/trading_evolved

Code from the Trading Evolved book

Primary LanguageJupyter Notebook

Introduction

This repository contains the code from the book Trading Evolved: Anyone Can Build Killer Trading Strategies In Python by Andreas F. Clenow.

Why?

The goal of this repository is to make it easy for traders who are not software developers and/or Python programmers to get started experimenting with the code in the book. Readers do not have to worry about installing or patching zipline.

Prerequisites

Download and install the following software:

  1. Docker Desktop
  2. VS Code

Usage

  1. Create an image for zipline.

    In a terminal, execute:

    docker build -t quantopian/zipline:trading_evolved https://github.com/hsm207/zipline.git#trading-evolved

  2. Clone this project.

  3. Open devcontainer.json and replace the value of QUANDL_API_KEY with your own API key (line 33). Click here for details on how to retrieve your Quandle API key.

  4. In VS Code, open this project's root directory in a container defined by Dockerfile.

  5. When inside the container, execute jupyter notebook --allow-root to start viewing the notebooks.

  6. To ingest the quandl bundle, refer to the 01_get_quandl_data notebook,

Useful Resources