https://github.com/sirbradflies/algotrading

Trading algorithms for QuantConnect platform
https://github.com/sirbradflies/algotrading

machine-learning python quantconnect trading trading-bot

Last synced: 3 months ago
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Trading algorithms for QuantConnect platform

• Host: GitHub
• URL: https://github.com/sirbradflies/algotrading
• Owner: sirbradflies
• Created: 2020-01-18T10:57:26.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2020-05-25T13:12:54.000Z (over 4 years ago)
• Last Synced: 2023-10-19T18:03:46.435Z (over 1 year ago)
• Topics: machine-learning, python, quantconnect, trading, trading-bot
• Language: Python
• Homepage:
• Size: 250 KB
• Stars: 4
• Watchers: 1
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: readme.md

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README

        
# Quant Connect Algorithms

First experiments on the [Quantconnect](https://www.quantconnect.com/) platform based on Machine Learning.

Currently there are two algorithms: 

1) QCTechnicalML: Technical algorithm, predicting the next period returns based on the last n returns

2) QCTechnicalCryptoML: Technical algorithm like number 1 but for BitCoin

3) QCValueML: Fundamental algorithm, predicting then next period returns based on few fundamental indicators

There is also a notebook I used to explore the technical algo with some simple analyses.

Implementation is rough and naive so comments and suggestions are welcome.