pyfolio

Trading Evolved book code

面向 A 股本地数据的 AI 因子研究工作台：因子生成、存储、注册、评估与报告。

IB FlexStatement to PyFolio bridge

Python Quant Stack

Trading Strategy Development

Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.

A trading algorithm that identifies stocks with the largest potential for growth while heavily considering its volatility using quantopian

Learning python. Trading back test software in Python to look at 1min OHLC data. Strategy deployed in production in Zerodha using Kite API

Backtesting workflow for a moving average crossover strategy using Apple stock data, Backtrader, and PyFolio-style performance analysis.

Ditching R for Python (in Algorithmic Trading)

Quant research: volatility-scaled trend-following on futures — parameter robustness, multi-timeframe decay, EWMAC/MACD/Bollinger comparison, purged walk-forward optimization, and a multi-asset (NQ/JY/BTC) portfolio

Forecasting AUD/USD and EUR/USD with ARMA/ARIMA/SARIMA models on 5-minute OHLCV data -- does a 1-step-ahead price prediction actually translate into a tradeable edge?

Проект создан для изучения анализа финансовых портфолио и инвестиционных стратегий

Analyzes historical performance of stocks and portfolios using yfinance for data and pyfolio for comprehensive tear sheets.