Algorithmic Trading & Quantitative Analysis Using Python

I really don't have the time to do that right now. Maybe later in my life. At the moment I work a full time job and have a 6 week old baby (first one) so this takes up all my "free" time from 5 am to about 7:30 each day.

I will post my results on this thread as the system produces them however and can answer specific questions about what I am doing.

I could walk you through the knowledge you need to do this project however and I would consider posting the code for the cluster.

Are you proficient in any languages (C, Python, php, javascript, R)? If not I recommend going to Udemy.com and learning Python. Although it isn't the fastest one it is the most user friendly.

There are courses such as https://www.udemy.com/course/algorithmic-trading-quantitative-analysis-using-python/

By the way I have never taken that course so I cannot recommend it however there are a bunch and something like this will get you on your way to being able to do what I did here.

Once you can use a language to run backtests and WF analysis then the next step is to determine IF you need more speed. Lots of people think this project is useless (I disagree obviously) because running more optimizations lead to overfitting (I do agree with that) however I am doing something way more complex here and this is really just a starting point for my journey to strategy development which starts by finding strategies that do well on walk forward analysis of various entry, exit and filter combinations.

Sorry for the long and probably unsatisfactory answer here but this has been a year long journey for me and I am just beginning. It would be very hard for me to do a tutorial without including hours and hours of content and explanation and aside from starting at the beginning where I did (learning how to just run one line of script) I really would not know where to start.

The last thing I should mention here is that there is a quicker way to do this through a site called Quantconnect. There you can literally run the code in the browser and backtest strategies, etc... You can also specify that you want to run the code on more nodes and pay per node. Its only a few cents to run say 20 or 30 iterations however if I were to run what I am doing on their system I would be buying this hardware each month. Anyhow my point is that there is off the shelf solutions that would get you there quicker then this method. Being an engineer myself I strive to overcomplicate and want to know every detail of what is going on which is why I took this project on.

Yo. I just want to share the resources that I found useful and were cheap.

https://www.udemy.com/course/python-for-finance-and-trading-algorithms/

https://www.udemy.com/course/algorithmic-trading-quantitative-analysis-using-python/

https://www.youtube.com/watch?v=L7G0OfJUON8

https://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business/dp/0470284889

https://www.amazon.com/Algorithmic-Trading-Winning-Strategies-Rationale-ebook/dp/B00CY5HC0U

https://www.amazon.com/Machine-Trading-Deploying-Computer-Algorithms/dp/1119219604

https://www.amazon.com/Trading-Evolved-Anyone-Killer-Strategies-ebook/dp/B07VDLX55H

https://www.amazon.com/Python-Finance-Analyze-Financial-Data/dp/1491945281

https://www.amazon.com/Advances-Financial-Machine-Learning-Marcos-ebook/dp/B079KLDW21

I don’t think that I should or could tell you wether to quit your job or not but I do recommend you to do the math first.

Anyhow I don’t think the coding is the hardest part.