D-Thatcher / trading_strategies

Trading Strategies

A series of simple quantitative trading strategies and their implementations. Each folder contains a notebook, and a README that describes the strategy and lists references.

Notebooks

• Introduction: short moving average exceed long
• Pairs trading using INSERT NAME ratio

Data sources

• Quandl
• Kaggle: Daily Financial News for 6000+ Stocks
• Kaggle: Historical financial news archive
• Kaggle: Daily News for Stock Market Prediction

Dependencies

Most of the implementations use Zipline as a backbone for commonly used trading functions.

• Tensorflow
• Pandas