AL-the-Trader

Description

Automated algorithmic stock paper-trading using daily triggers to simulate buy/sell transactions on specified watchlist. Only intended for simulation and demonstration purposes, NOT for live trading.

Algorithm currently uses RSI (30, 70) bounds as (buy, sell) triggers for simplicity.
Upcoming integrations will include DCF valuations, 50-200SMA, Bollinger bands, and MACD indicators.

Current watchlist tracks the 30 stocks in the DOW (as of May 1, 2020).

Scraping is performed using yfinance module and pandas to wrangle data into excel.

Live Dashboard - Portfolio Summary

Domains

• Python (scraping, triggers, & transactions)
  • pandas (wrangling), yfinance (scraping)
• Excel (portfolio tracking)
• Tableau (portfolio visualization & additional analytics)

To-do

• Market performance: Incorporate daily DJIA close in charting

Future Implementations

• Additional technical indicators:
  • DCF
  • 50-200SMA
  • Bollinger bands
  • MACD
• Dynamic algorithms (ML)
• Dynamic watchlist (based on trending indicators + other screens)
• Optimal (+ automatic) technical indicator selection per watchlist stock via back-testing, comparison of returns, statistical significance testing
  • Discounted Cash Flow (DCF) Valuation modelling triggers
  • Dynamic algorithm strategy (bear/bull market triggers, MACD/SMA/RSI threshold adjustments)
• Sentiment analysis (news, twitter)
• Short/margin trading
• Analyst recommendations
• Backtesting