algorithmic-trading-with-python

What it is

A collection of free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data. Stand-alone modules cover performance metrics, technical indicators in pure pandas, ternary signal conversion, grid search optimization, portfolio simulation building blocks, and multi-core repeated K-fold cross-validation, along with simulated EOD stock and alternative data streams. Researchers interested in strategy evaluation and model validation can use these components with or without the companion material. Much of the deeper explanation and context depends on the accompanying book, and much of the code is research-oriented rather than a finished product.