[Quant] Strategy Generator

A system which can generate the good-quality strategy.

Technology

Python/Pyalgotrade/Numpy/Pandas/Multiprocessing/TA-LIB

Motivation

Situation: Indicators are the basic of the strategies.

Problem: There are too many indicators, with different parameters.

Goal: To build up a strategy generator system, which can generate the proper strategies with the proper parameters.

Description

Overview

Strategy Factory

Walk Forward

Result

Setting:

Portfolio: