Always wanted to build my own trading system from scratch. Quarantine gave me a perfect opportunity to do so. The ultimate goal is to connect to an IBKR broker account with API for live trading :)
- Close price quote update (manual feed)
- Backtesting: daily, per 20-day, monthly, bi-monthly
- Evaluation:
- display return, Sharpe ratio, and standard deviation
- plot portfolio value over time
- Short sells
- Web scrape close price quote (automatic feed)
- Add asset
- More strategy related
- Front-end UI
- API connectivity
- Launch on a server
- cvxpy
- numpy
- pandas
- matplotlib
- re
- json
- os
- functools
- copy