My thesis is a quantitative intraday trading strategy based on regression algorithms. The main strategies used to generate trading signals for the stock market are buying and holding, intraday trading, scalping trading, weekly trading and so on. These trading strategies can be addressed by using technical analysis or fundamental analysis. Fundamental analysis attempts to use data such as revenue, expenses, growth prospects and competitive landscape to calculate the intrinsic value of stocks, while technical analysis uses past market activities and stock price trends to predict future activities. The fundamental uses a long-term approach of market analysis. Therefore, long-term investors often use fundamental analysis because it helps them to choose assets that increase in value over time.