bottama / trading-strategy-backtestLinks
Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
☆22Updated 11 months ago
Alternatives and similar repositories for trading-strategy-backtest
Users that are interested in trading-strategy-backtest are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆52Updated 4 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
- Implements different approaches to tactical and strategic asset allocation☆36Updated 5 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆24Updated 6 years ago
- ☆62Updated 2 years ago
- ☆41Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- Montecarlo simulations/analysis for finance (equity simulator)☆35Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Some notebooks with powerful trading strategies.☆92Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Official Repository☆126Updated 3 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.☆56Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Options Trader written in Python based off the ib_insync library.☆54Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆41Updated 2 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆45Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆39Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago