Traffinjam

Algotrading project for personal use and experiments

Use of platform Alpaca

Alpaca is a great platform for testing one's algorithmic trading programs and one can freely test one's result for free by signing up. The documentation is great, however following resources offer additional, useful information:

• Algotrader 101 for the Alpaca Trading API
• Alpaca Forum for the Alpaca API using Postman
• PartTimeLarry, a great youtuber explaining trading with Python via his videos and

Further platforms used in the community

• Quandl is a platform which conglomerates data from different companies and services and is supported by programming languages like R, MATLAB, Ruby and more. However, some datasets must be paid for
• Yahoo Finance API or alternatively RapidAPI. One problem here is that the yahoo finance API can only receive get commands (free verison, which is great for own calculations and simulations but not for real trading)
• Google Finance API, which however mianly not used via code, rather via Google Sheets (see documentation here for details). Algotrading101 offers additional insights here.
• Alpha Vantage wihtin the RapidAPI documentation here with 5 requests per minute rate limit and maximum 500 requests/day hard limit.
• Trading View (requires Pine Script) is alternative to the Google Finance API. Great to learn and share ideas, however does not include API. Might be interesting for new traders to start their career.
• IEX and API (Costs 9$/month) was previously free, however you can check how many requests you want to make via a free account (disclaimer: No guarantee that this is true)

More resources on Python for Finance

• Learn Data Science is a great starting point. Go to the following GitHub to find all articles.
• freeCodeCamp.org Algorithmic Trading using Python - Full Course by Nick McCullum

Other resources for APIs and other projects

• RapidAPI - list of free APIs

Trading Strategies of Nick McCullum

1. Equal weight S&P 500
2. Quantitative momentum strategy
3. Quantitative value strategy

Automated Trading Strategies from Medium

1. Alpaca Pt. 1
   1. Time-series momentum/mean reversion
   2. Cross-sectional momentum/mean reversion
   3. Dollar cost averaging
   4. Market making
   5. Day trading automation
2. Alpha Research
3. Python for Algorithmic Trading
4. Dynamic Programming Algorithm
5. Testing, commit new md