Erik Agaton Sjöberg & Emil Immonen

The project has a few libraries that are required in order for the run files to function properly. These libraries can be found in requirements.txt, just execute pip install -r requirements.txt in order to install the dependencies. The library Ta-lib might be a bit tricky to install since it is a wrapper. Instructions on how to install it properly can be found here.

The folder financials_method includes a framework used to find a strategy, with the help of machine learning, that trades the stock market using each stock's financials data. In order to run an example of trading on the Swedish stock market with the financials method, run financials_method/simple_trading.py file. This will show plots for training of the model, performance of strategy and print out values for strategy performance.

The folder ta_method includes a framework that can be used to build and backtest a strategy that does rolling calculations on a stock's daily price data. In order to run an example of the bootstrap strategy test of the momentum strategy, run the ta_method/run_backtest.py file.