vectorbt

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.

A failure-aware harness for reproducible quantitative-strategy research, with typed agent workflows and inspectable experiment memory.

Backtest manager in VSCode Extension

Fast Python backtesting with a Rust engine: parameter sweeps, walk-forward, Monte Carlo, realistic execution, Polymarket and Hyperliquid data

VectorBT Backtesting

A strategy tester for MetaTrader5 in Python language

Jupyter notebook for vectorized trading-signal research, historical backtests and parameter search with VectorBT and Optuna.

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.

Web app for pandas-ta indicators

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

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.

Nine-agent AI framework automating quant research from hypothesis generation through leakage-aware backtesting

A-share AI quant research with PIT data, walk-forward validation, DeepSeek agents & continuous paper trading｜中国 A 股 AI 量化研究与持续模拟盘

A professional, reproducible environment for researching, backtesting, and executing algorithmic trading strategies.

Is your backtest real? Deflated Sharpe Ratio, backtest-overfitting (PBO) and lookahead checks with measured false-positive rates. Works with vectorbt, backtesting.py and TradingView.

Self-hosted Binance USDⓈ-M Futures trading bot — one strategy interface for backtest, paper, testnet & live. Python/FastAPI + React, realtime charts, risk guards, audit log.

Multi-agent LLM portfolio management system with a 21-year walk-forward backtest (2005–2025). Diploma thesis, University of Thessaly.

Multi-agent assistant for vectorbtpro strategy development and backtesting, with a Next.js web UI.

A comprehensive framework for developing and backtesting quantitative trading strategies.

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