0a1b / backtrader-momentum-strategyLinks
Momentum Strategy implemented in Backtrader for newbies
☆23Updated 2 months ago
Alternatives and similar repositories for backtrader-momentum-strategy
Users that are interested in backtrader-momentum-strategy are comparing it to the libraries listed below
Sorting:
- Personal framework to run trading strategies with Backtrader☆80Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Async integration between backtrader and Interactive brokers.☆73Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- btconfig provides a simple way to initialize a strategy using config files with additional features.☆40Updated last year
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- ☆76Updated last year
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆122Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆100Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated this week
- ☆25Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆15Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- integrate backtrader with interactive brokers☆49Updated 4 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 5 years ago