nickmccullum/algorithmic-trading-python
Algorithmic Trading Python
Features
- Algorithmic Trading Frameworks - Python-based framework for building and backtesting quantitative trading strategies using financial data and portfolio optimization.
- Equal Portfolio Weight Calculations - Computes portfolio weights by dividing total capital equally across all selected stocks.
- Value-Based Stock Selection - Implements a quantitative value strategy that selects stocks based on fundamental metrics and builds weighted portfolios.
- Value Strategy Implementations - Identifies undervalued stocks using fundamental metrics and builds portfolios weighted by value scores.
- Equal-Weight Index Fund Builders - Creates a portfolio that holds every stock in the S&P 500 with equal dollar allocation.
- Momentum Trading Strategies - Selects stocks with strongest recent price performance and rebalances portfolio based on momentum signals.
- Fundamental Value Scorers - Ranks stocks by fundamental ratios like P/E and P/B to identify undervalued companies for portfolio weighting.
- Portfolio Rebalancing - Runs periodic rebalancing of stock portfolios based on momentum or value signals, exporting updated allocations.
- Trading Notebook Execution - Runs trading strategies as sequential cells in Jupyter notebooks, combining code, output, and documentation.
- Equal-Weight Fund Builders - Constructs an equal-weight S&P 500 index fund by pulling constituent data and calculating portfolio allocations.
- Jupyter Trading Notebooks - Interactive Python notebook environment for developing, testing, and executing algorithmic trading strategies.
- Value Factor Portfolio Builders - Identifies undervalued stocks using fundamental metrics like P/E and P/B ratios, then constructs a weighted portfolio.
- Portfolio Construction DataFrames - Uses Pandas DataFrames to store, manipulate, and compute portfolio weights from financial data.
- Stock Momentum Rankings - Ranks stocks by trailing price returns and assigns weights proportional to momentum strength.
- Financial Data Retrieval APIs - Fetches real-time stock fundamentals and pricing data via HTTP requests to the IEX Cloud REST API.
