Investor – Running an Automatic Trading Bot

So far we have looked at the trading simulation functionality which was using the historic stock data to evaluate strategies on a single stock or a portfolio of stocks. In this document we want to demonstrate how to do trading with actual data. We still use the PaperTrader to demonstrate the basic logic Setup We add the necessary jars and import all relevant packages: %classpath config resolver maven-public https://software.pschatzmann.ch/repository/maven-public/ %%classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added Read more…

By pschatzmann, ago

Investor and Edgar

In this document we demonstrate how to use the Edgar Database for the selection of the stocks into a portfilio with the help of the Investor library. This functionality is using the Edgar Webservice which is based on the data which is available on https://www.sec.gov/edgar.shtml. Setup We add the necessary jars and import the related packages. %classpath config resolver maven-public http://software.pschatzmann.ch/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT // our stock evaluation framwork import Read more…

By pschatzmann, ago

Investor – Forecasting

Forecasting The longer you look back, the farther you can look forward. (Winston Churchill) Forecastig of the development of stocks is quite a challangning task with uncertain outcome. We currently support the following approaches: – Forecast based on History – Arima Setup %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [websocket-common-9.2.20.v20161216.jar, commons-cli-1.3.1.jar, htmlunit-2.24.jar, qdox-1.5.jar, investor-0.9-SNAPSHOT.jar, httpclient-4.5.3.jar, hamcrest-core-1.1.jar, slf4j-api-1.7.25.jar, commons-codec-1.10.jar, jetty-io-9.2.20.v20161216.jar, timeseries-forecast-1.1.1.jar, commons-lang3-3.5.jar, jackson-databind-2.9.4.jar, commons-io-2.5.jar, Read more…

By pschatzmann, ago

Investor – Selection of Stocks into a Portfilio

Selection of Stocks into a Portfilio In the current document we show how you can pick the best stock and strategy combinations out of a big collecion from a universe. Setup Import Libraries %classpath config resolver maven-public http://software.pschatzmann.ch/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Imports // our stock evaluation framwork import ch.pschatzmann.dates._; import ch.pschatzmann.stocks._; import ch.pschatzmann.stocks.data.universe._; import ch.pschatzmann.stocks.input._; import ch.pschatzmann.stocks.accounting._; import ch.pschatzmann.stocks.accounting.kpi._; import ch.pschatzmann.stocks.execution._; import ch.pschatzmann.stocks.execution.fees._; import ch.pschatzmann.stocks.execution.price._; import ch.pschatzmann.stocks.parameters._; import ch.pschatzmann.stocks.strategy._; import Read more…

By pschatzmann, ago

Investor – Processing a Portfolio of Stocks

Processing a Portfolio of Stocks This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading Read more…

By pschatzmann, ago

Investor – Parameter Optimization

Parameter Optimization This project provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio of multiple stocks / trading strategies In this Read more…

By pschatzmann, ago

Investor – Impact Analysis…

Impact Analysis Now that we have the tool we can do some investigations: What is the impact of changing the data source ? Does it make a difference if we take avarage rates instead of end of day rates ? Setup the Environmant But first we need to setup the JupyterLab environment %classpath config resolver maven-public http://pschatzmann.ch:8081/repository/maven-public/ %classpath add mvn ch.pschatzmann:investor:0.9-SNAPSHOT %classpath add mvn ch.pschatzmann:jupyter-jdk-extensions:0.0.1-SNAPSHOT Added new repo: maven-public Added jars: [htmlunit-2.24.jar, jackson-annotations-2.9.4.jar, commons-codec-1.10.jar, ta4j-core-0.10.jar, Read more…

By pschatzmann, ago

Investor – A Java Quantitative Trading Library

Introduction Last year I was busy to build my own project which provides an easy to use functionality to implement and evaluate automatic stock trading strategies. It is implemented in java and therefore can be used in any environment which builds on the JVM. It provides the following functionality: – Simple access to stock data – Declarative formulation of trading strategies – Evaluation of trading strategies – Optimization of trading strategies – Support of portfolio Read more…

By pschatzmann, ago

Smart EDGAR – Docker Image

The full solution for Smart EDGAR is provided as Docker image The REST service provides the content of 10-K and 10-Q Edgar xbrl filings. Below you can find the complete docker-compose.yml file for the solution. Just start the application with docker-compose up. When you start the application the first time, a complete initial load is started: Because of the big size of the data this is taking a very long time. After the initial load Read more…

By pschatzmann, ago