To analyzed profitability and risk of trading strategies on US Equity Markets using historical NYSE price data. Achieved Linear Regression Score of 0.9595 for predicting prices of SP500 on a one-day time scale. Implemented an algorithmic model for trading using moving average, achieved annual rate of return of 2.924% and Sharpe ratio of 0.803 Optimized portfolio using Monte Carlo Simulations and applied CAPM.