Open source quantitative trading 🍊

Pocket Size Fund is an open source quantitative trading firm being built on nights and weekends.

This repository holds the main resources for the fund platform including data pipelines, model definitions, trading engine, and frontend resources.

The project is actively a work-in-progress.

Make money and learn things 💡

Accountability for these goals is enforced by:

1. Publishing performance on a regular, automated basis
2. Writing whitepapers for every significant initiative

Our process is:

create -> launch
   ^         |
   |         v
learn  <-  measure

We want to rapidly iterate our research-first mindset by constantly launching with an MVP implementations for every initiative.

Run the commands below in your terminal to get started. We're always a work in progress so if something breaks or is confusing open a pull request to raise it with the team and get your hands dirty.

We're never done and that's a good thing.

curl https://mise.run | sh
mise install -y
mise tasks ls

An unordered and non-exhaustive list of principles we work towards:

Test in production
Always roll forward
Systems over process
No code is good code
Never write documentation
Git is truth
We only measure ROI

Here are some places to get started:

1. Our current list of tasks that we're currently working on
2. Open a discussion to ask questions or share ideas
3. Send a direct message on everything else