A collection of Python scripts for backtesting quantitative trading strategies, including technical indicators, options strategies, and quantamental analysis.
Quant-trading is a Python-based repository for developing and backtesting quantitative trading strategies. It provides a collection of scripts covering technical indicators, options strategies, and statistical arbitrage, helping traders and researchers evaluate algorithmic approaches without expensive proprietary platforms. The project focuses on historical data backtesting with assumptions of frictionless trading.
Algorithmic traders, quantitative researchers, and finance students who want to experiment with trading strategies using Python. It's suitable for those looking to understand or implement common technical indicators, options strategies, or statistical arbitrage techniques.
It offers a comprehensive, open-source toolkit for quantitative trading strategy development, combining well-documented implementations of popular strategies with unique quantamental research projects. Unlike commercial platforms, it provides full transparency and customization while being accessible to Python developers.
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
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Covers a wide range from common technical indicators like MACD and RSI to options strategies and statistical arbitrage, providing a one-stop resource for diverse trading approaches.
Each script includes a main function for easy integration into trading systems, allowing straightforward historical data backtesting with minimal setup.
Strategies are explained with references to sources like TradingView and Investopedia, making it accessible for learning quantitative trading concepts without black-box implementations.
Offers full code transparency and customization, unlike proprietary platforms, enabling users to modify and extend strategies to fit specific needs.
Assumes frictionless trades with no slippage, transaction costs, or illiquidity, which oversimplifies real market conditions and can lead to inflated backtest results.
Author admits being 'too lazy to write docstring,' making code harder to understand, extend, or integrate for new users without diving deep into the scripts.
Relies on varied data sources like Bloomberg/Eikon and web scraping, requiring additional setup, proprietary access, or custom adaptations for consistent data feeds.