letianzj/QuantResearch

Quantitative analysis, strategies and backtests

51
/ 100
Established

This project helps quantitative analysts and traders develop, backtest, and analyze algorithmic trading strategies. It takes historical market data and financial models as input, and provides insights into strategy performance, risk, and optimal portfolio allocation. The ideal end-user is a quantitative researcher or systematic trader seeking to build and evaluate automated trading systems.

2,836 stars. No commits in the last 6 months.

Use this if you are a quantitative analyst or systematic trader looking to explore various financial models, optimize portfolios, and rigorously backtest trading strategies using historical market data.

Not ideal if you are a novice investor looking for simple 'buy' or 'sell' signals without understanding the underlying quantitative methodologies.

quantitative-finance algorithmic-trading portfolio-management financial-modeling market-risk-analysis
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 16 / 25
Community 25 / 25

How are scores calculated?

Stars

2,836

Forks

549

Language

Jupyter Notebook

License

MIT

Last pushed

Aug 26, 2023

Commits (30d)

0

Get this data via API

curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/letianzj/QuantResearch"

Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.