Simple market replay engine running on L2 LOB data.
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Jul 4, 2024 - Python
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strategy-backtesting
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Intelligent and Strategic Trading Platform for Everyone
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Aug 30, 2026 - TypeScript
A systematic intraday mean reversion strategy framework built for multi-asset execution and backtesting. Implements z-score-based signal generation, position sizing, and portfolio-level risk controls. Includes complete research pipeline, performance reporting, and QuantStats analytics.
jupyter-notebook python3 stock-market portfolio-optimization quantitative-finance algorithmic-trading risk-management high-frequency-trading quantitative-research mean-reversion-strategy strategy-backtesting multi-asset-optimization
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Jan 16, 2026 - Python
Research-only quantitative engine for AI clients — backtests, robustness testing, provenance, and audit-ready results via MCP.
finance research risk-analysis mcp monte-carlo quant backtesting portfolio-analysis quantitative-research strategy-backtesting model-context-protocol mcp-server
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Aug 23, 2026
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