Python Algorithmic Trading

This is a scrap-repository that contains some scripts that follow @nickmccullum's Algorithmic Trading Using Python course. The purpose of this repository for me has been primarily to learn Python & Algorithmic Trading. I've made this repository public for it to help someone that might be interested in it's contents.

Dependencies

• pandas
• xlsxwriter
• scipy
• numpy

Third-party services

• iexcloud free: Mock & real data from the stock market.

Equal Weight S&P500 Trade Recommendations

This script allows the user to get a list of S&P500 stocks, their last prices, and number of shares to acquire given a portfolio size.

How to run

• Install dependencies,
• cd eq_weight_S&P_500,
• create secrets.py and add a IEX_CLOUD_API_TOKEN variable with a valid iexcloud API key,
• run python3 equal_weight_S&P_500.py

Quantitative Momentum Trade Recommendations

The goal of this script is to delop a investing strategy that recommends an equal weight portfolio of the 50 stocks with the highest price momentum.

How to run

• Install dependencies,
• cd quantitative-momentum-strategy,
• create secrets.py and add a IEX_CLOUD_API_TOKEN variable with a valid iexcloud API key,
• run python3 quant_momentum_strategy.py