quantitive-finance

Scalable, event-driven, deep-learning-friendly backtesting library

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

High Quality Momentum (HQM) stock scanner - Web app for identifying consistent momentum stocks across multiple timeframes using quantitative analysis

freqtrade RL trading strategies for freqtrade

An advanced platform for quantitative trading strategies, including AI-driven price prediction models and user management systems. Emulating institutional-grade practices like Citadel, it facilitates the development, training, and deployment of machine learning models for precise market forecasting.

My thesis 🏅

The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.

A Quantity calculator which suggests you best position size following your Risk Management.

quantitive trading platform

A Python framework for testing trading strategies against the ways backtests mislead: look-ahead audits, matched-exposure controls, and block-bootstrap significance tests. The tester is itself tested - a property fuzzer plus mutation testing (4 planted engine bugs, all caught). Includes three case studies of rejected ideas.

多策略投资组合优化框架

AI Trading Bot leveraging advanced machine learning, multi-factor regime detection, and adaptive risk management. Includes feature engineering, backtesting, and interactive dashboards for quantitative trading.

Base indicators and forecasting models for statistics and quantitive analysis

Quantitative factor research study — momentum, low volatility, and reversal signals backtested on S&P 500 constituents

High-performance TensorFlow library for quantitative finance.

Uncertainty-aware RL trader: a custom Kalman-LSTM cell feeding RecurrentPPO, with Neural-ODE & Fourier-Neural-Operator ablations.

W-curve & M-curve pattern scanner + backtester for all 2,600+ NSE-listed stocks. Built in Python.