Contains all the Jupyter Notebooks used in our research.
All of the research we do in these notebooks is on the full tick history dataset from Tick Data LLC, but not provided because of royalty fees. The data can be purchased for about $750 US Dollars for the full history of a single ticker.
Recommended versions:
- Anaconda 3
- Python 3.6
- Make sure you install the latest version of the Anaconda 3 distribution. To do this you can follow the install and update instructions found on this link: https://www.anaconda.com/download/#mac
- Launch a terminal
- Create a New Conda Environment. From terminal:
conda create -n <env name> python=3.6 anacondaaccept all the requests to install. - Now activate the environment with
source activate <env name>. - From Terminal: go to the directory where you have saved the file, example: cd Desktop/research/.
- Install Python requirements, by running the command:
pip install -r requirements.txt - (Optional) Continue to Chapter-specific Installation
- Download and install the latest version of Anaconda 3
- Launch Anaconda Navigator
- Click Environments, choose an environment name, select Python 3.6, and click Create
- Click Home, browse to your new environment, and click Install under Jupyter Notebook
- Launch Anaconda Prompt and activate the environment:
conda activate <env name> - From Anaconda Prompt: go to the directory where you have saved the file, example: cd Desktop/research/.
- Install Python requirements, by running the command:
pip install -r requirements.txt - (Optional) Continue to Chapter-specific Installation