 Year Chart" and "10 Years Chart" sections of Figure 17 display the visual representation of the
Moving Average Backtesting results for the respective durations.

Examples included in the lecture:

Table 3 presents the backtesting results of the Moving Average Crossover strategy, displaying the Strike
Rate and Profit Earned for both the 1-year and 10-year durations.

The Strike Rate for the 1-year duration is 77.78%, indicating a high percentage of successful trades. On
the other hand, the Strike Rate for the 10-year duration is slightly lower at 53.85%.

The profit earned for the 1-year duration amounts to $820.8, while for the 10-year duration, it reaches
$1993.43.

Figure 17 showcases the Moving Average Backtesting results through graphical representation. It
demonstrates the behavior of the bot's trading strategy against the actual trade movement for both the
1-year and 10-year durations.

The "1 Year Chart" and "10 Years Chart" sections in Figure 17 specifically display the visualized
backtesting results of the Moving Average strategy based on the respective durations.

What does Table 4 show?

Table 4 shows the backtesting results of the Donchian strategy, specifically against the parameters of
Strike Rate and Profit Earned for both 1-year and 10-year durations.

What is the Strike Rate value for the 1-year duration?

The Strike Rate value for the 1-year duration is 26.3157%.

What is the profit earned for the 10-year duration?

The profit earned for the 10-year duration is -$7859.13.

What does Figure 18 depict?

Figure 18 shows the plotted graphs for the Donchian strategy, illustrating its behavior against the actual
trade movement for both the 1-year and 10-year durations.

What is depicted in the "1 Year Chart" and "10 Years Chart" sections of Figure 18?

The "1 Year Chart" and "10 Years Chart" sections of Figure 18 display the visual representation of the
Donchian Backtesting results for the respective durations.

Examples included in the lecture:

Table 4 showcases the backtesting results of the Donchian strategy, presenting the Strike Rate and Profit
Earned for both the 1-year and 10-year durations.

The Strike Rate for the 1-year duration is 26.3157%, indicating a relatively low percentage of successful
trades. Similarly, for the 10-year duration, the Strike Rate remains low at 31.0924%.

The profit earned for the 1-year duration is -$2053.89, while for the 10-year duration, it amounts to -
$7859.13.

Figure 18 displays the Donchian Backtesting results through graphical representation. It showcases the
behavior of the bot's trading strategy against the actual trade movement for both the 1-year and 10-
year durations.

The "1 Year Chart" and "10 Years Chart" sections in Figure 18 specifically provide a visualized
representation of the backtesting results of the Donchian strategy based on the respective durations.

What does Table 5 show?

Table 5 shows the backtesting results of the Multiple Strategy, specifically against the parameters of
Strike Rate and Profit Earned for both 1-year and 10-year durations.

What is the Strike Rate value for the 1-year duration?

The Strike Rate value for the 1-year duration is 50%.

How much profit was earned for the 10-year duration?

The profit earned for the 10-year duration is $14802.73.

What does Figure 18 depict?

Figure 18 shows the plotted graphs for the Multiple Strategy, illustrating its behavior against the actual
trade movement for both the 1-year and 10-year durations.

What is depicted in the "1 Year Chart" and "10 Years Chart" sections of Figure 18?

The "1 Year Chart" and "10 Years Chart" sections of Figure 18 display the visual representation of the
backtesting results of the Multiple Strategy for the respective durations.

Examples included in the lecture:

Table 5 showcases the backtesting results of the Multiple Strategy, presenting the Strike Rate and Profit
Earned for both the 1-year and 10-year durations.

The Strike Rate for the 1-year duration is 50%, indicating a moderate success rate of the strategy.
Similarly, for the 10-year duration, the Strike Rate is 41.81%.

The profit earned for the 1-year duration is $3874.1, while for the 10-year duration, it amounts to
$14802.73.

Figure 18 displays the Multiple Strategy backtesting results through graphical representation. It
demonstrates the behavior of the bot's trading strategy against the actual trade movement for both the
1-year and 10-year durations.

The "1 Year Chart" and "10 Years Chart" sections in Figure 18 specifically provide a visualized
representation of the backtesting results of the Multiple Strategy based on the respective durations.

What does Table 6 show?

Table 6 shows the backtesting results of the Gold Cross strategy, specifically against the parameters of
Strike Rate and Profit Earned for both 1-year and 10-year durations.

What is the Strike Rate value for the 10-year duration?

The Strike Rate value for the 10-year duration is 50%.

How much profit was earned for the 10-year duration?

The profit earned for the 10-year duration is $214.15.

What does Figure 20 depict?

Figure 20 shows the plotted graph for the Gold Cross strategy, illustrating its behavior against the actual
trade movement for the 10-year duration.

Examples included in the lecture:

Table 6 showcases the backtesting results of the Gold Cross strategy, presenting the Strike Rate and
Profit Earned for both the 1-year and 10-year durations.

The Strike Rate for the 10-year duration is 50%, indicating a moderate success rate of the strategy.

The profit earned for the 10-year duration is $214.15.

Figure 20 displays the Gold Cross strategy backtesting results through graphical representation,
specifically focusing on the behavior of the bot's trading strategy against the actual trade movement for
the 10-year duration.

What are some benefits of using an algorithmic trading bot?

The algorithmic trading bot provides security, cost-effectiveness, and speed in trading.

What is the role of machine learning in algorithmic trading?

The integration of financial knowledge with machine learning enhances both performance and revenue
in trading.

Who is acknowledged in the conclusion section?

The college, Ramrao Adik Institute of Technology, and the mentor, Dr. Vanita, along with Dr. Sangita
Choudhary, are acknowledged for providing the opportunity, support, and guidance for the project's
success.
Who else is thanked in the acknowledgments?

The teammates are thanked for their contribution, continued support, and efforts towards the project's
success.

Examples included in the lecture:

The algorithmic trading bot is not only beneficial in terms of security, cost, and speed but also
considered a revolutionary technology for the future financial markets and economy.

The algorithmic trading bot simplifies trading and helps both new and established traders in achieving
profitable outcomes with minimized effort, time, and loss.

The integration of financial knowledge with machine learning is essential for future trading and
enhances performance and revenue.

The conclusion section expresses gratitude to Ramrao Adik Institute of Technology, Dr. Vanita (mentor),
and Dr. Sangita Choudhary (mentor) for their support and guidance in the project's success.

The acknowledgment section expresses gratitude towards the college, mentor, and teammates for their
contributions, support, and efforts towards the project.