Some updates on building a trading bot. If one is to make money, I can’t think of a better place to do it than on an exchange, the hub of securities and money itself. I am working on this with Kevin Steiger.
The first step is a backtesting suite, which can be found below.
Can we beat the market? The first step to systematically losing all my money on the market is to first have a workflow that is easily scalable. To that end, I’ve first developed a backtesting suite. Using this, strategies, APIs, and performance statistics can be easily switched and tested. The main idea of this code is that a portfolio object is instantiated, then operated on in a loop every time step to reflect changes in positions and equity. ...