QuantWorks
latest
  • Introduction
  • Migrating from PyAlgoTrade
  • Tutorial
  • API Documentation
  • Tools
  • Event profiler
  • TA-Lib integration
  • Computational Investing Part I
  • Sample strategies
  • Contributing to QuantWorks
QuantWorks
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  • QuantWorks documentation
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QuantWorks documentation¶

Contents:

  • Introduction
  • Migrating from PyAlgoTrade
    • Changes
    • Backwards Compatibility
  • Tutorial
    • Trading
    • Optimizing
    • Plotting
  • API Documentation
    • bar – Instrument prices
    • dataseries – Basic dataseries classes
    • feed – Basic feeds
      • CSV support
      • CSV support Example
    • barfeed – Bar providers
      • CSV
      • Yahoo! Finance
      • Google Finance
      • Quandl
      • Ninja Trader
      • SQLite
    • technical – Technical indicators
      • Example
      • Moving Averages
      • Momentum Indicators
      • Other Indicators
    • broker – Order management classes
      • Base module and classes
      • Backtesting module and classes
    • strategy – Basic strategy classes
      • Strategy
      • Position
    • stratanalyzer – Strategy analyzers
      • Returns
      • Sharpe Ratio
      • DrawDown
      • Trades
      • Example
    • plotter – Strategy plotter
    • optimizer – Parallel optimizers
    • marketsession – Market sessions
  • Tools
    • Quandl
    • BarFeed resampling
  • Event profiler
    • Example
  • TA-Lib integration
  • Computational Investing Part I
    • Homework 1
  • Sample strategies
    • Momentum
      • VWAP Momentum Trade
      • SMA Crossover
      • Market Timing Using Moving-Average Crossovers
    • Mean Reversion
      • Ernie Chan’s Gold vs. Gold Miners
      • Bollinger Bands
      • RSI2
    • Others
      • Quandl integration
  • Contributing to QuantWorks
    • Reporting Issues
    • Contributing Code

Indices and tables¶

  • Index
  • Module Index
  • Search Page
Next

© Copyright 2019, Tyler M Kontra Revision 46eefe56.

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