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Currently only contains an offline version.

offline/run_tasks.py, from where you can run any functions necessary. Code is stored in `

General notes

Introduction

Setup

  1. Purchase Mac.

  2. Create a virtualenv. Make sure your python3 is python3.6 (or latest version)

    $ virtualenv --python=/usr/local/bin/python3 env

  3. Activate virtualenv.

    $ source env/bin/activate

  4. Install all packages using pip.

    $ pip install -r requirements.txt

  5. Create database tables.

    $ python offline/application/models/quanta.py

Structure

  • The directory offline/application/ contains all of the required source code.
  • The raw dataset is stored in offline/application/csv.
  • The database structure is stored in offline/application/models/.
  • Tasks are stored in offline/application/tasks.
  • General tools are stored in offline/application/utils.
  • Outputs are stored in results/.

Usage

Use run_tasks.py to manage the application. First, populate the database using the load_all_data() task. Then you can run the optimizer tasks as you see fit. Run get_portfolio_and_plot_results() to plot outputs.

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Automated strategy for managing a long-short portfolio with daily re-balancing

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