Alternatives and similar repositories for CTA-Backtesting

Users that are interested in CTA-Backtesting are comparing it to the libraries listed below

• AlexChiang0208 / Trading-Universe
  Modular backtesting tools (Python)
  ☆14Updated last month
• phenomenoner / StrategyExecutor_feather
  Automated Trading Bot
  ☆11Updated 10 months ago
• coolgan / Quantitative-Finance
  Q-quant和因子投资实证汇总
  ☆22Updated 4 years ago
• victorgau / python_investment
  Python量化投資
  ☆12Updated 4 years ago
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆15Updated 5 years ago
• adamd1985 / pairs_trading_unsupervised_learning
  The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…
  ☆19Updated last year
• Tradepm / -API
  新一代API課程範例
  ☆13Updated 2 months ago
• FranklinMa810 / PortfolioManagement
  ☆16Updated 4 years ago
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆32Updated 8 months ago
• tngaspar / factor-risk-parity
  Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.
  ☆11Updated 3 years ago
• ZJHuang915 / PythonQuantTrading
  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
  ☆34Updated 5 months ago
• coremetro / Risk_Parity
  Risk_Parity strategy 风险平价
  ☆29Updated 5 years ago
• dbogatic / economic-indicators
  Economic indicators using Python and APIs
  ☆15Updated 2 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆22Updated 8 years ago
• xuruilong100 / ATSMTI
  Affine Term-Structure Models: Theory and Implementation
  ☆13Updated 5 years ago
• victorgau / MultiStrategies
  多策略回測比較
  ☆35Updated 2 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆13Updated 3 years ago
• yangyutu / FinancialResearch
  ☆21Updated 6 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆39Updated last year
• AmirDehkordi / OptionGreeks
  Option Greeks: Calculation and Visualization
  ☆12Updated 2 years ago
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆23Updated 4 years ago
• wangy8989 / Active-Portfolio-Management
  factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition
  ☆30Updated 6 years ago
• Silkdust / mlfactor-python
  Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
  ☆12Updated last year
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 7 months ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• kedarghule / Stock-Portfolio-Diversification-Using-Clustering-and-Volatility-Prediction
  The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…
  ☆12Updated last year
• Neural-Finance / Option_Pricing_Python
  I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…
  ☆31Updated 4 years ago
• coder-sword-magic / autocallable_barrier_reverse_convertibles_aka_snowball_structure
  Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo
  ☆12Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆17Updated 2 years ago