Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
-
Updated
Dec 10, 2020 - TypeScript
Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
📊 Long/Short Equity Portfolio Stress Test
AI-powered automated pipeline to transform long-form YouTube videos into viral short-form content for TikTok, Instagram Reels, and YouTube Shorts. Built with Python & CustomTkinter.
Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.
Bensdorp 의 7개 비상관 트레이딩 시스템 백테스터 (교육용 재구현) — 롱·숏 시스템을 함께 돌려 상관을 낮추는 구조를 검증한다 · Backtester for the 7 non-correlated systems from Laurens Bensdorp
Market-neutral strategy bot using long-short equity approach
Strat-ML: S&P 500 Alpha Generation Framework:- This repository contains a complete quantitative pipeline designed to outperform the S&P 500 Index using Machine Learning. The project focuses on out-of-sample signal generation using constituent-level OHLCV data, rigorous Blocking Time Series Cross-Validation, and a Long/Short Stock Picking strategy.
Audited simulated long/short paper portfolio ledger for LS Paper Fund
Projeto de Field Project, eletiva de 4º período da FGV EPGE, na Oráma Investimentos que visa o desenvolvimento de mecanismos de arbitragem estatística com estratégia de pairs trading no mercado de ações brasileiro.
AI market analytics software that automatically opens long and short positions.
Pipeline reproductible du mémoire UQAM 2024 : prédiction ML des rendements d'actions canadiennes et américaines avec données macro (LCDMA, FRED-MD), portefeuilles long-short, audit 2026
Research simulator for tax-aware long-short (TALS) investing: lot-level wash-sale accounting, leverage, margin, costs, and after-tax Monte Carlo outcome distributions on synthetic markets.
Factor-based long-short portfolio allocation using Fama-French 3-factor model — Strategy II achieves 828.80% cumulative return vs SPY's 535.62% across 2007–2025 with weekly rebalancing
Machine-learning long/short equity research with point-in-time data, constrained optimization, and audited V6 evidence
To associate your repository with the long-short topic, visit your repo's landing page and select "manage topics."