Packages to install. Easiest way is via pip

• numpy
• pandas
• pandas-datareader
• plotly

Clone/Download this repository.

 git clone https://{your_username}@bitbucket.org/auquan/auquantoolbox.git

Navigate to the place where you downloaded the repo. Go inside that folder and run which will execute your strategy.

python my_trading_params.py

Use my_trading_params.py as a template to create your very own strategy. Copy that template to another file and then start implementing the methods in that file. Use pair_trading_params.py and meanreversion_trading_params.py as exmaples for motivations. Detailed explanation for the trading system can be found here