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)

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.

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

My thesis 🏅

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

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.

多策略投资组合优化框架

Base indicators and forecasting models for statistics and quantitive analysis

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

High-performance TensorFlow library for quantitative finance.

Options Pricing Project

Algorithmic trading strategy backtesting using RSI & MACD on futures historical data | Алгоритмическая стратегия на RSI и MACD с бэктестами фьючерсов Газпрома и Сбербанка (Tinkoff API)

Probabilistic SPY price forecast using Monte Carlo simulation and walk-forward backtesting

Rust backtester and parameter optimizer for indicator‑driven strategies

Backtesting trading strategies on FDXM vs FESX spreads

Fast Monte Carlo option strategy simulator with implied vol surfaces in Rust