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LiuAlgoTrader is a scalable, multi-process ML-ready framework for effective algorithmic trading. The framework simplifies development, testing, deployment, analysis, and training algo trading strategies. The framework automatically analyzes trading sessions, hyper-parameters optimization, and the analysis may be used to train predictive models.

The framework currently support trading and back-testing of US Equities, and Crypto strategies.

LiuAlgoTrader can run on a laptop andhedge-on-the-go, or run on a multi-core hosted Linux server and it will automatically optimize for best performance for either. LiuAlgoTrader is a full trading platform with a breath of tools to manage automated investment portfolios.

LiuAlgoTrader supports:

• Alpaca.Markets APIs for trading, and data loading & streaming.
• Gemini Crypto Exchange APIs for trading, data loading & streaming.
• Polygon.io APIs for data-loading, and streaming.
• (BETA)Tradier APIs for trading and data.

LiuAlgoTrader comes equipped with powerful & user-friendly back-testing tool.

• Watch a $4,000 Daily Profit using LiuAlgoTrader Framework for Day Trading.
• Watch Trend-Following strategy beating SP-500 using LiuAlgoTrader out-of-the-box tools for Swing Trading,
• Sample tear-sheet using LiuAlgoTrader sample Trend Follow strategy.
• Make 30% trading pair volatility using LiuAlgoTrader.

• Paper, and/or a funded account withAlpaca Markets.OR Polygon.io subscription optional (Starter plan and above),
• InstalledDocker Engine andDocker Compose

Step 1:To install LiuAlgoTrader just type:

pip install liualgotrader

Having issues installation? check out theinstallation FAQ page

Step 2: To configure the frame work type:

liu quickstart

and follow the installation wizard instructions. The wizard will walk youthrough the configuration of environment variables, setup of a localdockerized PostgreSQL and pre-populate with test data.

Note forWINDOWS users

LiuAlgoTraderquickstart wizard installs samples allowing a first-time experience of the framework. Follow the post-installation instructions, and try to back-test a specific day.

Additional samples can we found in theexamples directory.

LiuAlgoTraders articles are published onMedium:

• Walk thru of setup and backtesting (2 parts)
• How to use the optimizer app
• How to setup a Trading Platform

While Liu is first and foremost a trading platform, it comes equipped with full back-testing capabilities, providing command-line tool & jupyter notebook for analysis, and a browser-based UI covering both functionalities.

These features are still work in process:

• Design & Planning,
• LSTM sample
• Attention (Transformer) : WIP

The framework includes a wide ranges of analysisJupyter Notebooks, as well asstreamlit applications for analysis for both trading and back-testing sessions. To name a few of the visual analytical tools:

• tear-sheet analysis,
• gain&loss analysis,
• anchored-VWAPs,
• indicators & distributions

Read thedocumentation and learn how to use LiuAlgoTrader to develop, deploy & testing money making strategies.

LiuAlgoTrader is an ever evolving platform, to glimpse the concepts, thoughts and ideasvisit thedesign folder and feel free to comment.

Would you like to help improve & evolve LiuAlgoTrader?Do you have a suggestion, comment, idea for improvement ora have a wish-list item? Please read ourContribution Document oremail me atamor71@sgeltd.com

Special thanks to the below individuals for their comments, reviews and suggestions:

• Jonathan Morland-Barrett
• Alex Lau
• Rokas Gegevicius
• Shlomi Kushchishlomikushchi
• Venkat Yvinmestmant
• Chriscrowforc3
• TheSnoozer
• Aditya Gupta