walk-forward

Agentic coding skills for backtesting trading strategies using VectorBT. Supports Indian, US, and Crypto markets with realistic transaction cost modeling, TA-Lib indicators, QuantStats tearsheets, and 12 ready-made strategy templates.

QuantJourney Backtester

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

End-to-end quantitative trading system for Taiwan stocks — DoubleEnsemble model, 300+ factors, Walk-Forward backtesting, React dashboard

An implementation of Giuseppe Paleologo's Rademacher Antiserum, designed to assess strategy performance consistency through Rademacher complexity and RAS-adjusted Sharpe Ratios. This code evaluates strategy robustness by applying Rademacher random vectors for anti-overfitting analysis.

Helix Treasury System

A股量化Alpha研究: 多因子选股 + LightGBM非线性因子挖掘, Walk-forward验证, 自动交叉验证检查

Crypto-currencies (Bitcoin) trading & Transfer Learning applications

An honesty harness for LLM trading research: point-in-time discipline, leakage self-tests, and forward-only LLM feature collection. A-shares + US equities.

Adversarial co-evolution orchestrator: an executor LLM improves an artifact, a deterministic scorer judges it (keep-if-better via git), a validator LLM advises — until quality peaks. Off-the-shelf agent CLIs, walk-forward scoring, live web dashboard. General-purpose, not just trading.

AI-driven hybrid LightGBM–Ridge model for dynamic financial time-series allocation with Streamlit UI.

Systematic intraday opening-range breakout strategy on US equities — 10-year validated backtest with walk-forward optimization, statistical robustness suite, and live paper-trading on Alpaca.

Portfolio research on US equities — point-in-time data, survivorship-bias-free backtests, walk-forward validation gated by Deflated Sharpe and PBO. 158 factors over 20,931 tickers (1997-2026), plus tactical ETF allocation. Ships the rejections too: 1 adopted, 20+ rejected, and one headline number retracted.

This project implements a Walk-Forward Optimization (WFO) strategy using Tree-Parzen Estimator (TPE) for hyperparameter optimization. It includes modules for backtesting, configuration, optimization, and reporting.

A walk-forward crypto research system, paper-traded in public: a weekly self-refitting BTC/ETH machine with real costs, real funding, frozen-replay validation, and seven documented failed ideas.

一个面向 AI Agent / 量化实习的多智能体量化研究平台 / A resume-ready multi-agent quantitative research platform for AI Agent & Quant internships

PPO + SAINTv2 transformer reinforcement learning trading bot for BTCUSD M1 on MetaTrader 5. Walk-forward training, 3-action policy, institutional stress-test, real-time GUI.

Portfolio backtest engine with montecarlo simulation, walk-forward, efficient frontier, FIRE, charts, performance optimization, max drowdown with Ai suggest!

Reproducibility artifact for 'Heads, Not Backbones: Output Heads Dominate Architectures on Fat-Tailed Returns' (arXiv:2606.30037)

Falsification-oriented multi-instrument backtest of a multi-timeframe Smart-Money-Concepts price-action strategy — tested three disjoint ways (walk-forward OOS −0.339R, multiple-testing-corrected 5-instrument replication 0/210, random-entry nulls), all negative. Zero-look-ahead engine, honest statistics.