Name		Name	Last commit message	Last commit date
Latest commit History 1 Commit
.github		.github
.vscode		.vscode
docs		docs
romeo_sierra		romeo_sierra
tests		tests
.editorconfig		.editorconfig
.gitignore		.gitignore
.travis.yml		.travis.yml
AUTHORS.rst		AUTHORS.rst
CONTRIBUTING.rst		CONTRIBUTING.rst
HISTORY.rst		HISTORY.rst
MANIFEST.in		MANIFEST.in
Makefile		Makefile
README.md		README.md
README.rst		README.rst
RomeoSierra Earnings.xlsx		RomeoSierra Earnings.xlsx
requirements_dev.txt		requirements_dev.txt
setup.cfg		setup.cfg
setup.py		setup.py
tox.ini		tox.ini
~$RomeoSierra Earnings.xlsx		~$RomeoSierra Earnings.xlsx

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romeo-sierra

About

A trading algorithm that works by calculating fair prices for assets using price correlation calculated by principal component analysis and purchasing assets that are undervalued and shorting those that are overvalued.

Readme

Contributing