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Packages to install. Easiest way is via pip
- numpy
- pandas
- pandas-datareader
- plotly
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Clone/Download this repository.
git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git
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Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your strategy.
python my_trading_params.py
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Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file and then start implementing the methods in that file. Use pair_trading_params.py and meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system can be found here
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Backtesting toolbox for trading strategies
Home Page: https://toolbox.auquan.com/
License: Apache License 2.0