When asked what the stock market will do: 'It will fluctuate.' - J. P. Morgan

Excerpt from the Intelligent Investor.

The concept of Fortuna came about when I began my dive into algorithmic trading. Full disclosure, I have never been a trader, nor have I worked at a trading firm. However, I always had an interest in the markets and the software and systems that make them work. I was first introduced to the world of high frequency trading (and the whole iceberg of quants, market makers, etc.) through my graduate school professor in Operating Systems, Kamen Yotov. From then on, I began to take a more serious look at the market and it was the start of my career into financial engineering.

Tech Stack

• Docker
• Electron
• Flask
• Python

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What it is and what it isn't...

Fortuna is a desktop application written in React via the Electron library. It supports the uploading of Python scripts, and comes ready with existing Python libraries commonly used in algorithmic trading and data science teams. It allowed the user to spin up several docker instances to backtest their different models against specific benchmarks in the market.

It also included my first little dive into the OpenAI chatGPT APIs, where I created certain prompts to help users analyze and gain more insight into how well their script performed, as well as provide some AI insight into benchmarks or indexes the user was particularly interested in.

More information to come...