Algorithmic Trading w/ Python

Algorithmic Trading Basis

• using computers to make investment decisions
• Renaissance Techologies: best performing in the space
• use numpy, underlying code in C

Trading Process

• collect data

• develop a hypothesis

• backtest the strategy

• implement step in production

• in project build an alternative s&p 500 where every company holds same weight,apple wont be big best buy wont be small

• value investing

  • hope you can buy for a dollar to 75c and go up to a dollar later

• imported lbs

import numpy as np
import pandas as pd
import requests
import xlsxwriter
import math

• import 500 stocks from s&p 500

csv = "{}\\{}".format(os.getcwd(),"sp_500_stocks.csv")
stocks = pd.read_csv(csv)
print(stocks)

• acquier IEX cloud API
• panda series is like a python a list
• panda Datafromae is a 2d list