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Stock Quantitative Development, Algorithm Trading System Software

This is Quantitative Algorithm Trading System and this system has web scraping, Data management, Data Analysis(Big Data, Machine Learning, Stock simulation Result). This software is designed for low latency trading program.

A. Data Scraping

A simulAuto function gathers 1750 stock data from Quandl and Yahoo’s Data Server and this function runs simultaneously with parallel processing architecture supported by IPython APIs. firefox B. Data Analysis

ipython_widget A Widget can search Stock Name while a user is typing the Stock Name or if a user changes the Code slide Widget, it also searches the Stock Name. widget_result Above figure shows buy and sell signals, buy signal represents red triangle and sell signal represents blue triangle. Return Percentage displays the trading result between Jan 2015 and Dec 2015.

-Processing time is very fast -Algorithm supports Parallel Processing -Backtesting simulation supported -Interactive Plot Analysis plotly -Clustering clustering -Hidden Markov Model applied hmm

C. Simulation Result

2016 result A below total accumulated gain in 2015 is around 346.5% 2015 result

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Algorithm Trading Simulation and Software

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