/Algorithmic-Trading-ep-chan

Python implementation of trading strategies discussed in the book "Algorithmic Trading" By Ernie Chan using data from Indian markets.

Primary LanguagePython

Algorithmic-Trading

My python implementation of trading strategies discussed in the book Algorithmic Trading By Ernie Chan using data from Indian markets.

How to run

Didn't use notebooks because resuing code from other notebooks is a pain in the neck. To run simply:

  • Create virtual enviornment and install requirements
  • Excute files as modules using -m option. Ex: python -m strategies.mean_reversion.adf_and_hurst

Data Sources