QuantStart.com - QSTrader backtesting simulation engine.

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

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

PyTrendFollow - systematic futures trading using trend following

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

Quantitative systematic trading strategy development and backtesting in Julia

Technical analysis and other functions to construct technical trading rules with Python

An algorithmic trading framework for pydata.

Based on the concepts in "CIMTR" and others, swing trading

All Around Finance

Open source momentum base trend following systematic trading strategies inspired from top trend following traders (Richard Denis, Olivier Seban and Nick Radge) implemented for various trading platforms as TradingView, cTrader, Multicharts and TradeStation.

Replication data and code for "Strategic Asset Allocation Revisited" published on Substack: https://policytensor.substack.com/p/strategic-asset-allocation-revisited.

Big Data Implementations - Quantitative_Research

A short method to scrape the list of ticker changes published by the Nasdaq. A second method to scrape the list of stocks that risk being delisted from the Nasdaq.

Implementation of Model 4 explained in the paper "Trend without Hiccups"

Historical performance of single-sort investment strategies.

Orphic Finance landing webpage