├── .gitignore ├── LICENSE ├── README.md └── algorithms ├── 1nad ├── Cloned from _A Simple Momentum Rotation System for Stocks_.py ├── Cloned from _Diversified portfolio, monthly rebalance for live trading_.py ├── Cloned from _How to manage stop-loss_.py ├── Cloned from _Mean-Reversion Long for Alpaca's Pylivetrader_.py ├── Cloned from _My version of Andreas Clenow Momentum Strategy_.py ├── Cloned from _New Feature - Record and Plot Variables_.py ├── Cloned from _Reply to_ Long_Short PEAD with News Sentiment and the Street's Consensus_.py ├── Cloned from _Reply to_ Rebalance using a percentage hurdle_.py ├── Cloned from _Reply to_ The Pipeline API, Dividends and Splits - What You Need to Know_.py ├── Cloned from _Reply to_ Trailing stop loss with multiple securities_.py ├── Cloned from _Strategy based on daily returns_.py ├── Example_BMR.py ├── Example_MA_crossover.py ├── Example_Sample_mean_reversion.py ├── LICENSE └── Long non day trading.py ├── FrankPSch ├── +++ E128 use pipeline _Value, Momentum & Trend_.py ├── Cloned from _Bollinger Bands Trading Strategy Analysis （Group 6）_.py ├── Cloned from _Can't fill a single order of the most liquid future contract__.py ├── Cloned from _Futures trend reversion algo_.py ├── Cloned from _GARCH Volatility (RV(t+1) - IV) Revisited_.py ├── Cloned from _Long-only non-day trading algorithm for live_.py ├── Cloned from _My version of Andreas Clenow Momentum Strategy_.py ├── Cloned from _New Strategy - Presenting the “Quality Companies in an Uptrend” Model_.py ├── Cloned from _New Strategy — “In & Out”_.py ├── Cloned from _Reply to_ Best performing algorithms_.py ├── Cloned from _Reply to_ Getting Yesterdays Close Price_.py ├── Cloned from _Reply to_ Google Search Terms predict market movements_.py ├── Cloned from _Reply to_ Intraday algorithm US equities 4.5 Sharpe_ (1).py ├── Cloned from _Reply to_ Intraday algorithm US equities 4.5 Sharpe_.py ├── Cloned from _Reply to_ Mean reversion experiment_.py ├── Cloned from _Reply to_ Portfolio Optimization with the Minimax algorithm [help needed]_.py ├── Cloned from _Reply to_ Trend follow algo_ (1).py ├── Cloned from _Reply to_ Trend follow algo_.py ├── Cloned from _Robinhood Based Non Day Trading Algo (yes i can still trade on robinhood)_.py ├── Cloned from _The People's GARCH_.py ├── Cloned from _Trading with Sentiment Machine Learning_.py ├── Cloned from _Trend follow algo_.py ├── D-37 S-0.7 DD40 _Cash Return Algorithm_.py ├── E _MACD signal_.py ├── E _Reply to_ Millenial money customised algo_.py ├── E data _Accern Alphaone Long Short_.py ├── E sid asset _Quantopian Lecture Series_ This Time You're More Wrong_.py ├── E118 _Magic Formula_.py ├── E42 _Robin Hood VIX Mix Rogue Trader_.py ├── E46 TALib Coke Pepsi _Reply to_ Cointegration, RSI signals, Long Only_.py ├── E62 _XIV Shotgun - Trading Inverse VIX with WVF_.py ├── E70 _Reply to_ Forex data __.py ├── E75 _Trading VIX - Quandl Data Now In Pipeline For Backtesting And Live Trading_.py ├── E98 _Turtle Trading Strategy_.py ├── Excellent for RH only _PennyStock Rotation (Using PsychSignal Data) - 100%+_Year_.py ├── ExposureMngr _Leverage and long_short exposure_ one class to rule them all_.py ├── Fundamental.py ├── Hello World Algorithm.py ├── LICENSE ├── NN01.py ├── NN02.py ├── No Buys_ _Industry Concentration Strategy_.py ├── Peter Bakker live from _Reply to_ The SPY who loved WVF (or Just another Volatility SPY strategy)_.py ├── Playground only _Machine Learning on Quantopian Part 3_ Building an Algorithm_.py ├── Portfolio stuff - Cloned from _Reply to_ How to Use data.history_.py ├── PsychSignal Sample Algorithm 1.py ├── PsychSignal Sample Algorithm 2.py ├── PsychSignal Sample Algorithm 3.py ├── R-009 S-1.1 DD-10 backtest _Basic Multi-Factor Backtest (Geneva)_.py ├── R-014 S-0.15 DD44 _Universal pipeline, experimentation, learning_.py ├── R-018 S-0.37 DD-25 _Estimize Pre_Post-Earnings Signal