Haircuts and Oatmeal

This is an extremely simple algorithmic trading program. It doesn't actually trade; it's just a tool for figuring out how well the world's most basic trading algorithm would have worked, using historical pricing data.

The name is a highly bastardized version of a concept from a Shel Silverstein poem, in which he claims "Daddy spends all his money on haircuts and oatmeal." I'm probably remembering that 98% wrong, but it's become a family meme around my house.

To run

• use conda install or another Python environment management tool to install dependencies
  • numpy
  • pandas
  • python 3.6 or higher
  • sqlite3
  • termcolor
• cd <repo_root>/src
• python HaircutsAndOatmeal.py

To run tests

• install behave module
• cd <repo_root>
• behave test/features

Author

Chris Cowell

Acknowledgments

The dataset is from https://www.kaggle.com/camnugent/sandp500, released under CC0 1.0 license.

To Do

Add the visualization code to the repo in a Visualization.py class.