How to use this

What this is

Welcome to the Algo Trading Learning Repo! This is an educational resource produced by undergraduate students at the University of Hong Kong (HKU) to make it easier to learn about algorithmic trading.
The code repository could be accessed here. It contains a variety of helpful resources, including:

  • a short introduction to algo trading terminology, basic theory and data science

  • explanation and equation of common technical indicators

  • code implementation of technical & fundamental analysis strategies in Python

  • code examples of using machine learning for stock screening and trend analysis

We recommend beginners to start with the Introduction, and for coders who have a basic understanding of technical analysis & fundamental analysis could jump right into Technical analysis.

Why we built this

Algorithmic trading is a multidisciplinary field that involves knowledge in three domains, which are finance, programming and statistics. While one could easily look for online learning resources on the Internet nowadays, they still present various challenges to a beginner who would like to learn the field from scratch:

  • There are lots of blog posts and online materials about algo trading, but they are scattered; and are usually just focusing on a few concepts or topics.

  • There exist open-source repositories that feature the implementation of a wide selection of algo trading strategies, but they do not come along with explanations and assume that the user knows the financial logic behind.

  • On the other hand, there exist good resources that provide detailed discussions about financial concepts and rationale of trading strategies Investopedia, but they are not accompanied by any code examples.

  • Majority of the resources do not fit the local context (e.g. about trade execution in Hong Kong) and are merely focusing on the US market.

Personally, we also find this process inefficient and daunting. Being a group of students who are majoring in Computer Science and Finance at the university right now, we are eager to dedicate our efforts into creating learning resources that could align with the financial setting of Hong Kong, and could pique the interest of beginners.

Report bugs & Support history

If you find any bugs or mistakes, feel free to report and we’ll repair them to ensure that the repository is working properly.