Metadata-Version: 2.1
Name: Radium-Tech
Version: 0.0.3
Summary: Intuitive backtesting for quantitative trading strategies.
Home-page: https://github.com/CallumRai/Radium-Tech
Author: Callum Rai, Ivan Erlic
License: MIT
Description: # Radium
        
        **Radium-Tech** is a Python package providing an intuitive backtesting and visualisation platform for quantitative trading strategies.
        
        ## Main Features
        
        In current version Radium-Tech can:
        - Plot price data for multiple equities.
        - Regress hedge ratios and price spread for a pair of equities.
        - Conduct tests for cointegration on pairs of equities.
        - Backtest a Bollinger Band strategy.
        
        Future versions aim to add additonal mean-reversing strategies.
        
        ## Where to get it
        
        The latest public version of Radium-Tech is avaliable on [Python Package Index (PyPI)](https://pypi.org/project/Radium-Tech/)
        
        ```sh
        pip install Radium-Tech
        ```
        
        ## Dependencies
        
        Radium-Tech requires:
        - `numpy`
        - `pandas`
        - `matplotlib`
        - `statsmodels`
        - `requests`
        
        An [Alpha-Vantage](https://www.alphavantage.co/) free API key is also required for equity data.
        
        ## Documentation
        
        Official documentation for Radium-Tech is hosted on readthedocs.io: https://radium-tech.readthedocs.io/en/latest/
        
        They can be downloaded in PDF form: https://radium-tech.readthedocs.io/_/downloads/en/latest/pdf/
        
        ## Example 
        
        An example full backtest cycle can be found in `Radium-Tech/Examples/bollinger.py`
        
        ```sh
        from radium import Equity, Pair
        from radium.pair import johansen_test
        from radium.strategy import BollingerPair
        
        # Alpha-vantage API Key
        API_KEY = ''
        
        # Creates equity, pair objects for visa and mastercard 2015-2021
        visa = Equity('V', '2015-01-01', '2021-01-01', API_KEY)
        mastercard = Equity('MA', '2015-01-01', '2021-01-01', API_KEY)
        v_ma = Pair(visa, mastercard)
        
        # Visualise data
        v_ma.plot()
        
        # Test for cointegration
        johansen_test(v_ma)
        
        # Backtest Bollinger band strategy on pair
        entry_z = 1
        exit_z = 0
        lookback = 30
        v_ma_bollinger = BollingerPair(v_ma, entry_z, exit_z, lookback)
        
        # Evaluate strategy
        sharpe = v_ma_bollinger.sharpe()
        ann_returns = v_ma_bollinger.ann_returns()
        
        print(f"Sharpe ratio: {sharpe}")
        print(f"Annualised returns: {ann_returns}")
        ```
        
        ## Authors
        
        Radium-Tech is developed by Ivan Erlic and Callum Rai of University College London.
        
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/markdown
