Systematic Strategies

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author: Joseph Chen
date: Jan 24th, 2023

This repo will show how to build practical strateqies (e.g., pairs trading) from scratch in the framework of QTrader.

Python environment

It is recommended to use conda to manage your environment. The following code creating a virtual environment named demo_strategy and installing the relevant packages:

> chmod +x ./preparations.sh 
> ./preparations.sh

Or you can manually input the following commands:

> conda create -n demo_strategy python=3.8
> conda activate demo_strategy
> pip install --force-reinstall git+https://github.com/josephchenhk/qtrader@master
> pip install --force-reinstall git+https://github.com/josephchenhk/qtalib@main
> pip install dill finta termcolor pyyaml func_timeout scipy statsmodels hyperopt jupyter seaborn