README.md

A comprehensive system enable discovering profitable strategies in the market of TWSE and TPEx.
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Table of contents

• Quick start
• Three Components
• In-depth modules
• Database configuration
• Techniques
• Current progress

Quick-Start

Dashboards

Dashboard to evalute the strategy.

Data visualizations

Tree plot to investigate the flow of capitals.

Three components

Automation & ETL

Objective: Create a robust and stable database with timely update system and automatic pipeline.

• Web scraping
• Database
• Airflow

Strategy & Backtesting

Objective: Create an unbiased and efficient backtesting system to discover the profitable strategies.

• Backtesting

Data visualization & App

Objective: Create informative dashboards to evaluate straties' peformance, tracking targets, and discovering hidden patterns.

• Data visualization
• App(Plotly-Dash)

In-depth modules

Scrape:

Backtest:

Database configuration:

Techniques:

Relevant techniques used in the project

Current Progress

1. Refactor Backtesting modules
2. Deploy on online host service