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Aug 20, 2026 - Python
trading-strategy-backtesting
Here are 5 public repositories matching this topic...
Deep RL framework for multi-pair trading. Official code for Lebiedź & Ślepaczuk (2026).
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Jun 17, 2026 - Python
Intraday opening-range breakout strategy on Dutch TTF natural gas futures. Gap-aware volatility estimation, path-asymmetry level selection, and exit-invariant stop validation on 1-minute data, 2019–2024.
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Sep 11, 2026 - Python
Backtesting and parameter-optimization framework for crypto trading strategies. JSON-defined rule sets, a C++/pybind11 engine with PSO optimization, and a live dashboard. Research tool — no order execution.
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Sep 2, 2026 - C++
1m BTCUSD pullback-momentum strategy: where the edge goes after fees. Systemised a discretionary approach, found +0.072R/trade before costs (19k trades, t≈7), then killed it — round-trip fees are 2.8× the ATR-based risk unit.
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Sep 11, 2026 - Jupyter Notebook
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