djatlantic / algotrading

Code repo for learning algorithmic trading

Algorithmic trading learning repo

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

Table of Contents

• About this repo
• How to use
• Code overview
• Development
• Contact
• Acknowledgements
• License

💻 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

• Investopedia
• StockCharts
• Technical Analysis Library in Python

⚖️ License

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