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Chenyu's Projects

backtrader icon backtrader

Python Backtesting library for trading strategies

binomialoptmodel icon binomialoptmodel

A python program to implement the discrete binomial option pricing model

ccapi icon ccapi

A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

enhanced-event-driven-backtester icon enhanced-event-driven-backtester

In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.

hftbacktest icon hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

moonshot icon moonshot

Vectorized backtester and trading engine for QuantRocket

nautilus_trader icon nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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