Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.
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Dec 10, 2020 - TypeScript
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long-short
Here are 17 public repositories matching this topic...
📊 Long/Short Equity Portfolio Stress Test
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Jun 26, 2021 - Python
Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.
python quantitative-finance algorithmic-trading equities cointegration risk-management backtesting statistical-arbitrage long-short pairs-trading-
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Jul 8, 2025 - Python
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.
python automation video-processing youtube-downloader clipper long-short ai-tools short-form-content
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Jun 19, 2026 - Python
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
python pandas quant quantitative-finance algorithmic-trading risk-management backtesting stock-trading trading-systems position-sizing mean-reversion long-short equity-curve trading-strategy swing-trading yfinance systematic-trading momentum-trading us-stocks bensdorp
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Sep 1, 2026 - Python
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.
python scikit-learn cross-validation pandas backtesting-trading-strategies time-series-forecasting sp500 long-short equity-trading financial-machine-learning data-leakage-prevention alpha-generation
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Mar 3, 2026 - Python
Market-neutral strategy bot using long-short equity approach
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Jul 28, 2026 - Solidity
Audited simulated long/short paper portfolio ledger for LS Paper Fund
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Sep 2, 2026 - Python
A Python project that simulates a portfolio backtest using an equal-weighted long and short portfolio determined by 12-month returns.
python finance numpy pandas matplotlib momentum cross-sectional quantitative-trading backtesting long-short factor-investing yfinance
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Jul 26, 2025 - Jupyter Notebook
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.
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Sep 18, 2025 - Jupyter Notebook
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.
python finance simulation investing monte-carlo-simulation portfolio-optimization quantitative-finance long-short after-tax tax-loss-harvesting
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Sep 2, 2026 - Python
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Apr 25, 2019 - MATLAB
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
python machine-learning replication canada asset-pricing long-short apprentissage-automatique quant-finance skforecast finance-quantitative
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Aug 30, 2026 - Python
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
python portfolio-optimization quantitative-finance risk-management backtesting fama-french factor-model long-short
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Jul 18, 2026 - Python
Machine-learning long/short equity research with point-in-time data, constrained optimization, and audited V6 evidence
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Sep 1, 2026 - Python
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