Algorithmic Trading - BKJackson/BKJackson_Wiki GitHub Wiki
Intro Videos
What is Algorithmic Trading & How to Get Started - In this video, you will learn everything you need to know about how to learn algorithmic trading. After watching this video, you should have a clear idea about what algorithmic trading is and how YOU can become an algorithmic trader.
AI Hedge Fund
AI Hedge Fund - Trade like investor rock stars like Cathie Wood, Peter Lynch, Bill Ackman, Ben Graham, Stanley Druckenmiller and more!
Monte Carlo Simulation
How to Use Monte Carlo Simulation With geometric Brownian motion (GBM) - One of the most common ways to estimate risk is the use of a Monte Carlo simulation (MCS). For example, to calculate the value at risk (VaR) of a portfolio, we can run a Monte Carlo simulation that attempts to predict the worst likely loss for a portfolio given a confidence interval over a specified time horizon (we always need to specify two conditions for VaR: confidence and horizon).
In this article, we will review a basic MCS applied to a stock price using one of the most common models in finance: geometric Brownian motion (GBM). Therefore, while Monte Carlo simulation can refer to a universe of different approaches to simulation, we will start here with the most basic.
Data Sources
yfinance - Yahoo Finance, lots of free and up-to-date data
Nasdaq Data Link - not much free data
A comprehensive guide to downloading stock prices in Python
Nasdaq Data Link Python Github - A Python library for Nasdaq Data Link's RESTful API
Python Packages
Alpaca - API for stock trading. Trade with algorithms, connect with apps, build services — all with commission-free stock trading API.
Combine Python with realtime stock data and trading with up to 200 requests per every minute per API key. This is a very powerful tool which didn't exist two or three years ago. Alpaca also allows us to buy and sell stocks in the live market in a paper trading account. This paper trading feature lets you test your strategies without ever risking real money on your trades.
investpy docs - python library for investing
Quandl: A Step-by-Step guide - 2021
TA Lib - Technical Analysis Library
TA Lib Github - complicated to install
References
An Introduction to Python for Trading: Benefits, Strategies, and More - QuantInsti blog, 2021
Investopedia