Quantitative analysis, strategies and backtests
- quantitative-finance
- quantitative-trading
- portfolio-management
- risk-management
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Quantitative analysis, strategies and backtests
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models
Scalable, event-driven, deep-learning-friendly backtesting library
Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.
Simple, modern ETH backtesting project using Pandas/Numpy: data prep, MA signals, portfolio simulation, and result visualization.