Metadata-Version: 2.1
Name: Radium-Tech
Version: 0.0.3
Summary: Intuitive backtesting for quantitative trading strategies.
Home-page: https://github.com/CallumRai/Radium-Tech
Author: Callum Rai, Ivan Erlic
License: MIT
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/markdown
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: matplotlib
Requires-Dist: statsmodels
Requires-Dist: requests

# Radium

**Radium-Tech** is a Python package providing an intuitive backtesting and visualisation platform for quantitative trading strategies.

## Main Features

In current version Radium-Tech can:
- Plot price data for multiple equities.
- Regress hedge ratios and price spread for a pair of equities.
- Conduct tests for cointegration on pairs of equities.
- Backtest a Bollinger Band strategy.

Future versions aim to add additonal mean-reversing strategies.

## Where to get it

The latest public version of Radium-Tech is avaliable on [Python Package Index (PyPI)](https://pypi.org/project/Radium-Tech/)

```sh
pip install Radium-Tech
```

## Dependencies

Radium-Tech requires:
- `numpy`
- `pandas`
- `matplotlib`
- `statsmodels`
- `requests`

An [Alpha-Vantage](https://www.alphavantage.co/) free API key is also required for equity data.

## Documentation

Official documentation for Radium-Tech is hosted on readthedocs.io: https://radium-tech.readthedocs.io/en/latest/

They can be downloaded in PDF form: https://radium-tech.readthedocs.io/_/downloads/en/latest/pdf/

## Example 

An example full backtest cycle can be found in `Radium-Tech/Examples/bollinger.py`

```sh
from radium import Equity, Pair
from radium.pair import johansen_test
from radium.strategy import BollingerPair

# Alpha-vantage API Key
API_KEY = ''

# Creates equity, pair objects for visa and mastercard 2015-2021
visa = Equity('V', '2015-01-01', '2021-01-01', API_KEY)
mastercard = Equity('MA', '2015-01-01', '2021-01-01', API_KEY)
v_ma = Pair(visa, mastercard)

# Visualise data
v_ma.plot()

# Test for cointegration
johansen_test(v_ma)

# Backtest Bollinger band strategy on pair
entry_z = 1
exit_z = 0
lookback = 30
v_ma_bollinger = BollingerPair(v_ma, entry_z, exit_z, lookback)

# Evaluate strategy
sharpe = v_ma_bollinger.sharpe()
ann_returns = v_ma_bollinger.ann_returns()

print(f"Sharpe ratio: {sharpe}")
print(f"Annualised returns: {ann_returns}")
```

## Authors

Radium-Tech is developed by Ivan Erlic and Callum Rai of University College London.


