Mad-Money-Backtesting
gs-quant
Mad-Money-Backtesting | gs-quant | |
---|---|---|
2 | 96 | |
13 | 2,479 | |
- | 2.4% | |
0.0 | 7.8 | |
over 1 year ago | 17 days ago | |
Jupyter Notebook | Jupyter Notebook | |
- | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Mad-Money-Backtesting
-
Backtesting Mad-Money recommendations and the Cramer-effect
GitHub repo (code & data) You can extend the available strategies and use the data to test your own thoughts Data is automatically updated every day
GitHub repo (code and data)
gs-quant
What are some alternatives?
machine-learning-for-trading - Code for Machine Learning for Algorithmic Trading, 2nd edition.
fastquant - fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
zenbot-sim-runner - A sim run batch aggregator / automator for Zenbot. Eases the process of backtesting and subsequent analysis of results.
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
awesome-systematic-trading - A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
TTM - # TTM Stock squeeze detection based on bollinger + keltner channels. Detects which stocks are out after bollinger is inside keltner channel.
resistance - Pre-crisis Risk Management for Personal Finance
notebooks - Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
LeverageCalculator - A C++ program that calculates the leveraged return of stocks given the risk-free rate and stock return data, and then generates a plot of the leveraged return using the Gnuplot library.
tableQA-Chinese - Unsupervised tableQA and databaseQA on chinese finance question and tabular data