IsaacCheng9 / quant-trading-strategy-backtesterLinks
A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strategies using historical market data, featuring customisable parameters and key performance metrics. Developed with Python and Polars.
☆28Updated 2 weeks ago
Alternatives and similar repositories for quant-trading-strategy-backtester
Users that are interested in quant-trading-strategy-backtester are comparing it to the libraries listed below
Sorting:
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆74Updated 3 years ago
- ☆66Updated last year
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- ☆53Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆85Updated 2 weeks ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆113Updated 2 weeks ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- ☆52Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Collection of indicators that I used in my strategies.☆60Updated 9 months ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆62Updated last week
- CS7641 Team project☆97Updated 5 years ago
- volatility arbitrage in Heston model☆67Updated 9 months ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Official Repository☆133Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Updated 3 years ago
- Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.☆83Updated 5 years ago
- I will upload and update my quant strategies here☆62Updated 7 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆55Updated 5 years ago
- Delta hedging under SABR model☆44Updated last year
- ☆77Updated last year