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Implemented a strategy based on research paper (linked in readme) to paper trade on alpaca.markets
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README.md

alpaca

Implemented a strategy based on research paper (linked in readme) to paper trade on alpaca.markets

Link to paper with original strategy: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2604248

Strategy: check if wood outperformed gold by comparing returns over a certain period (see fs variable in main.py for pandas resampling frequency). If wood outperformed gold, the market should theoretically perform well over the next period; if gold outperformed wood, the market might drop over the next period. Buy and sell a leveraged S&P 500 ETF accordingly.

main.py sends pushbullet notifications each time it runs to tell the owner if it bought, sold, or if it wasn't time to rebalance yet

main.py is scheduled with crontab to run on an Ubuntu free tier Google Cloud Platform server

helper.py contains helper functions such as a function to push a pushbullet notification about what the program did

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