A basic low fidelity financial modelling tool
tasks:
- kdb should be populated based on queries and fill gaps
- multiple data vendors should be able to be used for backfilling (google/yahoo)
- initial backfilling should use daily data and request it over a 200 week period
? - how to identify the value of the signals when using mean reversion/trend following ie mean reversion in a turbulent market, trend follow in a regular market
what is "performance" ie sharp ratio or % return (over index?)
ideas:
- set out exit plans/notifications before purchasing
- focus on 'bullish' international markets (latam/euro/asia/africa)
- map all stocks to etfs
- identifying/structing porfolio and position sizes vs trading signals
- strategy scaling for capital size
(49/51% coin flip is optimized to only invest 2% (< 2% is too small a gain, 4% makes loss))
Currentlty the .env file contains the following keys
| Variable | Description |
|---|---|
| KDB_LICENSE_B64 | Kdb-x licence key as provided by kdb |
| TWS_USERID | Interactive brokers user id to authenticate with |
| TWS_PASSWORD | Interactive brokers user password to authenticate with |
| TRADING_MODE | Interactive brokers platform trading mode (paper or live) |
| READ_ONLY_API | Interactive brokers option for making data read only |
See https://github.com/gnzsnz/ib-gateway-docker for more details regarding the environment variables