QFinUWA / Range-Trading-Trading-Team-Project-Semester-2-2022

Repository for the Trading Team Project based on Range Trading for QFin Semester 2 2022. Developed by Jake Lyell

Range-Trading-Trading-Team-Project-Semester-1-2022

Repository for the Trading Team Project based on Range Trading for QFin Semester 2 2022

Requirements: python + pip

Installation and Run:

1. python -m venv venv

2. pip install -r requirements.txt (In Virtual Environment)

3. Download extra data (Optional) using API_Interface.py

4. python range_trading.py
4a. python .\mean_reversion_example.py (to run example from previous semester)

Useful Resources:

• Pandas Documentation: https://pandas.pydata.org/docs/

• Bollinger Band Generation in Pandas: https://www.learnpythonwithrune.org/pandas-calculate-and-plot-the-bollinger-bands-for-a-stock/

• Past Projects (Momentum Trading, Mean Reversion was completed on similar backend):

• Range Trading Resources:

  • https://www.elearnmarkets.com/blog/5-indicators-for-range-bound-markets/
  • https://www.investopedia.com/terms/t/tradingrange.asp#:~:text=A%20trading%20range%20is%20characterized,or%20exit%20a%20trading%20range
  • https://au.news.yahoo.com/complete-guide-range-indicators-100309970.html

Project designed by The Semester 2 2022 Director of Trading, [Zachary Ching] and developed by Jake Lyell