roq-trading/roq-api

C++ interfaces used to communicate with Roq's market gateways.

Language: C++ - Size: 12 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 479 - Forks: 113

codfish-zz/cn-trader

Python back testing system for trading strategies, based on backtrader and AkShare, customized for China market.

Language: Python - Size: 844 KB - Last synced at: about 1 month ago - Pushed at: almost 3 years ago - Stars: 27 - Forks: 7

mrtoronto/stock_backtester

Stock trading strategy back-tester

Language: Python - Size: 33.2 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 20 - Forks: 6

Branly76/Instrument-backtester-for-python

Language: Python - Size: 1.13 GB - Last synced at: 8 days ago - Pushed at: almost 3 years ago - Stars: 17 - Forks: 10

roq-trading/roq-algo

C++ tools and utilities for algorithmic trading.

Language: C++ - Size: 345 KB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 11 - Forks: 2

xixi0222/Find-Alpha-Volatility-Factor

Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.

Language: Python - Size: 2.8 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 10 - Forks: 11

TimRivoli/Price-Momentum-Trader

This project uses Stock-Price-Trade-Analyzer to back-test the permformance 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?"

Language: Python - Size: 1.1 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 6 - Forks: 2

portfoliotree/portfolio

This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.

Language: Go - Size: 521 KB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 3 - Forks: 1

roq-trading/roq-cpp-algo-template

C++ algo template project.

Language: C++ - Size: 761 KB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 2 - Forks: 2

tejaslinge/Technical-Analysis-using-Python

Technical analysis and back-testing in Python

Language: Jupyter Notebook - Size: 3.61 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 3

jiliplus/bt

backtesting framework in Go

Language: Go - Size: 11.7 KB - Last synced at: 11 months ago - Pushed at: about 5 years ago - Stars: 2 - Forks: 1

bogdantimes/order-book-depth-loader

A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.

Language: Go - Size: 16.6 KB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 2

anthonyli01/Multi-Factor-Portfolios

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.

Language: Jupyter Notebook - Size: 3.16 MB - Last synced at: over 1 year ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

Sci-Inference/WaterMons

An open source platform providing features for managing stock portfolio, trading strategy, back test, and risk assessment.

Language: JavaScript - Size: 2.42 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

theo-obadiah-teguh/Stock-XGB

(Under Construction) A personal collection of quantitative and algorithmic investment strategies based in Python, sourced from academic papers, GitHub repositories, and the internet.

Language: Jupyter Notebook - Size: 1000 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

kubasejdak-org/investing-pal

Family of tools for testing and tracking investing strategies

Language: Python - Size: 43 KB - Last synced at: 29 days ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

konstantin-v03/TS-backtest

Python modules for backtesting trading strategies

Language: Python - Size: 13.7 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0