Welcome to the notebooks directory of our Quantitative Analysis and Strategy Creation project. This folder contains Jupyter notebooks that demonstrate various financial strategies, analyses, and backtesting results.
notebooks/
├── back_testing/
│ ├── strategy_analysis_example.ipynb
│ └── CVDDivergence_analysis.ipynb
├── black_scholes/
│ └── hedging_strategies.ipynb
├── kucoin_futures_pairs_analysis.ipynb
├── order_heat_map.ipynb
├── portfolio_analysis.ipynb
└── trade_analysis.ipynb
The back_testing/ directory contains notebooks that utilize algorithms from the jacobsterling/trading-algorithms repository. These notebooks demonstrate the implementation and analysis of various trading strategies:
strategy_analysis_example.ipynb: A general example of strategy analysis using the backtesting framework.CVDDivergence_analysis.ipynb: Analysis of the Cumulative Volume Delta (CVD) Divergence strategy.
hedging_strategies.ipynb: Explores option pricing and hedging strategies using the Black-Scholes model.
kucoin_futures_pairs_analysis.ipynb: Analysis of futures trading pairs on the KuCoin exchange.order_heat_map.ipynb: Visualization of order book data using heat maps.portfolio_analysis.ipynb: In-depth analysis of portfolio performance and risk metrics.trade_analysis.ipynb: Detailed examination of individual trades and their outcomes.
To use these notebooks:
- Ensure you have Jupyter Notebook or JupyterLab installed.
- Navigate to this directory in your terminal.
- Run
jupyter notebookorjupyter labto start the Jupyter server. - Open the desired notebook to view, run, or modify the analyses.
These notebooks rely on various Python libraries for data analysis and visualization. Ensure you have installed all dependencies listed in the project's requirements.txt file.
We welcome contributions to enhance these notebooks or add new analyses. Please refer to the main project README for contribution guidelines.
This project is licensed under the MIT License. See the LICENSE file in the root directory for details.