Algorithmic trading - shhtse/996AsiaPythonLimited GitHub Wiki

Repeat the first 3 phases

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Phase 1: Scrape stock data

Start with:

Scrape the opening price and closing price of all US stock everyday by beautiful soup and pandas.

First choice: Firstrade

Second choice: Webull API

Third choice: Yahoo finance

Deadline: 30Jan

In the second time doing phase 1 , we can scrape more data or even try dynamic web scrapping.

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Phase 2: Data manipulation

Manipulation the above data by SQL and python. The programme should be able to calculate day change and percentage different automatically.

Deadline: 6Feb

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Phase 3: Build up the trading algorithm

Start with a dull model:

If a stock increased by more than 2% for 2 days in a roll, spend 1000USD to buy it on the 3rd day.

If a stock decreased by more than 2% for 2 days in a roll, sell all of it immediately.

Deadline :N/A

In the second time doing phase 3, we can include more data as new coefficients or even try machine learning.

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Phase 4 ：Carry out paper trade

Write the model in python. Apply it on TD ameritrade or Webull.

Deadline: 13Feb