je-suis-tm/quant-trading ? reverse-engineered prompt
Reverse engineered prompt
I want to build a Python toolkit for backtesting a bunch of different quantitative trading strategies. It should be a collection of scripts, where each script implements and tests a specific trading model.
I'd like to include several common strategies. Let's start with technical indicators like MACD, RSI, and Bollinger Bands. I also want to explore things like pair trading for statistical arbitrage, and maybe a simple options straddle strategy. The idea is to be able to run these strategies on historical stock data.
For each script, it should be able to pull stock data from a source like Yahoo Finance for a given ticker and date range. The main output I care about is a visualization. After running a backtest, please generate a chart showing the stock's price, the buy and sell signals from the strategy, and the growth of the portfolio's value over the period. It should be easy for me to add more strategy scripts later on.
Are you gonna build this?
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