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stupefy007 / algotrade_score

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Interested in this project! #2

Open julian-hecker opened 4 years ago

julian-hecker commented 4 years ago

Hi I'm Julian! I participated at the hackathon this weekend that y'all went to and was really excited to see this. I had been thinking about doing some algorithmic trading for some time and would like to learn more about this.

Does it actually beat the market? I'd love to check this out in depth

stupefy007 commented 4 years ago

Thanks for interest on my project! This is my preliminary work on US market, still a lot of room to improve. In fact, algorithmic trading in U.S. generally refers to high frequency trading. I recommend you this website http://gen.lib.rus.ec, where you can get a bunch of free resources on algorithmic trading. My previous project in terms of event-driven strategy is proved effective in China stock market, the benchmark of which is SSE 50 Index. You can take a look with this link: https://docs.google.com/presentation/d/1XDIfS_9gj_3QGNz97uN2I-R7d8DAcZw-39ExYCgjo64/edit?usp=sharing