The 10-line CTA: a trend-following strategy in ten lines of code, and four refinements measured in Sharpe ratio, kurtosis and trading costs
☆45Aug 25, 2026Updated this week
Alternatives and similar repositories for cs
Users that are interested in cs 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 inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening …☆22Updated this week
- Tool to support backtests☆53Updated this week
- Implementing a first hurdle for expected returns☆18Updated this week
- Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as a…☆36Updated this week
- ☆72Jul 13, 2026Updated last month
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- Cluster-based portfolio allocation on an explicit, inspectable tree: hierarchical risk parity, Schur complementary allocation and hierarc…☆55Updated this week
- FinanceGPT-B☆10Mar 26, 2024Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 3 years ago
- IB FlexStatement to PyFolio bridge☆16Dec 8, 2022Updated 3 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- ☆14Apr 16, 2022Updated 4 years ago
- Finance Technical Indicators optimized with Numba☆11Mar 15, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Simple command line interface to create repos based on templates☆36Jul 13, 2026Updated last month
- Time series and portfolio analytics for quantitative finance.☆43Updated this week
- ☆12Mar 25, 2023Updated 3 years ago
- Performance tear sheets and backtest analysis for Moonshot☆40Feb 11, 2026Updated 6 months ago
- Prototype market maker specialized to trade on CoinbasePro☆24Jan 19, 2023Updated 3 years ago
- Crypto trading strategy for Hyperliquid DEX☆35May 21, 2024Updated 2 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆29Aug 15, 2025Updated last year
- algo trading backtesting on BitMEX☆83Dec 4, 2023Updated 2 years ago
- Testing trading signals of commodity futures☆19Apr 4, 2020Updated 6 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.
- L3 Order Book and Matching Engine Implementaion in Java☆30Aug 5, 2021Updated 5 years ago
- The small library for parse economic calendar from site investing.com☆41Jan 3, 2024Updated 2 years ago
- tiny backtester to backtest generated signals☆30Mar 6, 2022Updated 4 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Competition and Agent Frameworks for the Trading Agents Competition☆27Jul 27, 2022Updated 4 years ago
- ☆16May 28, 2022Updated 4 years ago
- Study notebooks made for learning machine learning for the Hawk team☆12Oct 10, 2018Updated 7 years ago
- Teaching Resources for Cuemacro courses☆57Apr 11, 2025Updated last year
- ☆20Sep 18, 2020Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Pairs Trading in CTA trending strategy backtesting, by iterateing parameters on the last 6 months and pick the optimal one, then start tr…☆11Sep 13, 2017Updated 8 years ago
- A semi-automatic stock and crypto grid trader with support for simultaneous deployment.☆14Oct 30, 2022Updated 3 years ago
- Code for the paper "FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024"☆12Feb 14, 2025Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆48Nov 25, 2022Updated 3 years ago
- Persist Pandas objects within a MongoDB database☆14Jul 13, 2026Updated last month
- Some code for calculating cosmological distances☆14Aug 8, 2016Updated 10 years ago