Quant Science Profile picture
Jan 25 9 tweets 3 min read Read on X
This guy made a real-world AI Hedge Fund Team in Python.

Then he made it available for everyone for free.

Here's how he did it (and how you can too). Image
@virattt is doing something incredible.

He's using AI to replicate a hedge fund.

And he's open-sourced it for the world to learn.
@virattt The main components of the project:

1 • agents
2 • tools
3 • backtester Image
@virattt The AI team contains 4 Agents:

1 • Market Data Agent gathers market data and calculates technical signals.

2 • Quant Agent takes market data and generates a buy, sell, or hold signal.
@virattt 3 • Risk Management Agent takes trading signal and generates a risk signal.

4 • Portfolio Management Agent considers all signals and makes a final trading decision.
@virattt Running the AI hedge fund generates output from each of the agents: Image
@virattt His GitHub repo is available for anyone to use and learn from here: github.com/virattt/ai-hed…
@virattt Want to learn how to get started with algorithmic trading with Python?

Then join us on January 28th for a live webinar, how to Build Algorithmic Trading Strategies (that actually get results)

Register here (780+ registered): learn.quantscience.io/qs-registerImage
P.S. - Want to learn Algorithmic Trading Strategies that actually work?

I'm hosting a live workshop. Join here: learn.quantscience.io/qs-register

• • •

Missing some Tweet in this thread? You can try to force a refresh
 

Keep Current with Quant Science

Quant Science Profile picture

Stay in touch and get notified when new unrolls are available from this author!

Read all threads

This Thread may be Removed Anytime!

PDF

Twitter may remove this content at anytime! Save it as PDF for later use!

Try unrolling a thread yourself!

how to unroll video
  1. Follow @ThreadReaderApp to mention us!

  2. From a Twitter thread mention us with a keyword "unroll"
@threadreaderapp unroll

Practice here first or read more on our help page!

More from @quantscience_

Jan 25
Machine learning for quant finance.

In this thread, I'll share 3 months of research on developing predictive ML models in finance.

A thread 🧵 Image
1. Investment Universe

The first step is collecting data on the universe of assets that you wish to analyze.

With Python, we can freely access many assets and quickly get OHLCV data:

- yfinance
- openbb
Next, clean the data.

- Remove tickers with limited history
- Remove tickers with limited volume (less liquid)
Read 10 tweets
Jan 22
Python is insane for algorithmic trading.

Example: Microsoft open-sourced this AI quant investment platform 100% for free

Here's what it does: Image
Introducing Qlib: An AI-oriented Quantitative Investment Platform Image
Here is a complete example of qrun, which defines the workflow in typical Quant research. Below is a typical config file of qrun.

Learn more here: qlib.readthedocs.io/en/latest/comp…Image
Read 5 tweets
Jan 20
How to make a simple algorithmic trading strategy with a 472% return using Python.

A thread. 🧵 Image
This strategy takes advantage of "flow effects", which is how certain points in time influence the value of an asset.

This strategy uses a simple temporal shift to determine when trades should exit relative to their entry for monthly boundary conditions. Image
The signals for when to go short, when to cover shorts, when to go long, and when to close longs are all linked to these recurring monthly cycles.

This periodic "flow" of signals—month-in, month-out—creates a systematic pattern. Image
Read 9 tweets
Jan 19
12 Python libraries for free market data everyone should know: Image
yfinance

Data for stocks (historic, intraday, fundamental), FX, crypto, and options. Uses Yahoo Finance so any data available through Yahoo is available through yfinance.

github.com/ranaroussi/yfi…
pandas-datareader

pandas-datareader used to be part of the pandas project. Now an independent project. Includes data for stocks, FX, economic indicators, Fama-French factors, and many others.

pandas-datareader.readthedocs.io/en/latest/
Read 17 tweets
Jan 18
OpenBB: A free alternative to the $20,000 Bloomberg Terminal

Available 100% free on GitHub: Image
Get OpenBB on Github here: github.com/OpenBB-finance…
Want to learn how to get started with algorithmic trading with Python?

Then join us on January 28th for a live webinar, how to Build Algorithmic Trading Strategies (that actually get results)

Register here (280+ registered): learn.quantscience.io/qs-registerImage
Read 4 tweets
Jan 18
Financial Statement Analysis with Large Language Models (LLMs)

A 54-page PDF: Image
The paper investigates whether an LLM can successfully perform financial statement analysis in a way similar to a professional human analyst. Image
The paper provides standardized and anonymous financial statements to GPT4 and instructs the model to analyze them to determine the direction of future earnings. Image
Read 7 tweets

Did Thread Reader help you today?

Support us! We are indie developers!


This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3/month or $30/year) and get exclusive features!

Become Premium

Don't want to be a Premium member but still want to support us?

Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal

Or Donate anonymously using crypto!

Ethereum

0xfe58350B80634f60Fa6Dc149a72b4DFbc17D341E copy

Bitcoin

3ATGMxNzCUFzxpMCHL5sWSt4DVtS8UqXpi copy

Thank you for your support!

Follow Us!

:(