Creating a stock trading bot is both a very interesting and a very challenging task. To build an algorithm that makes money, there is a number of potential trading strategies from which value can be created. This post attempts to list the most obvious strategies in a formal and systematic approach, to methodically structure the testing of the different ideas. This post will also be updated over time as more strategies get added and the most promising ideas are tested.
Diving deeper in data science and the actual coding of data processing functions and machine learning algorithms with Python, this series of tutorial gives us a great taste of what can be done in finance and stock trading. Through a hands-on approach, it guides us through the programming needed to retrieve, manipulate and visualize data, and, more importantly, to extract actionable insights.