Liu Analysis Tool-box
=====================

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

.. _analysis: https://github.com/amor71/LiuAlgoTrader/tree/master/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`_.

.. _anchored vwap: https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/Labs/anchored-vwap-lab.ipynb

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. 

.. _portfolio: https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/portfolio_analysis.ipynb

.. _batch: https://github.com/amor71/LiuAlgoTrader/blob/master/analysis/notebooks/batch_analysis.ipynb