Agentic coding skills for backtesting trading strategies using VectorBT. Supports Indian, US, and Crypto markets with realistic transaction cost modeling, TA-Lib indicators, QuantStats tearsheets, and 12 ready-made strategy templates.

Autonomous quantitative trading research platform that transforms stock lists into fully backtested strategies using AI agents, real market data, and mathematical formulations, all without requiring any coding.

A strategy tester for MetaTrader5 in Python language

Web app for pandas-ta indicators

A backtesting web app for walk-forward optimization with common indicator strategies.

End-to-end algorithmic trading terminal featuring PyTorch LSTM forecasting, NLP market sentiment analysis, Lasso ML feature selection, and vectorbt backtesting. Built for multi-asset quantitative research.

Nous Ergon — signal quality analysis, portfolio simulation, and autonomous parameter optimization via sweep + VectorBT

Local AI Investing Platform — v3.1 Master Spec. Hybrid AI-assisted quant. LangGraph + Temporal, DeepSeek R1 + Qwen 2.5, VectorBT + Nautilus, Next.js 16 PWA.

VelaQuant: event-driven US equities research, backtesting, and paper-trading infrastructure

Institutional-grade hybrid pipeline algorithmic trading system using VectorBT, CCXT, and NautilusTrader

A comprehensive framework for developing and backtesting quantitative trading strategies.

量化回测系统 - 支持布林带/配对交易/网格交易Quantitative backtesting system - Supports Bollinger bands/paired trading/grid trading

Criação de mini mesa quant

Personal quant research platform. Reddit-sentiment mean-reversion on US equities. Honest backtests, strict typing, vectorbt engine.

A staged research pipeline for systematic trading strategies (S1 screen, S2 optimize, S3 validate, S4 significance, S5 portfolio) with vectorbt backtests and keyless yfinance data.

Cost-aware momentum backtester + live paper-trading bot. Python/VectorBT. Fees & slippage modelled in every run; in-sample vs out-of-sample always split.

Paper-only trading research lab: 3 quantitative strategies, walk-forward optimization, Claude-powered analysis, IBKR paper execution, Telegram control. Production patterns for financial automation.

Genetic algorithm that evolves combinations of 24 technical indicators to discover robust trading strategies. Streamlit dashboard with vectorbt backtesting.

AlphaSignal Research Agent — LangGraph multi-agent pipeline that reads SEC 10-K/10-Q filings and generates cited, schema-validated investment signals with vectorbt backtesting.