sujitpal / auquantoolbox

Backtesting toolbox for trading strategies

Quick Startup Guide

1. Packages to install. Easiest way is via pip

   • numpy
   • pandas
   • pandas-datareader
   • plotly
   • yfinance

2. Clone/Download this repository.

    git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git
   

3. Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your strategy.

   python my_trading_params.py
   

4. Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file and then start implementing the methods in that file. Use pair_trading_params.py and meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system can be found here