Automated Python implementation of a Mount Lucas Management (MLM) style trend-following strategy for futures using the IBKR API (ib_insync). Calculates 200-day MA signals on Continuous Futures, filters trades by volatility, and executes on front-month contracts.
☆44May 12, 2025Updated last year
Alternatives and similar repositories for mlm-trend-following
Users that are interested in mlm-trend-following are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Statistical Detection of Buying and Selling Force☆30May 16, 2026Updated 4 months ago
- A news based stock scalper using LLM and quant approach☆15Jan 16, 2025Updated last year
- Market Sentiment Trading Orchestrator☆70Dec 21, 2024Updated last year
- This is just another Python client for the Interactive Brokers API, which is using the OAuth1.0a protocol for authentication.☆21Dec 23, 2024Updated last year
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆11Dec 5, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- MT5 trading bot for FTMO Proprietary trading☆16Dec 7, 2023Updated 2 years ago
- ☆10Sep 15, 2020Updated 6 years ago
- Example of portfolio backtesting using vectorbt☆11Sep 19, 2026Updated last week
- ☆10May 5, 2024Updated 2 years ago
- Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Le…☆19Updated this week
- Beautiful manager of processes, apps and terminal for Android☆15May 2, 2019Updated 7 years ago
- Implementation of Paper: Long-term Forecasting with TiDE: Time-series Dense Encoder☆20Nov 1, 2024Updated last year
- 0DTE options research for Interactive Brokers — Python scripts to develop, backtest and validate zero-days-to-expiration setups.☆17Aug 11, 2026Updated last month
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆95Jan 27, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Object oriented toolbox for data management, graphics and econometrics.☆10Nov 23, 2024Updated last year
- Cloud-based algorithmic trading with Interactive Brokers☆55May 22, 2023Updated 3 years ago
- Analyze historical market data using Jupyter Notebooks☆27Jul 3, 2025Updated last year
- Python Implementation of the Paper "Attention based dynamic graph neural network for asset pricing" -Published in Global Finance Journal☆14Oct 11, 2023Updated 2 years ago
- Download the historical data from Zerodha Kite☆11Jun 18, 2022Updated 4 years ago
- a text parser that will attempt to export a text encoded composer symphony, to whatever text endpoint you want☆22Nov 4, 2023Updated 2 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆30Dec 23, 2025Updated 9 months ago
- Ez Options - Real-time options analysis dashboard with interactive visualizations for Delta, Gamma, Vanna, Charm exposures, and more.☆79Apr 4, 2026Updated 5 months ago
- PrimoGPT: Finance Reinforcement Learning and Natural Language Processing☆356Dec 14, 2025Updated 9 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- HitBtc Node SDK - small node.js library for the HitBtc API https://hitbtc.com/☆11Nov 6, 2018Updated 7 years ago
- End-to-end ensemble trading framework that trains, backtests, and promotes validated strategies to live execution.☆426Aug 6, 2026Updated last month
- ojjson is a library designed to facilitate JSON interactions with Ollama, a large language api (LLM). It leverages the power of Zod for s…☆12Nov 7, 2024Updated last year
- ☆80Mar 3, 2025Updated last year
- ☆17Mar 5, 2022Updated 4 years ago
- Sentiment Analysis On Financial News Headlines With BERT & FinBERT☆13Feb 21, 2023Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- API for backtesting and trading automation☆17Updated this week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆19Apr 28, 2024Updated 2 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 3 years ago
- ☆12Mar 25, 2023Updated 3 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆13Dec 30, 2024Updated last year
- Github repository belonging to the youtube video about Freqtrade plotting☆21Dec 19, 2021Updated 4 years ago
- Comprehensive Active Directory Enumeration tool using Netexec☆19Aug 8, 2026Updated last month
- ☆18Nov 24, 2024Updated last year