QuantTrading_Py

A mini Quant Trading System with Alpha, Risks, Cost, Portfolio Construction Models.

Highlight:

281.89% for last 288 trade days, using Slope & Velocity Strategy.

Shadow: Green = LONG, Red = SHORT, Blank = CLOSE.

Strategy Optimization

Summary

This mini QuantTrading project will have the following components:

Inside the Black Box : Summary

1. Market Data
   1. Modelling TradeDay
   2. Single Stock Prices
   3. Industry Stocks Prices
   4. Forex Prices
   5. Data Analysis
   6. Data Visualization
2. Trade Strategies
   1. Trend Following
   2. Mean Reversion
   3. MA + Rolling STD
   4. Slope & Velocity
3. Strategy Testing
   1. Back Testing
   2. Optimization
   3. Strategy Analysis
4. Risk Model (Planning)
5. Transaction Cost Model (Planning)