Liu Analysis Tool-box

LiuAlgoTrader analysis toolkit is made of three main components: Labs, NN and the main analysis notebooks.

The Labs folder, includes a collection of notebooks that can be used for understanding certain indicators, and common concepts. For example anchored vwap.

Liu provides two different notebooks for analysis: analysis of portfolio (by portfolio_id) and analysis of a trading session (by batch_id):

• The portfolio notebook generates a benchmark with SPY,
• The batch notebook loads all trades and presents analysis for the trading session, including visual presentation of the trades.