Algorithmic Trading for Fun and Profit
summary
Shows an actual pipeline: Ruby code pulls CSV and JSON market feeds (Yahoo Finance, Stooq), runs a 15‑day fast and 50‑day slow moving‑average crossover strategy, backtests over historical bars in an outer/inner loop, computes returns and risk metrics like Sharpe ratio, and issues orders via a broker API. Uses parallel requests (high fees gem) for data and ships a working proof‑of‑concept called coahoma that runs and simulates live trades.
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chapters (8)
- 0:00Introduction
- 0:37What is algo trading
- 1:23Financial data
- 2:15Stock data
- 2:28Strategy
- 2:41Technical Analysis
- 4:12Trading Portfolio
- 4:55Broker
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