Open source quantitative trading 🍊
Pocket Size Fund is an open source quantitative trading firm being built on nights and weekends.
pocketsizefund holds the main resources for the fund platform including data pipelines, model definitions, trading engine, and frontend resources.
Make money and learn things 💡
Accountability for these goals is enforced by:
- Publishing performance on a regular, automated basis
- Writing whitepapers for every significant initiative
Our process is:
create -> launch
^ |
| v
learn <- measure
We want to rapidly iterate our research-first mindset by constantly launching with an MVP implementations for every initiative.
An unordered and non-exhaustive list of principles we work towards:
Test in production
Always roll forward
Systems over process
No code is good code
Never write documentation
Git is truth
Work in progress 🚧
This is in ongoing development so expect significant changes going forward.
Here are the best ways to get involved.
- Contribute: checkout the process and links
- Co-invest: reach out via direct message
Here are some places to get started:
- Our loose collection of resources and things we're currently working on
- Open a discussion to ask questions or share ideas
- Send a direct message on everything else