This is going to be a web app demonstration of a cointegration-based pairs strategy. We will use Google Finance's intraday data to simulate algorithmic trades, starting with $10,000 each morning and reporting on performance throughout the day.
Our numerical methods will employ Python's NumPy, SciPy, Pandas. The app will be a Django app. Celery workers will be used to asynchronously crunch the numbers. RabbitMQ will be the task queue. Heroku is where we'll put all of this. We'll use drone to keep us on the free tier.
Despite the sound of all that, I want it to be simple.
--This readme is out of date. I'll update it soon. Here is the site so far: