Prototyping trading strategies in Python

Getting started

1. Make sure you have Python 3.6 installed on your computer. Follow these instructions if you don't.

• Windows
• Linux
• macOS

2. You can verify that you have the correct and working version by running python3 --version. It should print Python 3.6.3 or Python 3.6.1 for example.

3. Install pipenv, a modern Python package manager, by running pip3 install pipenv (or brew install pipenv on macOS). See this guide for more details.

4. Create a new empty directory called ki-workshop and move to it in your terminal (cd ki-workshop).

5. Run the following command to install all the Python packages we will need to run our code:

   pipenv install pandas==0.21.0 plotly==2.2.1 jupyter==1.0.0 scipy==1.0.0 statsmodels==0.8.0 numpy==1.13.3
   

6. We will be using Jupyter Notebook to prototype our strategy. Check that it works for you by running the following command. It should open a web browser window for you.

   pipenv run jupyter notebook
   

7. Stay tuned for the code and data you will be provided at the December 7 workshop!