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Algorithmic Trading

under Machine Learning

In order to implement an algorithmic trading strategy though, you have to first narrow down a list of stocks that you want to analyze. This walk-through provides an automated process (using python and logistic regression) for determining the best stocks to algo-trade.

I will dive deeper into the logic and code below, but here is a high-level overview of the process:

  1. Import the historical data of every stock using yahoo finance.
  2. Pull in over 32 technical indicators for each stock using the technical analysis library.
  3. Perform a logistic regression on each stock using 5, 30, and 60 day observation time periods.
  4. Interpret the results.

under Trading

A common misconception is that the market cannot be predicted and that hedge fund managers are no better than dart-throwing monkeys. Many academic research papers back up this claim with data. This is an overly simplistic view. Just because some markets cannot be predicted under some experimental settings, such as equities traded on a daily basis, this does not mean no market can be predicted in any setting. Let us try to get an intuitive understanding of what it means to predict the market.

under Python

Investing was always associated with large amounts of money, both in terms of the invested amount as well as costs associated with it. Here at BUX, we want to make investing accessible to everyone. That is why we recently launched BUX Zero in the Netherlands and other European countries will follow soon! BUX Zero is a zero-commission stock trading app, which makes investing not only accessible but also easy to do directly from your phone.

under Quant Finance

The purpose of this article is to introduce the reader to some of the tools used to spot stock market trends.

We will utilize a data set consisting of five years of daily stock market data for Analog Devices. The time period we consider starts on January 1, 2013 and ends on December 31, 2017. We will start analyzing the data using line plots, then introduce candlestick charts. Patterns that can be seen in the candlestick chart will be introduced which can be used to spot changes in the market. We add another of level analysis by overlaying moving averages and discussing how these can help confirm trend changes. Finally, we construct a figure that concisely summarizes the stock price data for any company.

under Books

Systematic trading allows you to test and evaluate your trading ideas before risking your money. By formulating trading ideas as concrete rules, you can evaluate past performance and draw conclusions about the viability of your trading plan. 
Following systematic rules provides a consistent approach where you will have some degree of predictability of returns, and perhaps more importantly, it takes emotions and second guessing out of the equation.
From the onset, getting started with professional grade development and backtesting of systematic strategies can seem daunting. Many resort to simplified software which will limit your potential. 

under Trading

The bot is written in Python and relies on two core libraries for the majority of its functionality: robin-stocks and ta. robin-stocks is a library that interacts with the Robinhood API and allows one to execute buy and sell orders, get real time ticker information, and more. ta is a technical analysis library that also incorporates the Python Pandas library to generate indicators from stock data.