# Algorithmic Trading with Python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan. 

Paperback available for purchase [on Amazon](https://amzn.to/2UZbHuA).

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#### Useful resources

These stand-alone resources can be useful to researchers with or without the accompanying book. The rest of the material in this repository depends on explanation and context given in the book.

+ Performance metrics used to evaluate trading strategies: [metrics.py](src/pypm/metrics.py)
+ Common technical indicators in pure Pandas: [indicators.py](src/pypm/indicators.py)
+ Converting common technical indicators into ternary signals: [signals.py](src/pypm/signals.py)
+ Generic grid search wrapper for numeric optimization: [optimization.py](src/pypm/optimization.py)
+ Object-oriented building blocks for portfolio simulation: [portfolio.py](src/pypm/portfolio.py)
+ Generic wrapper for multi-core repeated K fold cross-validation: [model.py](src/pypm/ml_model/model.py)
+ Free-to-use simulated EOD stock data and alternative data streams: [data](data)

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