pocketsizefund

Open source quantitative trading 🍊

About

Pocket Size Fund is an open source quantitative proprietary trading firm being built on nights and weekends.

pocketsizefund holds the main resources for the fund platform including data pipelines, model definitions, trading engine, and frontend resources.

Project

Motto

Make money and learn things 💡

Accountability for these goals is enforced by:

1. Publishing performance on a regular, automated basis
2. Writing whitepapers for every significant initiative

Process

Our process is:

create -> launch
   ^         |
   |         v
learn  <-  measure

We want to rapidly iterate our research-first mindset by constantly launching with an MVP implementations for every initiative.

Principles

An unordered and non-exhaustive list of principles we work towards:

• Test in production
• Always roll forward
• Systems over process
• No code is good code
• Never write documentation
• Git is truth

Development

Status

Work in progress 🚧

This is in ongoing development so expect significant changes going forward.

Participation

The best ways to get involved are to contribute code and co-invest.

• Contribute: checkout the process and links
• Co-invest: reach out via direct message

This project is currently intended to be run as a single instance. However, if you'd like to run your own instance, clone this repository and add a samconfig.toml like the one in etc/examples/samconfig.toml file with the values seen in the Parameters section of template.yaml. Launch into your AWS account with the ./bin/launch_stack script.

Links

Here are some places to get started:

1. Specific larger initiatives we're currently working on
2. All issues by status to see ongoing progress
3. Open a discussion to ask questions or share ideas
4. Send a direct message on everything else