Skip to content

This Repo contains the code containing an elementary trial to automate trading. Precisely, we have implemented the ‘Quantitative Momentum Strategy’ and the ‘Quantitative Value Strategy’ using python language. The code provided is actually beginning friendly and is well comented for better understanding else the readme.md closes up the rest gaps.

Notifications You must be signed in to change notification settings

Shubhajit412/ALGORITHMIC_TRADING_S-P-500-INDEX-FUND_USING_PYTHON

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 
 
 

Repository files navigation

ALGORITHMIC TRADING (S&P 500 index fund) USING PYTHON

Abstract

This document serves as a basic read-me file for the coding involved in the final project. Evidently, Jupyter Notebooks have been used as the primary coding environment and the entire project has been completed using Python programming language. Also as a point of disclaimer, PEP 8 coding style conventions were used. A point which must be noted is that, most of the major directives are embedded as markdowns and comments in the jupyter notebook itself.

Requirements

As a matter of fact, the following are the minimum pre-requisites that one might need in order to completely run the coding environment locally:

jupyter---1.0.0
jupyter-client---6.1.3
jupyter-console---6.1.0
jupyter-core---4.6.3
numpy---1.17.4
pandas---0.25.3
requests---2.22.0
scipy---1.5.2
XlsxWriter---1.2.2

A brief introductory description of the major python modules used in the project are given as follows:

numpy: used for speedy mathematical operations.

pandas: used to handle tabular data with the help of panda Series and panda Data Frames.

scipy: used to perform scientific and technical computing techniques in python.

requests: used for making http requests from the environment to the API used.

xlsxwriter: used to extract data in excel file format. math used to access basic mathematical functions.

Glossary

  1. main.ipynb: Jupyter Notebook
  2. sp_500_stocks.csv: The list of 500 companies. File is read in the above mentioned notebook.
  3. Project_Report.pdf: A pdf file to support the code and other features of the project.

About

This Repo contains the code containing an elementary trial to automate trading. Precisely, we have implemented the ‘Quantitative Momentum Strategy’ and the ‘Quantitative Value Strategy’ using python language. The code provided is actually beginning friendly and is well comented for better understanding else the readme.md closes up the rest gaps.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published