/algo-trading-mean-reversion

Primary LanguageJupyter Notebook

Algorithmic Trading: Mean Reversion using Python

A mean reversion trading algorithm using Bollinger Bands and RSI.

Setting Up

git clone https://github.com/bryancwh/algo-trading-mean-reversion

Running the program

  • Get your Alpha Vantage API key from https://www.alphavantage.co/support/#api-key.
  • Create a "alphavantage_api_keys.txt" file and paste your API key into it.
  • Select your desired Ticker Symbol.
  • Select your desired start and end date for backtest.
  • Run the program.
cd algo-trading-mean-reversion
python3 Mean\ Reversion.py