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trading/bill/sprints/sprint-01.md
bill d794910697 Initialize trading project — Bill & Colette learning tracks
Two-person trading team setup: Bill (quant/algorithmic) and Colette (market observer).
Includes phase-by-phase curriculum, separate sprint tracks, trade journal templates,
roadmap to prop firm challenge, and agent handoff documentation.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-05-11 09:54:19 -07:00

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# Bill — Sprint 01: Market Data Infrastructure
**Track:** Quant / Algorithmic — Phase 1
**Duration:** 2 weeks
**Goal:** Get a working data pipeline and understand the data landscape before building anything on top of it.
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## Tasks
### Environment Setup
- [ ] Create Python virtual environment in `~/trading/bill/scripts/`
- [ ] Install: `yfinance pandas pandas-ta matplotlib sqlite3 requests`
- [ ] Verify TradingView Pine Script editor opens (Chart → Pine Editor)
### Data Pipeline
- [ ] Write a script that pulls daily OHLCV for a list of tickers via yfinance
- [ ] Store results in SQLite or Parquet in `~/trading/bill/backtests/data/`
- [ ] Handle edge cases: missing data, stock splits, delisted tickers
- [ ] Pull at least 5 years of history for SPY, QQQ, and 3 tickers of your choice
### TradingView Orientation
- [ ] Write a basic Pine Script indicator (start with a simple EMA crossover)
- [ ] Understand how TradingView alerts work and what webhook delivery looks like
- [ ] Explore the built-in Strategy Tester — understand what the equity curve and metrics mean
### Research
- [ ] Survey free vs paid data sources (yfinance limitations, Alpaca, Polygon.io)
- [ ] Understand what a prop firm's execution environment looks like — do they support algos?
- [ ] Read one article on walk-forward validation vs simple train/test split
---
## Deliverable
A script (`fetch_data.py`) that:
1. Takes a list of tickers and a date range
2. Fetches OHLCV from yfinance
3. Saves to local storage
4. Prints a summary: rows fetched, date range, any gaps flagged
---
## Notes
_(add as you go)_