As I work on practicing and solving machine learning (ML) problems, I repeatedly find myself repeating a set of steps and activities.
This project aims to construct and test an algorithmic trading model and document the end-to-end steps using a template. We will test trading models with various strategies and build a robust template for solving similar problems.
Version 1 of the trading model template contains structures and features that break down the template into logical modules. I pull together this template to model a quantitative finance exercise from beginning to end.
You will find the Python templates on the Analytics Project Templates page.
Analytics Journal by David Lowe 