https://github.com/chrisconlan/algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan
https://github.com/chrisconlan/algorithmic-trading-with-python

Last synced: 25 days ago
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Source code for Algorithmic Trading with Python (2020) by Chris Conlan

• Host: GitHub
• URL: https://github.com/chrisconlan/algorithmic-trading-with-python
• Owner: chrisconlan
• License: other
• Created: 2020-04-02T03:05:28.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-06-01T12:56:44.000Z (over 3 years ago)
• Last Synced: 2024-10-01T15:02:04.874Z (about 1 month ago)
• Language: Python
• Size: 4.73 MB
• Stars: 2,680
• Watchers: 101
• Forks: 491
• Open Issues: 5
• Metadata Files:
  • Readme: readme.md
  • Contributing: contributing.md
  • License: license.txt

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README

        
# Algorithmic Trading with Python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan. 

Paperback available for purchase [on Amazon](https://amzn.to/2UZbHuA).

---------------

#### Useful resources

These stand-alone resources can be useful to researchers with or without the accompanying book. The rest of the material in this repository depends on explanation and context given in the book.

+ Performance metrics used to evaluate trading strategies: [metrics.py](src/pypm/metrics.py)

+ Common technical indicators in pure Pandas: [indicators.py](src/pypm/indicators.py)

+ Converting common technical indicators into ternary signals: [signals.py](src/pypm/signals.py)

+ Generic grid search wrapper for numeric optimization: [optimization.py](src/pypm/optimization.py)

+ Object-oriented building blocks for portfolio simulation: [portfolio.py](src/pypm/portfolio.py)

+ Generic wrapper for multi-core repeated K fold cross-validation: [model.py](src/pypm/ml_model/model.py)

+ Free-to-use simulated EOD stock data and alternative data streams: [data](data)

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