Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

Quantitative analysis, strategies and backtests

Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

QuantaAlpha transforms how you discover quantitative alpha factors by combining LLM intelligence with evolutionary strategies. Just describe your research direction, and watch as factors are automatically mined, evolved, and validated through self-evolving trajectories.

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

A curated collection of my quantitative finance research projects. Explores sector rotation, multi-factor models, and AI-driven strategies (machine learning/deep learning) across high, mid, and low frequencies. Each project includes full code and analysis. Continuously updated.

Goldman Sachs - Quantitative Strategies Research Notes

Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)

A fast, extensible, transparent python library for backtesting quantitative strategies.

Code that is (re)usable in in daily tasks involving development of quantitative trading strategies.

Supplemental Material for Algorithmic Trading and Quantitative Strategies

A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine learning applications in finance.

AlphaSuite is an open-source quantitative analysis platform that gives you the power to build, test, and deploy professional-grade trading strategies. It's designed for traders and analysts who want to move beyond simple backtests and develop a genuine, data-driven edge in the financial markets.

This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.

PTrade is a full‑featured quantitative trading platform for developing, backtesting and executing strategies across stocks, convertible bonds, futures, ETFs, and options. This project provides API wrappers and documentation to help developers access PTrade efficiently. For local prototyping or offline testing, see my open‑source project SimTradeLab

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Original source code for Quantitative Trading Strategies Using Python

Webull OpenAPI aims to provide quantitative trading investors with convenient, fast and secure services. Webull aims to help every quant traders achieve flexible and changeable trading or market strategies.

Autonomous quantitative trading research platform that transforms stock lists into fully backtested strategies using AI agents, real market data, and mathematical formulations, all without requiring any coding.

algorithmic trading for quantitative strategies

Quantitative Clawdbot trading system for Polymarket that applies statistical models and algorithmic strategies to identify high-probability market entries. Backtests strategies against historical odds data and executes live trades when model conditions are satisfied.

Framework for quantitative strategies development, backtesting and live execution.

trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the reversion strategy. Firstly, the momentum strategy is also called divergence or trend trading. When you follow this strategy, you do so because you believe the movement of a quantity will continue in its current direction. Stated differently, you believe that stocks have momentum or upward or downward trends, that you can detect and exploit. Some examples of this strategy are the moving average crossover, the dual moving average crossover, and turtle trading: The moving average crossover is when the price of an asset moves from one side of a moving average to the other. This crossover represents a change in momentum and can be used as a point of making the decision to enter or exit the market. You’ll see an example of this strategy, which is the “hello world” of quantitative trading later on in this tutorial. The dual moving average crossover occurs when a short-term average crosses a long-term average. This signal is used to identify that momentum is shifting in the direction of the short-term average. A buy signal is generated when the short-term average crosses the long-term average and rises above it, while a sell signal is triggered by a short-term average crossing long-term average and falling below it. Turtle trading is a popular trend following strategy that was initially taught by Richard Dennis. The basic strategy is to buy futures on a 20-day high and sell on a 20-day low. Secondly, the reversion strategy, which is also known as convergence or cycle trading. This strategy departs from the belief that the movement of a quantity will eventually reverse. This might seem a little bit abstract, but will not be so anymore when you take the example. Take a look at the mean reversion strategy, where you actually believe that stocks return to their mean and that you can exploit when it deviates from that mean. That already sounds a whole lot more practical, right? Another example of this strategy, besides the mean reversion strategy, is the pairs trading mean-reversion, which is similar to the mean reversion strategy. Whereas the mean reversion strategy basically stated that stocks return to their mean, the pairs trading strategy extends this and states that if two stocks can be identified that have a relatively high correlation, the change in the difference in price between the two stocks can be used to signal trading events if one of the two moves out of correlation with the other. That means that if the correlation between two stocks has decreased, the stock with the higher price can be considered to be in a short position. It should be sold because the higher-priced stock will return to the mean. The lower-priced stock, on the other hand, will be in a long position because the price will rise as the correlation will return to normal. Besides these two most frequent strategies, there are also other ones that you might come across once in a while, such as the forecasting strategy, which attempts to predict the direction or value of a stock, in this case, in subsequent future time periods based on certain historical factors. There’s also the High-Frequency Trading (HFT) strategy, which exploits the sub-millisecond market microstructure. That’s all music for the future for now; Let’s focus on developing your first trading strategy for now! A Simple Trading Strategy As you read above, you’ll start with the “hello world” of quantitative trading: the moving average crossover. The strategy that you’ll be developing is simple: you create two separate Simple Moving Averages (SMA) of a time series with differing lookback periods, let’s say, 40 days and 100 days. If the short moving average exceeds the long moving average then you go long, if the long moving average exceeds the short moving average then you exit. Remember that when you go long, you think that the stock price will go up and will sell at a higher price in the future (= buy signal); When you go short, you sell your stock, expecting that you can buy it back at a lower price and realize a profit (= sell signal). This simple strategy might seem quite complex when you’re just starting out, but let’s take this step by step: First define your two different lookback periods: a short window and a long window. You set up two variables and assign one integer per variable. Make sure that the integer that you assign to the short window is shorter than the integer that you assign to the long window variable! Next, make an empty signals DataFrame, but do make sure to copy the index of your aapl data so that you can start calculating the daily buy or sell signal for your aapl data. Create a column in your empty signals DataFrame that is named signal and initialize it by setting the value for all rows in this column to 0.0. After the preparatory work, it’s time to create the set of short and long simple moving averages over the respective long and short time windows. Make use of the rolling() function to start your rolling window calculations: within the function, specify the window and the min_period, and set the center argument. In practice, this will result in a rolling() function to which you have passed either short_window or long_window, 1 as the minimum number of observations in the window that are required to have a value, and False, so that the labels are not set at the center of the window. Next, don’t forget to also chain the mean() function so that you calculate the rolling mean. After you have calculated the mean average of the short and long windows, you should create a signal when the short moving average crosses the long moving average, but only for the period greater than the shortest moving average window. In Python, this will result in a condition: signals['short_mavg'][short_window:] > signals['long_mavg'][short_window:]. Note that you add the [short_window:] to comply with the condition “only for the period greater than the shortest moving average window”. When the condition is true, the initialized value 0.0 in the signal column will be overwritten with 1.0. A “signal” is created! If the condition is false, the original value of 0.0 will be kept and no signal is generated. You use the NumPy where() function to set up this condition. Much the same like you read just now, the variable to which you assign this result is signals['signal'][short_window], because you only want to create signals for the period greater than the shortest moving average window! Lastly, you take the difference of the signals in order to generate actual trading orders. In other words, in this column of your signals DataFrame, you’ll be able to distinguish between long and short positions, whether you’re buying or selling stock.

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Form Trading Bot is an advanced algorithmic trading system designed to automate and optimize your trading strategies across multiple financial markets. Leveraging cutting-edge AI and quantitative analysis, it executes trades with precision and speed unmatched by manual trading.

A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.

In this work, we present an extensive description and evaluation of our method for blood vessel segmentation in fundus images based on a discriminatively trained, fully connected conditional random field model. Standard segmentation priors such as a Potts model or total variation usually fail when dealing with thin and elongated structures. We overcome this difficulty by using a conditional random field model with more expressive potentials, taking advantage of recent results enabling inference of fully connected models almost in real-time. Parameters of the method are learned automatically using a structured output support vector machine, a supervised technique widely used for structured prediction in a number of machine learning applications. Our method, trained with state of the art features, is evaluated both quantitatively and qualitatively on four publicly available data sets: DRIVE, STARE, CHASEDB1 and HRF. Additionally, a quantitative comparison with respect to other strategies is included. The experimental results show that this approach outperforms other techniques when evaluated in terms of sensitivity, F1-score, G-mean and Matthews correlation coefficient. Additionally, it was observed that the fully connected model is able to better distinguish the desired structures than the local neighborhood based approach. Results suggest that this method is suitable for the task of segmenting elongated structures, a feature that can be exploited to contribute with other medical and biological applications.

My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, statistical analysis, and machine learning, I develop systematic trading strategies to capitalize on market inefficiencies and generate alpha.

Demonstrative examples for developing quantitative and systematic strategies

We have integrated some very good professional quantitative trading strategies for users to choose from（ grid）.