A pre-registered time-series momentum replication on 25 liquid ETFs, and what happened when it was tested honestly.
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Jul 16, 2026 - Python
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backtesting-
Here are 5 public repositories matching this topic...
Monte Carlo portfolio risk simulator using correlated Geometric Brownian Motion to estimate VaR/CVaR, backtest risk models, and analyze tail risk using Student-t and EWMA volatility methods.
numpy pandas python3 scipy portfolio-optimization quantitative-finance monte-carlo-simulations time-series-analysis backtesting- financial-modeling risk-management-framework conditional-value-at-risk financial-risk-management value-at-risk-monte-carlo algorithmic-trading-quantitative
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Oct 20, 2026 - Python
Testing lottery predictability using Python, walk-forward validation, statistical analysis, and Monte Carlo simulation.
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Sep 21, 2026 - Jupyter Notebook
A cryptocurrency backtesting and live-trading oriented environment powered with reinforcement learning.
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Dec 28, 2017
A production-grade automated trading system implementing a multi-ticker mean reversion strategy across the Magnificent 7 equities via the Trading 212 API. Built with a strong focus on reliability, fault tolerance, and real-world deployment, the bot continuously scans markets in 30-minute intervals, executes trades based on RSI and long-term trend.
devops python- backtesting- systemd- raspberry-pi- automation- trading-bot- websocket- algorithmic-trading- mean-reversion- quantitative-finance- trading-212- api-integration- financial-engineering- rsi-
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Apr 29, 2026 - Python
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