Selection of Stocks into a Portfilio In the current document we show how you can pick the best stock and strategy combinations out of a big collecion from a universe. Setup Import Libraries %classpath config resolver maven-public http://software.pschatzmann.ch/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Imports // our stock evaluation framwork import ch.pschatzmann.dates._; import ch.pschatzmann.stocks._; import ch.pschatzmann.stocks.data.universe._; import ch.pschatzmann.stocks.input._; import ch.pschatzmann.stocks.accounting._; import ch.pschatzmann.stocks.accounting.kpi._; import ch.pschatzmann.stocks.execution._; import ch.pschatzmann.stocks.execution.fees._; import ch.pschatzmann.stocks.execution.price._; import ch.pschatzmann.stocks.parameters._; import ch.pschatzmann.stocks.strategy._; import Read more…

Processing a Portfolio of Stocks This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading Read more…

Parameter Optimization This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading strategies In this Read more…

Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the JupyterLab environment %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [htmlunit-2.24.jar, jackson-annotations-2.9.4.jar, commons-codec-1.10.jar, ta4j-core-0.10.jar, Read more…