QuantStart.com - QSTrader backtesting simulation engine.
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Updated
Jun 30, 2024 - Python
QuantStart.com - QSTrader backtesting simulation engine.
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
PyTrendFollow - systematic futures trading using trend following
Quantitative systematic trading strategy development and backtesting in Julia
Technical analysis and other functions to construct technical trading rules with Python
An algorithmic trading framework for pydata.
Open source momentum base trend following systematic trading strategies inspired from top trend following traders (Richard Denis, Olivier Seban and Nick Radge) implemented for various trading platforms as TradingView, cTrader, Multicharts and TradeStation.
Implementation of Model 4 explained in the paper "Trend without Hiccups"
Based on the concepts in "CIMTR" and others, swing trading
Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.
Big Data Implementations - Quantitative_Research
All Around Finance
Orphic Finance landing webpage
Historical performance of single-sort investment strategies.
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