What is this?
This is 'abu' (阿布量化), an open-source Python framework for building, backtesting and running quantitative trading strategies across US/A-share/HK stocks, futures, options and cryptocurrencies like Bitcoin, using machine learning to optimize the strategies.
This is 'abu' (阿布量化), an open-source Python framework for building, backtesting and running quantitative trading strategies across US/A-share/HK stocks, futures, options and cryptocurrencies like Bitcoin, using machine learning to optimize the strategies.Is this a ready-made trading app or a framework I code against?It is mainly a Python library/framework (the 'abupy' package) you import and extend with your own buy/sell factors; it also ships a non-programming UI module (abupyui) for people who don't want to write code, plus Jupyter notebook tutorials.
It is mainly a Python library/framework (the 'abupy' package) you import and extend with your own buy/sell factors; it also ships a non-programming UI module (abupyui) for people who don't want to write code, plus Jupyter notebook tutorials.How do I get it running?Deploy a Python environment with Anaconda (recommended) and then work through the Jupyter notebook lessons in abupylecture, which walk from writing a buy factor to full multi-stock backtests.
Deploy a Python environment with Anaconda (recommended) and then work through the Jupyter notebook lessons in abupylecture, which walk from writing a buy factor to full multi-stock backtests.What do I need installed before trying it?You need Python via Anaconda plus the standard scientific stack - numpy, pandas and matplotlib - and Jupyter Notebook to follow the tutorial lessons.
You need Python via Anaconda plus the standard scientific stack - numpy, pandas and matplotlib - and Jupyter Notebook to follow the tutorial lessons.Any catch before I dive in?All documentation, tutorial notebooks and comments are in Chinese, and the framework assumes you already understand quant concepts (factors, slippage, position sizing, scoring) before customizing strategies.
All documentation, tutorial notebooks and comments are in Chinese, and the framework assumes you already understand quant concepts (factors, slippage, position sizing, scoring) before customizing strategies.Which markets can I actually trade with it?It supports US stocks, A-share and Hong Kong stocks, futures, options, and Bitcoin/Litecoin, each with its own backtesting notebooks.
It supports US stocks, A-share and Hong Kong stocks, futures, options, and Bitcoin/Litecoin, each with its own backtesting notebooks.How many built-in trading strategies does abu come with?The framework combines hundreds of seed strategies that evolve and select against each other through self-learning, resulting in 18,496 ready-to-use buy/sell signal strategies out of the box.
The framework combines hundreds of seed strategies that evolve and select against each other through self-learning, resulting in 18,496 ready-to-use buy/sell signal strategies out of the box.What technical analysis theories does it combine?It blends Elliott wave theory, Chan theory (缠论), harmonic patterns, trendline support/resistance, moving-average signals, candlestick (K-line) patterns and classic indicators like MACD, KDJ, BOLL and RSI into one scoring system.
It blends Elliott wave theory, Chan theory (缠论), harmonic patterns, trendline support/resistance, moving-average signals, candlestick (K-line) patterns and classic indicators like MACD, KDJ, BOLL and RSI into one scoring system.Is there a book or course that goes with this project?Yes - the repo ships the example code for two Chinese books, 'The Path of Quant Trading' (量化交易之路) and 'The Path of Machine Learning' (机器学习之路), alongside the abupylecture tutorial notebooks.
Yes - the repo ships the example code for two Chinese books, 'The Path of Quant Trading' (量化交易之路) and 'The Path of Machine Learning' (机器学习之路), alongside the abupylecture tutorial notebooks.Can I trade cryptocurrencies with it, not just stocks?Yes, besides stocks, futures and options, abu also supports backtesting and live-guided trading for Bitcoin and Litecoin.
Yes, besides stocks, futures and options, abu also supports backtesting and live-guided trading for Bitcoin and Litecoin.What are similar projects?awesome-quant, qlib, quant-trading, backtrader, StockSharp, awesome-systematic-trading, Qbot, tick-stock-panel
awesome-quant, qlib, quant-trading, backtrader, StockSharp, awesome-systematic-trading, Qbot, tick-stock-panelWhich topics is it in?options-trading, trade, stock, technical-analysis, trading-strategies, quantitative-trading, bitcoin, matplotlib, backtesting, quant, algorithmic-trading, pandas
options-trading, trade, stock, technical-analysis, trading-strategies, quantitative-trading, bitcoin, matplotlib, backtesting, quant, algorithmic-trading, pandas