My python implementation of trading strategies discussed in the book Algorithmic Trading By Ernie Chan using data from Indian markets.
Didn't use notebooks because resuing code from other notebooks is a pain in the neck. To run simply:
- Create virtual enviornment and install requirements
- Excute files as modules using -m option. Ex:
python -m strategies.mean_reversion.adf_and_hurst
- NSE Website
- Google Finance
- Zerodha Kite Connect API