Algorithmic Trading with Python

Last update: Jan 03, 2023

Overview

Algorithmic Trading with Python

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

Paperback available for purchase on Amazon.

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
Common technical indicators in pure Pandas: indicators.py
Converting common technical indicators into ternary signals: signals.py
Generic grid search wrapper for numeric optimization: optimization.py
Object-oriented building blocks for portfolio simulation: portfolio.py
Generic wrapper for multi-core repeated K fold cross-validation: model.py
Free-to-use simulated EOD stock data and alternative data streams: data

Owner

Chris Conlan

Financial Data Scientist. President @ Conlan Scientific. Author of Algorithmic Trading with Python and Fast Python

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