How to get started on automating Dollar-Cost Averaging for stocks
-
Updated
Feb 12, 2022 - Python
How to get started on automating Dollar-Cost Averaging for stocks
A Python framework for long-only equity rebalancing across SGX, HKEX, NYSE, and NSE. Features VWAP momentum and Z-score mean-reversion signals, 48-hour earnings blackout filters, and statistical correlation penalties for institutional-grade risk management.
Add a description, image, and links to the tiger-brokers-api topic page so that developers can more easily learn about it.
To associate your repository with the tiger-brokers-api topic, visit your repo's landing page and select "manage topics."