/algotrading

Code repo for learning algorithmic trading

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Algorithmic trading learning repo

This repo features code and tutorials for beginners to learn algo trading.

Table of Contents

💻 About this repo

This repo is built as part of the Final Year Project (FYP) at the Department of Computer Science of The University of Hong Kong (HKU).

🤔 How to use

All the code could be found in the /code directory and the documentation could be accessed at https://algo-trading.readthedocs.io/.

(Note that the /database directory only contains example files. The actual database is stored in the HKU Department of Computer Science server.)

📁 Code overview

1. Introduction

intro-to-algotrading/

  • Basic data science
  • Data scrapping

2. Technical Analysis

technical-analysis_basics/

  • Chart analysis
  • Trend analysis
  • Basics of technical analysis

technical-analysis_python/

  • Technical indicators implementation

technical-analysis_julia/

  • Moving Average strategy implementation

3. Fundamental Analysis

fundamental-analysis/

  • Ratio analysis & stock screening

bankruptcy-prediction/

  • Prediction with machine learning models

4. Macroeconomic Analysis

macroeconomic-analysis/

  • Property transaction data scrapping
  • Property transaction data analysis
  • Macroeconomic indicators analysis
  • Property price prediction

5. Sentiment Analysis

sentiment-analysis/

  • News data collection
  • Tweets data collection
  • VADER sentiment analysis
  • Textblob sentiment analysis

6. Trade Execution

paper-trading/

  • Paper Trading using Interactive Brokers (IB)

7. Integrated Strategies

integrated-strategy/

  • Baseline model with data filters
  • Trading signal generation with LSTM (single-feature)
  • Trading signal generation with LSTM (multi-feature)
  • Daily trading signal generation with LSTM + trade execution with IB

🔧 Development

The source code of the Sphinx documentation website could be found in the /docs directory. After updating any of the *.rst files in /docs/source/, run the following to generate the HTML files:

make html

📮 Contact

Project Link: https://awoo424.github.io/algotrading_fyp/

📚 Acknowledgements

⚖️ License

Licensed under the Creative Commons Zero v1.0 Universal. Copy of the license.