philippe-ostiguy/PyBacktesting

🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.

48
/ 100
Emerging

This project helps quantitative traders and financial analysts evaluate and optimize trading strategies based on the Elliott Wave Theory. It takes historical financial market data (like EUR/USD hourly prices) and uses genetic algorithms to fine-tune strategy parameters. The output is an optimized trading model with performance metrics like the Sharpe ratio, indicating its potential profitability and risk.

174 stars. No commits in the last 6 months.

Use this if you are a quantitative trader or analyst who wants to systematically backtest and optimize Elliott Wave-based trading strategies using machine learning techniques.

Not ideal if you are looking for a plug-and-play trading bot, as this project requires some familiarity with coding and financial modeling to adapt and run.

quantitative-trading financial-forecasting algorithmic-trading technical-analysis portfolio-optimization
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 16 / 25
Community 22 / 25

How are scores calculated?

Stars

174

Forks

54

Language

Python

License

MIT

Last pushed

Mar 01, 2021

Commits (30d)

0

Get this data via API

curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/philippe-ostiguy/PyBacktesting"

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