Python algorithmic-trading simulator for strategy development and execution-cost study. Simulated results only; no live trading.
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Oct 29, 2026 - Python
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execution-costs
Here are 5 public repositories matching this topic...
Independent replication of the 5-minute Opening Range Breakout on QQQ (Zarattini & Aziz 2023, SSRN 4416622), stress-tested for execution costs. Break-even at ~2.2¢/share slippage; NQ confirmation filter significant per-trade (t=2.05) but 76% of its PnL is 2022 alone. Placebo control + bootstrap CIs.
python pandas sharpe-ratio quantitative-finance etf brokers backtesting overfitting statistical-significance qqq intraday-trading opening-range-breakout paper-replication nq-futures nasdaq-100 execution-costs
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Oct 16, 2026 - Python
Open execution-cost data for crypto perpetual futures and spot: Hyperliquid vs Bitget. CC BY 4.0.
crypto cryptocurrency open-data dataset cryptocurrencies datasets spot open-datasets perpetual-futures slippage bitget open-dataset hyperliquid slippage-estimation slippage-calculator trading-costs trading-toolkit execution-costs
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Oct 31, 2026
How much of a delta-neutral funding-rate carry survives execution costs? Two years of public data across four perpetual venues.
python jupyter-notebook pandas data-analysis market-data quantitative-finance backtesting execution-costs
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Jul 30, 2026 - Jupyter Notebook
Closed research archive: can Pump.fun / PumpSwap memecoins be traded profitably around token graduation? A read-only Solana collector, pre-registered experiments, measured execution costs and latency, and documented negative results. Not a trading bot; no trading edge is claimed.
nodejs research quantitative-finance reproducibility backtesting market-microstructure solana pre-registration negative-results on-chain-data pump-fun memecoins pumpswap execution-costs
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Sep 27, 2026 - JavaScript
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