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.
☆36May 12, 2025Updated 9 months ago
Alternatives and similar repositories for mlm-trend-following
Users that are interested in mlm-trend-following are comparing it to the libraries listed below
Sorting:
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆11Dec 5, 2022Updated 3 years ago
- ☆17Oct 7, 2023Updated 2 years ago
- 2025-trading-automation-scripts☆122Oct 23, 2025Updated 4 months ago
- Market Sentiment Trading Orchestrator☆69Dec 21, 2024Updated last year
- 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
- Analyze historical market data using Jupyter Notebooks☆26Jul 3, 2025Updated 8 months ago
- ☆28May 3, 2022Updated 3 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆28Dec 23, 2025Updated 2 months ago
- ZigZag trading indicator recreated from TradingView in python☆26May 24, 2021Updated 4 years ago
- MCP-enabled AI conversation engine with MCTS analysis, FastAPI backend, and async operations for building advanced LLM applications☆47Jul 27, 2025Updated 7 months ago
- System of a Dow☆67Dec 26, 2024Updated last year
- HitBtc Node SDK - small node.js library for the HitBtc API https://hitbtc.com/☆11Nov 6, 2018Updated 7 years ago
- A Black-Scholes-based options backtesting simulator☆68Oct 7, 2023Updated 2 years ago
- End-to-end ensemble trading framework that trains, backtests, and promotes validated strategies to live execution.☆430Oct 27, 2025Updated 4 months ago
- exemplar code to download all option chains for a symbol using pyetrade (V1 Etrade API)☆10Sep 28, 2021Updated 4 years ago
- ☆38Jul 30, 2025Updated 7 months ago
- Telegram бот по поиску арбитражных сделок на фьючерсах☆22Feb 28, 2026Updated last week
- Transform Tick Data into OHLCV Renko Dataframe!☆40Nov 24, 2025Updated 3 months ago
- ☆11Oct 24, 2021Updated 4 years ago
- A news based stock scalper using LLM and quant approach☆15Jan 16, 2025Updated last year
- ForexSignalBot is an advanced, AI-driven Telegram bot meticulously engineered for the Forex market. It delivers real-time, high-precision…☆28Nov 19, 2025Updated 3 months ago
- FinanceGPT-B☆10Mar 26, 2024Updated last year
- An emulator for the Three Rivers Computer PERQ workstation☆12Jan 23, 2026Updated last month
- Ada port of my Data General emulation system☆13Jun 22, 2024Updated last year
- A TypeScript SDK for interacting with EVMAuth contracts deployed to Ethereum, Radius, and other EVM-compatible networks.☆14Sep 23, 2025Updated 5 months ago
- A Python library to efficiently and concurrently download historical data files from bybit. Supports all asset types (spot, USDT Perpetua…☆20Dec 8, 2025Updated 3 months ago
- Calculates correlation coefficient between all symbols in MetaTrader5 Market Watch☆13Jun 4, 2021Updated 4 years ago
- ☆21Oct 31, 2025Updated 4 months ago
- Pay Hub for decentralized web. Bring payment to every website without a payment center.☆10Jun 25, 2021Updated 4 years ago
- An Apple Profile emulator based on Raspberry Pi Pico MCU☆13Dec 17, 2021Updated 4 years ago
- ☆12May 26, 2021Updated 4 years ago
- ☆10Jun 5, 2021Updated 4 years ago
- Hypance is Binance trade bot project. Project data analysis solutions☆10May 2, 2023Updated 2 years ago
- Scala for the Impatient (2nd edition) - My Solutions☆10Dec 22, 2017Updated 8 years ago
- ☆11May 16, 2021Updated 4 years ago
- ☆42May 27, 2021Updated 4 years ago
- The Implementation for the Paper "Time-Stamped Language Model: Teaching Language Models toUnderstand The Flow of Events"☆11May 6, 2021Updated 4 years ago
- the new CP/M Image-File Explorer☆13Jul 21, 2024Updated last year
- gan-options-simulator☆14Apr 9, 2025Updated 11 months ago