mcc5635/fahrenheitwhite

Fahrenheit White Quantitative Trading System

a. Retrieve OHLCV from yahoo finance API

b. Speed up yahoo finance API (multithreading)

c. After multithreading, conduct object pickling

d. Implement Random Alpha Unit part 1

e. Implement Random Alpha Unit part 2

f. Implement Random Alpha Unit part 3

g. Implement Random Alpha Unit part 4

h. Generic Alpha Units with OOP (Object Oriented Programming)

i. Adapt code to Generic Alpha Unit

j. Relative Position Sizing - Instrument Volatility Targeting

k. Absolute Position Sizing - Strategy Volatility Targeting

l. Git for Version Tracking and Python Decorators

m. Function + Line Profiling applied

n. Vectorization (to handle Non-linearity and Memory)

o. Python Generators

p. Vectorization of Alpha Library

q. Bit Masking and Manipulation

r. Type Compatibility

s. Alpha Units Refactorization

t. Conclusion