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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Algorithmic Trading with Python

Related tags

Overview

Algorithmic Trading with Python

Useful resources

Owner

Chris Conlan

Algorithm for Cutting Stock Problem using Google OR-Tools. Link to the tool:

Algorithms for calibrating power grid distribution system models

Python package to monitor the power consumption of any algorithm

A Python project for optimizing the 8 Queens Puzzle using the Genetic Algorithm implemented in PyGAD.

Official implementation of "Path Planning using Neural A* Search" (ICML-21)

🧬 Performant Evolutionary Algorithms For Python with Ray support

A selection of a few algorithms used to sort or search an array

Pathfinding algorithm based on A*

This python algorithm creates a simple house floor plan based on a user-provided CSV file.

This repository provides some codes to demonstrate several variants of Markov-Chain-Monte-Carlo (MCMC) Algorithms.

Algorithms written in different programming languages

A Python program to easily solve the n-queens problem using min-conflicts algorithm

Fedlearn algorithm toolkit for researchers

zoofs is a Python library for performing feature selection using an variety of nature inspired wrapper algorithms. The algorithms range from swarm-intelligence to physics based to Evolutionary. It's easy to use ,flexible and powerful tool to reduce your feature size.

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Minimal examples of data structures and algorithms in Python

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Planning Algorithms in AI and Robotics. MSc course at Skoltech Data Science program

Genetic algorithm which evolves aoe2 DE ai scripts

Minimal pure Python library for working with little-endian list representation of bit strings.