Quant-Finance

Qunatitative Trading Space

Note: This repo is also for all my mentees in the department of Algorithm Trading, TMBA.

Author:

• Yu-Chen (Abner) Den

Folders

CTA (Ongoing)

Single asset CTA trading strategy and backtesting system, including various data collection APIs.

HWs

Homeworks for my mentees @ TMBA.

Machine Learning (Not started)

Will cover some research and practical implementation based on my interest in empirical asset pricing with machine learning methods.

Options

Untidy folder full of options payoff diagrams and strategies. (I don't want to clean it up.)

Start

First create a virtual environment and activate it.

python3 -m venv your_venv
source your_venv/bin/activate

Then install the required packages.

pip3 install -r requirements.txt