- Code the trading strategy:
- Basic trading strategy independant from zipline
- Advanced trading strategy with zipline
- Do not for get to create a log output file function
- Code the backtest analysis tools, the best would be to use tools from zipline here
- Code the others ML algos
- Code the others TA algos
- Improve the Genetic Algorithm
- Performance study: Multithreading vs Multiprocessing vs GPU?
- Main architecture: put everything in tensorflow or recode everthing as a huge pipeline?
- Data: look for other data source, test the algo with X including other information that just the lagged returns.
- Trading: investigate the connection to IB or IG