Skip to content

Simple trading bot algorithms based on Sharpe ratio and Moving Average

Notifications You must be signed in to change notification settings

vladalexey/trading_bot

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Trading Bot

Simple trading algorithms:

  • EfficientFrontier: maximize Sharpe ratio / minimize volatility in portfolio management
  • Simple Moving Averages to decide buy/sell orders
  • Alpaca API to execute trades

About

Simple trading bot algorithms based on Sharpe ratio and Moving Average

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages