NoisyBoy is the first bot in the Algotrader projects, this bot focuses on backtesting and strategy creation.
arguably the most important component of building a trading bot is making sure that your bot makes money and is a more worthwhile investment than any alternative financial instrument. The current strategy employed is a consecutive 2-day Bollinger Band mean reversion strat. Sharpe: 1.6, Accuracy: 85% trades successful.
Some finance theories I have integrated into my code are:
- Modern Portfolio Theory (no overexposure to any single asset or industry)
- Kelly Criterion (dynamic position sizing based on expected returns to optimize profits)
Technicals:
- pyalgotrade library
- backtrader library
