This repo features code and tutorials for beginners to learn algo trading.
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).
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.)
intro-to-algotrading/
- Basic data science
- Data scrapping
technical-analysis_basics/
- Chart analysis
- Trend analysis
- Basics of technical analysis
technical-analysis_python/
- Technical indicators implementation
technical-analysis_julia/
- Moving Average strategy implementation
fundamental-analysis/
- Ratio analysis & stock screening
bankruptcy-prediction/
- Prediction with machine learning models
macroeconomic-analysis/
- Property transaction data scrapping
- Property transaction data analysis
- Macroeconomic indicators analysis
- Property price prediction
sentiment-analysis/
- News data collection
- Tweets data collection
- VADER sentiment analysis
- Textblob sentiment analysis
paper-trading/
- Paper Trading using Interactive Brokers (IB)
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
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
Project Link: https://awoo424.github.io/algotrading_fyp/
Licensed under the Creative Commons Zero v1.0 Universal. Copy of the license.