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Personal quant trading open-source strategy and notes

Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial indicators: Market Capitalization and Momentum Performance Indices, to identify lucrative investment opportunities.

Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

Open-source modular library for quant factor research and backtesting. Implement and share factors, run backtests, and contribute to an evolving collection of strategies for portfolio construction and analysis.

🏦 Collect quant trade strategy and deep learning trading implementation

My Alpha strategies from WorldQuant's International Quant Championship '24

MQL5 Script to get Strategy Quant instrument info

Python code for a quantitative momentum investment strategy that selects high-momentum stocks from the S&P 500 index and calculates recommended trades for an equal-weight portfolio. Implements an alternative strategy based on the 80-20 principle.

Robin: session-native agentic quant research for factor discovery, portfolio backtesting, and strategy promotion.

A quant research lab built for AI coding agents to test, compare, and deploy trading strategies from one CLI workspace