System:

Linux POP OS 20.10

Programming Language:

Python 3.6 running in Anaconda 3 virtual environment with pandas, numpy, matplotlib, jupyter, scikit-learn dependencies

Backtesting Framework:

Zipline 1.4.1

https://www.zipline.io

Data Providers:

Historical price data for ETFs and Stocks: Alpha Vantage

https://www.alphavantage.com

Data Treatment:

Algorithm works with split-adjusted raw price time-series (as displayed at time of simulation, without dividend adjustment).