Simple market replay engine running on L2 LOB data.
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Updated
Jul 4, 2024 - Python
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strategy-backtesting
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Intelligent and Strategic Trading Platform for Everyone
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Updated
Dec 13, 2025 - TypeScript
A systematic intraday mean reversion strategy framework built for multi-asset execution and backtesting. Implements z-score-based signal generation, position sizing, and portfolio-level risk controls. Includes complete research pipeline, performance reporting, and QuantStats analytics.
jupyter-notebook python3 stock-market portfolio-optimization quantitative-finance algorithmic-trading risk-management high-frequency-trading quantitative-research mean-reversion-strategy strategy-backtesting multi-asset-optimization
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Updated
Dec 10, 2025 - Python
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