The C++23 interfaces used to communicate between trading strategies and market gateways.
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Updated
Jun 10, 2024 - C++
The C++23 interfaces used to communicate between trading strategies and market gateways.
(Under Construction) A personal collection of quantitative and algorithmic investment strategies based in Python, sourced from academic papers, GitHub repositories, and the internet.
This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.
Family of tools for testing and tracking investing strategies
This project uses Stock-Price-Trade-Analyzer to back-test the performance of an investment strategy of picking only the top 9 performing stocks from the S&P 500 over a period of 35 years to answer the question "How well does past performance predict future returns?"
University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.
Python modules for backtesting trading strategies
A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.
Python back testing system for trading strategies, based on backtrader and AkShare, customized for China market.
Technical analysis and back-testing in Python
An open source platform providing features for managing stock portfolio, trading strategy, back test, and risk assessment.
Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
Stock trading strategy back-tester
Simple test of pair-trading investment strategy (2017)
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