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All Projects → agconti → trading

agconti / trading

Licence: Apache-2.0 license
This repository contains real trading examples explained and modeled in IPython Notebooks to generate discussion, feasible trading examples, and potential profit for the common man.

###AGCTrading

This repository contains trading algorithms and an analysis of their performance on both the intraday and 1-minute trading windows. The goal of this repository is to generate discussion, feasible trading examples, and potential profit for the common man. They are presented in IPython Notebooks.

Notebooks:

  • GOOG VS AAPL Correlation Arb - View Me
    • This notebook contains an algorithm designed to profit off of the correlation between Apple's and Google's common stock in December 2012 to May 2012. It explores the process of developing the algorithm from conception to full maturation. The final algorithm returns 14.1% in only 128 trading days after commission fees and accounting for slippage.
  • More books to come soon!
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