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Auquan Toolbox: Backtesting Strategies

This document summarizes a repository called Auquan Toolbox that provides a backtesting toolbox for developing trading algorithms. It contains files for different trading strategies like pair trading and mean reversion trading. The README file provides instructions for cloning the repository and getting started, including installing necessary packages and running example trading strategies.

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enghoss77
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134 views2 pages

Auquan Toolbox: Backtesting Strategies

This document summarizes a repository called Auquan Toolbox that provides a backtesting toolbox for developing trading algorithms. It contains files for different trading strategies like pair trading and mean reversion trading. The README file provides instructions for cloning the repository and getting started, including installing necessary packages and running example trading strategies.

Uploaded by

enghoss77
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Repository

Auquan

AuquanToolbox Clone

Take the next steps for this new repository and its freshly added
files
Copy and connect the repository locally so that you can push updates you
make and pull changes others make. Enter git clone and the repository URL
at your command line:

git clone
https://[email protected]/auquan/auquantoolbox.git

Learn more or clone in Sourcetree to avoid the command line. Sourcetree is


a free Git and Mercurial client.

Welcome to Auquan Toolbox Auquan provides a backtesting toolbox to develop your trading algorithms. The toolbox is
free and open source which you can use to create and backtest strategies.

master Filter files

Name Size Last commit Message

backtester 2018‑08‑14 Merged in first-run-bugFixes (pull reque…

.gitignore 109 B 2017‑09‑18 write results

LICENSE 11.04 KB 2017‑06‑15 adding License

README.md 823 B 2017‑07‑15 README.md edited online with Bitbuck…

README.rst 1.2 KB 2017‑09‑26 documentation for pip package

__init__.py 25 B 2017‑09‑11 Pip package, gitignore not working

basket_trading_params.py 5.83 KB 2018‑05‑22 time getter changes First round toolbo…

meanreversion_trading_params.py 12.46 KB 2018‑06‑08 Remove Google Data Source

my_custom_feature.py 3.43 KB 2017‑09‑10 minor changes

my_trading_params.py 13.68 KB 2018‑08‑01 createResultDict Optional. We only nee…

pair_trading_params.py 11.8 KB 2018‑06‑10 Merged in fix-some-stuff (pull request …


Name Size Last commit Message
Repository
problem1.py 7.85 KB 2017‑09‑24 fix to plot market features

problem2.py 6.15 KB 2017‑09‑24 Bump ver and inits for pip package

setup.cfg 2017‑09‑11 Pip package, gitignore not working

setup.py 2.2 KB 2018‑07‑17 Add lxml as dependency

README.md

Quick Startup Guide


1. Packages to install. Easiest way is via pip
numpy
pandas
pandas-datareader
plotly

2. Clone/Download this repository.

git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git

3. Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your
strategy.

python my_trading_params.py

4. Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file
and then start implementing the methods in that file. Use pair_trading_params.py and
meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system
can be found here

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