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pedlar_2020

A collection of tools useful for trading simulation and backtesting

Live Trading

Examples to integrate data from IEX, Finnhub and Alpaca using websockets and zeromq. The tool can be extended to incorporate datastreams for news and fundamental data which forms part of a trading system. It can be linked with Alpaca paper trading account for live trading

Backtesting

Various implementation of backtests tools using data from Quandl and Alapca

Dashboards

Web dashboards to visualise backtesting results from IEX and Quandl

Integration

Integration with self-serve data at Quantopian

Notebooks

Various notebooks used in weekly discussion of Algorithmic Trading Society