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financial-signal-processing

Designing and implementing an equities trader using principles of signal processing and Python. Final project for Olin College's Digital Signal Processing course [Spring 2015].

Installation

The code here relies on the scipy/numpy stack as well as pandas. Those with the Anaconda distribution should only have to install the following--

  • pip install arrow
  • pip install pyalgotrade

One data gathering function requires the 'Requests' module. This is included in the Anaconda distribution. Those not using Anaconda may run sudo pip install requests to install this.

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Designing and implementing an equities trader using principles of signal processing and Python. Final project for Olin College's Digital Signal Processing course [Spring 2015].

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