Master's thesis analyzing and comparing momentum and value investment strategies in FX markets using extensive historical cross-sectional return data
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Apr 30, 2026 - Jupyter Notebook
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trading-strategy-simulation
Here are 6 public repositories matching this topic...
This project implements, tunes, and compares three increasingly sophisticated trading strategies for JPMorgan Chase (JPM) equity, evaluating them on both an in-sample (IS) crisis period and an out-of-sample (OOS) recovery period to test generalisation.
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Apr 23, 2026 - Python
Quantitative trend-following strategy on S&P 500: momentum, PCA, MST. Python.
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May 1, 2026 - Jupyter Notebook
LightGBM-based electricity market arbitrage analysis for predicting I-SEM price spreads and backtesting confidence-filtered trading strategies.
python machine-learning time-series scikit-learn pandas lightgbm data-analysis feature-engineering predictive-modeling backtesting electricity-market energy-markets trading-strategy-simulation
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May 4, 2026 - Jupyter Notebook
OpenBB-Finance: Leading open-source Investment-Research platform. A professional Quantitative-Analysis-Toolkit for stocks, crypto, forex, and more.
quantitative-finance multi-asset-trading multi-exchange-api trading-deployment-kit market-data-validation-api quantitative-finance-sdk algo-trading-framework quantitative-analysis-toolkit crypto-stock-forex-api portfolio-management-api hft-strategy-infrastructure fintech-execution trading-strategy-simulation
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May 6, 2026 - Python
Blankly-Finance: A powerful Algo-Trading-Framework for stocks, crypto, and forex. Features Multi-Exchange-API, Backtesting, and Trading-Bot tools.
bot-framework trading-bot cryptocurrency algotrading trading-strategies multi-asset-trading multi-exchange-api trading-deployment-kit market-data-validation-api quantitative-finance-sdk algo-trading-framework quantitative-analysis-toolkit crypto-stock-forex-api portfolio-management-api hft-strategy-infrastructure fintech-execution trading-strategy-simulation
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Apr 29, 2026 - Python
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