Algorithmic Trading Using Python

파이썬 알고리즘 트레이딩

by. freeCodeCamp.org

 

<목차>

1. Algorithmic Trading Basics

2. API Basics and Course Configuration

3. Project 1 : Equal-Weight S&P 500 Screener

4. Project 2 : Quantitative Momentum Screener

5. Project 3 : Quantitative Value Screener

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대표적인 알고리즘 트레이딩 landscape

1. Renaissance Technologies

2. AQR(Apply Qunatative Research) Capital Management

3. Capital Securities

 

<활용할 기술>

NumPy library for Python

 

<Algorithmic Trading Process>

1. Collect data

2. Develop a hypothesis for a stretagy

3. Backtest that stretagy

4. Implement the strategy in production

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API란 무엇인가?

An API is an Application Programming Interface

Using IXE Cloud API to gather stock market data to make investment decisions.

 

<Other API Functionality>

POST : Adds data to the database exposed by the API (Create only)

PUT : Adds and overwrites data in the database exposed by the API (Create or replace)

DELETE : Deletes data form the API's database

 

<Practice Working With APIs>

Here's is a list of free APIs that you can use to practice interesting with APIs using HTTP requests:

https://github.com/public-apis/public-apis 

public-apis/public-apis

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Project 1 : Equal Weight S&P 500 Screener

EX) 시가총액 1위 기업인 애플과 나이키를 동일한 크기로 분류한다.

 

Project 2 : Quantitaive Momentum Screener

EX) Imagine that you have the choice between investing in two stocks that have the following returns over the last year :

Apple (AAPL) : 35%

Microsoft (MSFT) : 20%

모멘텀 투자 전략 > Apple에 투자, higher recent price returns

 

Project 3 : Quantitative Value Screener

가치 투자 > Investing ctocks that are trading below their precived intrinsic value.

Creating algorithmic value inverting strategies relives on a concept called multiples.

Multiples are calculated by dividing a company's stock price by some measure of the company's worth-like earning or assets.

1. price-to-earnings

2. price-to-book-value

3. price-to-free-cash-flow

 

Value Investing Project Overview

Each of the individual multiples used by value investors has its pros and cons.

One way to minimize the impact of any specific multiples is by using a composite.

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