Gahow Wang d086930ab3 feat: add new trading strategies ...

Add 12 strategy modules including adaptive blend, composite alpha,
cross-asset momentum, ensemble alpha, trend rider v5/v6, and more.

2026-05-14 12:54:05 +08:00

..

__init__.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

adaptive_blend.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

adaptive_momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

base.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

buy_and_hold.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

composite_alpha.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

cross_asset_momentum.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

dual_momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

enhanced_recovery_momentum.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

ensemble_alpha.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

factor_combo.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

hybrid_alpha.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

improved_momentum_quality.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

inverse_vol.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

long_hedged.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

ls_momentum.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

mean_reversion.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

momentum_quality.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

momentum.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

multi_factor.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

permanent.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

recovery_momentum.py

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

trend_following.py

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

trend_rider_v5.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00

trend_rider_v6.py

feat: add new trading strategies

2026-05-14 12:54:05 +08:00