Backtest result archive for Momentum Trading Strategies
☆67Mar 18, 2019Updated 7 years ago
Alternatives and similar repositories for CTA-strategies
Users that are interested in CTA-strategies are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆40Aug 2, 2021Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- CTA_Strategies☆48Jul 4, 2017Updated 9 years ago
- I will upload and update my quant strategies here☆65Sep 18, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆83Aug 8, 2026Updated 2 months ago
- A multi-factor investment strategy based on high frequency data and machine learning.☆11Feb 25, 2023Updated 3 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆18Nov 10, 2023Updated 2 years ago
- Market making strategies and scientific papers☆15Aug 20, 2023Updated 3 years ago
- This program focused on the core concepts and practice of quantitative investment (multi-factor combination analysis, technical analysis …☆49Feb 5, 2020Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- Market Making / Stat Arb strategy☆63Jun 6, 2017Updated 9 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆70Aug 8, 2017Updated 9 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆19Mar 20, 2023Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 5 years ago
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 9 years ago
- Example of using Vector Search algorithms for non-traditional workloads, like GIS, stock prices, and sets☆16May 10, 2023Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- Python implementation of the pairs trading strategy in Gatev, Goetzmann and Rouwenhorst (2006). I am not the author of that study; this i…☆16May 16, 2023Updated 3 years ago
- This repo contains my reimplementation and improvement of DeepLOB model.☆34Apr 22, 2021Updated 5 years ago
- Deep Q-Learning Auto Market Maker☆13Jun 12, 2021Updated 5 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.
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- High Frequency Market Making☆653Sep 24, 2023Updated 3 years ago
- ☆17May 28, 2022Updated 4 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Mean Reversion Trading Strategy☆31Apr 20, 2021Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated 2 years ago
- Testing trading signals of commodity futures☆19Apr 4, 2020Updated 6 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.
- Pytorch implementation of TransLOB from Transformer for limit order books☆31May 25, 2023Updated 3 years ago
- 众人的因子回测框架 stock factor test☆31Apr 18, 2026Updated 6 months ago
- 通过遗传算法、强化学习来自动选择高频因子☆30Jan 5, 2023Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Value and Momentum Using Machine Learning☆11Jan 3, 2021Updated 5 years ago
- Example of CTA strategy backtesting.☆20Dec 17, 2022Updated 3 years ago
- Time Series Prediction of Volume in LOB☆61Apr 17, 2024Updated 2 years ago