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A backtest a day keeps the losses away!

Backtesting Library for Strategy Ideation

Open-source modular library for quant factor research and backtesting. Implement and share factors, run backtests, and contribute to an evolving collection of strategies for portfolio construction and analysis.

Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.

A main CTA backtesting system and several research of utilizing machine learning on asset pricing

WorldQuant Alpha Mining Framework - LLM-driven factor discovery and backtesting

A research-friendly, tick-level, high-fidelity backtester powered by Rust and Python (Polars).

Look-ahead-safe 2025 US equity 1-minute paper-trading replay with adaptive rules and auditable logs

Stochastic path simulation, derivatives pricing and risk analytics in Python: Heston, Hull-White, G2++, CIR, Merton, SABR, Monte Carlo pricing, exposure/CVA and backtesting.

High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machine learning to optimize algos through backtesting over L3 order book data. Stopped playing with this