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One residual GRU per stock for 1,726 Taiwan stocks, per-stock backtests and a screening rule. The README documents why the stored results are not realistic (look-ahead, zero costs, in-sample selection).
GUI für VectorBT Pro und KI-gestützte Research-Werkbank: algorithmische Crypto-Trading-Strategien als JSON-Spec entwickeln, in Multiparameter-Läufen backtesten und über Test-Sets und Leaderboard vergleichen. Kein Live-Trading.
Trading Strategy Backtesting Suite helps traders and quants validate ideas with event-driven backtesting, portfolio simulation, and Python backtesting workflows. Run free backtesting trading experiments on forex, options, and crypto data before risking capital in live markets.
Cost-aware momentum backtester + live paper-trading bot. Python/VectorBT. Fees & slippage modelled in every run; in-sample vs out-of-sample always split.
This quantitative pipeline engineers and compares two models: a baseline using news sentiment (FinBERT) and an enhanced ensemble model adding options volatility. Both are validated with rigorous backtesting and Fama-French analysis to prove the superiority of the multi-factor ensemble strategy.
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.
Do technical indicators predict next-day stock direction? ~80 indicators, five feature selection methods, a Bidirectional GRU and a vectorbt backtest say no — 50.75% accuracy, losing to buy-and-hold on 14 of 15 stocks.
Genetic algorithm that evolves combinations of 24 technical indicators to discover robust trading strategies. Streamlit dashboard with vectorbt backtesting.