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chameleonQuant

Mission

The framework is meant to help quants developing and testing innovative algorithmic trading strategies in the financial trading sector in a completely open-source environment.

It's a jungle out there!

The financial market is a jungle. There are hidden gems waiting to be discovered but also ravenous beasts in the shadow waiting for your misstep. Experience, spirit of adaptation, and rock-solid hunting strategies are your true weapons to survive and thrive in the jungle. The chameleon is a master in this! It is a patient predator adapting to the surrounding environment and, when it's time to act, it is swift and deadly. Like a chameleon, you will need these skills to protect and grow your wealth in the financial market. Just like any young chameleon, you need to develop the best strategies that fit your expectations, learn from your mistakes, and keep evolving. The first steps are always the hardest. Do not give way to discouragement! There are probably zillions of things that are going through your mind right now, but keep reading, we will show you how chameleonQuant can help you to develop your own tool kit to live in the financial market jungle.

Prerequisites

Installing

Please note that this library is still in early development stages. Major API changes are expected in the near future.

First step into the jungle

No one would step into the jungle without a survival kit! chameleonQuant helps you in this, providing you a basic survival tool kit and a framework to support you in developing your own tools. A good understanding of the basic tools will help you to familiarize with the framework and its components, test a few preimplemented indicators, strategies, etc, and unleash your creativity developing new ones.

Your basic survival kit

Basic survival kit scheme

  • Map - Data block
    • An object that can not miss in a survival kit is a map. This is fundamental to navigate in the financial market. This map is not a classic map. If you use an old-school paper road map, this relies on a static environment. Even if unexpected events can always happen to delay your arrival, sooner or later you will reach your destination, which didn't change its position in the meanwhile. The financial market is poles apart. It is a very dynamic environment in which time plays a fundamental role. A static map would be useless because the financial market is in constant evolution. The financial market is composed by securities like a jungle is composed by plants. Just like the water and the sun are the main resources a plant needs to growth, in the classic model of an efficient security market, prices move in response to new public information that causes traders to simultaneously revise their belief ( Why Do Security Prices Change? A Transaction-Level Analysis of Nyse Stocks ). I know...I know... prices follow much more complicated models, but let me keep it simple, for now. A financial market map records the history of the securities and make them easily available to the user. Forecast the future evolution of the map is the ultimate goal of the user that can use its history as an input for predictive models. Exchanges
    Exchange Short name
    American Stock Exchange AMEX
    NASDAQ Stock Exchange NASDAQ
    New York Mercantile Exchange NYMEX
    Foreign exchange market FOREX
    ... ...
    NASDAQ Stock Exchange
    Name Ticker
    Apple Inc. AAPL
    Amazon.com Inc. AMZN
    Facebook Inc. FB
    Alphabet Inc Class A GOOGL
    ... ...
    AMZN_EOD
    Time Close High Low Open Volume
    ... ... ... ... ... ...
    2020-12-09T08:00:00Z 17.16 18.63 16.63 18.37 138508325
    2020-12-10T08:00:00Z 17.99 18.04 16.67 16.75 86395155
    2020-12-11T08:00:00Z 17.05 17.91 16.81 17.82 106957296
    2020-12-14T08:00:00Z 16.7 17.81 16.68 17.52 88139884
    2020-12-15T08:00:00Z 17.01 17.06 16.16 16.99 89217037
    ... ... ... ... ... ...
     AMZN_ID
    Time Close High Low Open Volume
    ... ... ... ... ... ...
    2020-11-10T15:58:00Z 3086 3086 3086 3086 1307
    2020-11-10T15:59:00Z 3085 3085 3085 3085 1011
    2020-11-10T16:00:00Z 3083 3083 3083 3083 664
    2020-11-10T16:01:00Z 3090 3100 3083.96 3094 10617
    2020-11-10T16:02:00Z 3089.7862 3089.7862 3089.7862 3089.7862 426
    ... ... ... ... ... ...
  • Swiss Army knife
  • Training camp
    • Do you want to be sure your skills and tools are ready to face the jungle? Let's put them to the test in the training camp! The training camp is a safe environment in which you are able to...

Expand the survival kit

  • Expand the map
  • Expand Swiss Army knife tools
  • Training camp

Make some practice

Share with friends

Versioning and Packaging

References