TradingAlgorithm | script PythonPairAlgo performs a non-parametric correlation

by QuantStats Python Version: Current License: No License

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kandi X-RAY | TradingAlgorithm Summary

TradingAlgorithm is a Python library. TradingAlgorithm has no bugs, it has no vulnerabilities and it has low support. However TradingAlgorithm build file is not available. You can download it from GitHub.

The script PythonPairAlgo performs a non-parametric correlation based pairs trading algorithm based on two airline stocks, American Airlines (AAL) and United Airlines (UAL). From the backtest on Quantopian, the algorithm performs surprisingly well with a prolonged period of outperformance over the SP500 benchmark up until December 2016. After December 2016, The algorithm continues to generate positive return albeit at a rate lower compared to the SP500 benchmark. A snapshot of the backtest is provided below:.

Support

Quality

Security

License

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Support

TradingAlgorithm has a low active ecosystem.

It has 0 star(s) with 0 fork(s). There are no watchers for this library.

It had no major release in the last 6 months.

TradingAlgorithm has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of TradingAlgorithm is current.

Quality

TradingAlgorithm has no bugs reported.

Security

TradingAlgorithm has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

TradingAlgorithm does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

TradingAlgorithm releases are not available. You will need to build from source code and install.

TradingAlgorithm has no build file. You will be need to create the build yourself to build the component from source.

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TradingAlgorithm Key Features

No Key Features are available at this moment for TradingAlgorithm.

TradingAlgorithm Examples and Code Snippets

No Code Snippets are available at this moment for TradingAlgorithm.

Community Discussions

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Vulnerabilities

No vulnerabilities reported

Install TradingAlgorithm

You can download it from GitHub.
You can use TradingAlgorithm like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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