AlexChiang0208 / CTA-BacktestingLinks
Example of CTA strategy backtesting.
☆15Updated 2 years ago
Alternatives and similar repositories for CTA-Backtesting
Users that are interested in CTA-Backtesting are comparing it to the libraries listed below
Sorting:
- Modular backtesting tools (Python)☆13Updated 11 months ago
- 回測台指期日內當沖交易，若在開盤後在不同點位進場，持有至收盤出場，統計此交易策略的報酬。☆9Updated 5 months ago
- Automated Trading Bot☆11Updated 7 months ago
- 基於基因演算法優化LSTM模型之股市預測☆9Updated last year
- 問ChatGPT也不會的Python量化交易聖經 - 從分析到真實交易一本全會☆21Updated 3 months ago
- 多策略回測比較☆35Updated 2 years ago
- BASIC_PYTHON_TRADING_BOOK☆13Updated 10 months ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- An emerging asset class, the recent surge of popularity in crypto markets has made cryptocurrencies an essential part of investment portf…☆10Updated 2 years ago
- ☆20Updated 6 years ago
- An example to demo how to program a dll for MultiCharts☆23Updated 6 years ago
- Python量化投資☆11Updated 4 years ago
- Option Greeks: Calculation and Visualization☆10Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Economic indicators using Python and APIs☆14Updated 2 years ago
- Mean-Variance Optimization with ESG score constraint☆12Updated last year
- 2017 金融投資與程式交易 (中山財管)☆12Updated 7 years ago
- ☆12Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Pairs Trading in Python☆23Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆18Updated 8 years ago
- Statistical tests for Value at Risk (VaR) Models.☆14Updated last year