TradingAlgos-pyalgotrade-
A repository of me learning how to make algorithmic trading models, and backtesting using pyalgotrade. Pulled from google finance.
The goal of this project.
So as i'm still a beginner when it comes to algorithmic trading, the goal is to implement basic time series analysis/ regression/momentum strategies and make basic models. For now, i'm using pyalgotrade, a basic backtesting library with fairly straightforward documentation and functionality. This allows me to
The implementation of the model
Currently, i'm only aware of a few algorithmic trading models, the most elementary of which is a momentum trading strategy, which will be what I implement first.
Future plans beyond this project
I want to expand into further models, with different types of backtesting, like using Quantopian and Pndas. If possible, machine learning should be used to create pipelines for the algorithm, as well as more advanced backtesting on bigger sets of data with parallel processing. Expanding languages will also be important- i'd like to advance my C++ and do algorithmic trading with that as well as python.