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In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-series data, I had tested the Moving Average(MA) cross-over strategy and Relative Strength Index (RSI) strategy with a stop loss at a price that closes 2% or more... Read more

:crystal_ball::moneybag: Backtesting and execution of algorithmic trading strategies in Node.js

Open-source MCP server for MetaTrader 5 backtesting, optimization & analytics — pure Rust

Python library for downloading and processing Dukascopy historical tick data (Forex, crypto, metals). Supports resume-capable downloads, automatic gap detection, proxy rotation, and efficient pandas integration for backtesting and quantitative analysis.

VectorBT Backtesting

A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strategies using historical market data, featuring customisable parameters and key performance metrics. Developed with Python and Polars.

Simple缠论量化工具集

Systematic Volatility Research and Backtesting for equity options

Risk-managed systematic ETF trading in Python: cost-aware backtests, statistical certification, paper trading and gated Alpaca/IBKR execution, plus equity and RL research.

Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks