QuantStart.com - QSTrader backtesting simulation engine.
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Updated
Apr 26, 2024 - Python
QuantStart.com - QSTrader backtesting simulation engine.
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
PyTrendFollow - systematic futures trading using trend following
Quantitative systematic trading strategy development and backtesting in Julia
Technical analysis and other functions to construct technical trading rules with Python
An algorithmic trading framework for pydata.
Based on the concepts in "CIMTR" and others, swing trading
Big Data Implementations - Quantitative_Research
Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.
Historical performance of single-sort investment strategies.
Implementation of Model 4 explained in the paper "Trend without Hiccups"
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