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Algorithmic Trading

Algorithmic trading (also known as algo trading or automated trading) is the use of computer programs to automatically execute trades in financial markets based on a predefined set of instructions or rules. These instructions can be based on variables such as timing, price, quantity, or complex mathematical models etc.

What is this repository about?

A collection of Python notebooks, utilities, and experiments for building, testing, and analyzing algorithmic trading strategies. This repo is meant as a practical, hands-on playground: from fetching market data and exploring indicators, to backtesting strategies and visualizing performance. It's opinionated enough to be useful, but flexible enough that you can plug in your own ideas.

Stock and ETF tracker

The repository also includes a live daily market tracker in stock-tracker. It groups selected ETFs and funds into separate category plots, tracks the latest daily prices, and includes a standalone VIX panel for market volatility.

Tracked groups currently include:

  • Core U.S. market: SPYM, VOO, IVV, VTI
  • Growth and tech: QQQM, QQQ, VUG, VGT, SMH
  • Global and international: VT, VXUS
  • Income and cash: VYM, SPYD, SPAXX
  • Volatility: VIX

To run the tracker locally:

cd stock-tracker
node server.mjs

Then open http://localhost:3000.

About

Algorithmic trading (also known as algo trading or automated trading) is the use of computer programs to automatically execute trades in financial markets based on a predefined set of instructions or rules. These instructions can be based on variables such as timing, price, quantity, or complex mathematical models etc.

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