Strategy_.py ├── R-725 S-0.23 DD-700 _this strategy gave more than 100% return_.py ├── R001 S0 DD12 _Intraday algorithm US equities 4.5 Sharpe_.py ├── R009 S0.21 DD16 Industry Class _Reply to_ The result of Backtest - 2_.py ├── R0200 Sx.x DD30 _Slope Theory (Moving Average Alignment)_.py ├── R029 S0.22 DD61 _BM Size_.py ├── R039 S1.84 DD5 _Using Alternative Data_ Researching and Implementing a Market Neutral Strategy_.py ├── R043 S0.96 DD20 _Pipeline Trading Universe - Best Practice_.py ├── R072 S0.5 DD16 _Pair Trade with Cointegration and Mean-Reversion Tests_.py ├── R083 S1.51 D5 _Free Cashflow Yield_.py ├── R098 S0.35 DD68 _Max Price Help__.py ├── R101 S0.78 DD21 V02 Luke _Beta Zero-Targeting - Automatic - Never worry about Beta again_.py ├── R121 S0.43 DD42 _Big Data in Finance course project [Decision tree application to auto-trading]_.py ├── R143 S0.68 DD29 _QuantCon 2016_ Dual Momentum Strategy_.py ├── R150 S0.57 DD53 _[Investment Management course] Smart Momentum Strategy_.py ├── R174 S0.95 DD17.6 _Beta Zero-Targeting - Automatic - Never worry about Beta again_.py ├── R178 S0.82 DD22 _Going live on IB with this algo.. any advice__.py ├── R189 S0.80 DD32 _ETF Rotation Strategy from LazyTrader_.py ├── R195 S1.19 DD13.15 Lever1 _Classic RSI2 Mean-Reversion Strategy (SPY_TLT)_.py ├── R197 S0.54 DD34 _DJIA with Momentum for Mr. Shibanov_.py ├── R199 S1.78 DD8.9 _Ballistic XIV_VXX (my best long XIV_VXX strategy to date)_.py ├── R200 S0.58 DD77 Slow _Sector Rotation Momentum + Mean Reversion_.py ├── R201 S0.72 DD26 _'Gaming' the contest._.py ├── R220 S0.56 DD56 _Investment management._.py ├── R230 S0.55 DD41 _HA_Trade Contest_.py ├── R264 S0.84 DD27 _Z-Score Algorithm_.py ├── R290 S0.62 DD50 _Trading strategy for team_.py ├── R305 S1.21 DD13 _Combining Strategic and Tactical Asset Allocation_.py ├── R307 S0.69 DD58 _Investment Management_.py ├── R326 S0.58 DD60 _The Q500US and Q1500US_.py ├── R392 S0.81 D20 _EV_EBITDA Value, then momentum_.py ├── R405 S0.81 DD26 _Equity Momentum_.py ├── R411 A0.15 B0.34 S0.72 DD-30 _Reply to_ A Simple Momentum Rotation System for Stocks_.py ├── R43x S1.31 DD-50 _Another Another Volatility Trading Strategy_.py ├── R479 S0.70 DD48 _Anything wrong with this algo__.py ├── R498 S0.83 DD31.9 _Optimize API Now Available in Algorithms_.py ├── R522 S0.99 DD-33 Guy _Enhancing Short-Term Mean-Reversion Strategies_.py ├── R579 S0.58 DD57 _Equity Long-Short_.py ├── R604 S1.2 DD23 _Exploiting ETF Decay_.py ├── R769 S1.57 DD16 _William's Volatility Fix - help_.py ├── R892 S1.3 DD31 _Problems observed in algo trading equities on futures data._.py ├── Rnnn Sn.n DDnn _Google Search Terms predict market movements_.py ├── Sample Fetcher 1.py ├── Sample Mean Reversion Algorithm 3.py ├── Sample Mean Reversion Algorithm 4.py ├── Sample Mean Reversion Algorithm 5.py ├── Sample Mean Reversion Algorithm 6.py ├── Sample Mean Reversion Algorithm.py ├── Sentdex Long-Short Equity 1.py ├── Simple Machine Learning Example Mk II.py ├── Template Algorithm.py ├── Try Again _MACD signal_.py ├── _Computing the Fama-French Factors with Pipeline_.py ├── _Large Intraday Swing Produces Overnight Return_.py ├── _My first Algorithm on Quantopian_.py ├── _Reply to_ Ballistic XIV_VXX (my best long XIV_VXX strategy to date)_.py ├── _Reply to_ Hurst Exponent_.py ├── _Second Attempt at ML - Stochastic Gradient Descent Method Using Hinge Loss Function_.py ├── hivebot _Mean Reversion and Momentum Switching Model_.py ├── nil _Pair trading using $10,00,000 equity_.py ├── sharpe6.py ├── talib ADX Indicator _Apply APX and crossover between +DI and -DI_.py ├── xx R-99 S-4.7 DD99 _Combining momentum, value, profitability, and growth long_short equity_.py ├── xx R0015 S0.17 DD42 talib _Systematic trading strategies - ADX and WVF_.py ├── xx R0065 S0.58 DD15 _Algo with Support Vector Machine in Pipeline_.py ├── xx R0067 S0.72 DD13 lots of ML RandomForest _Trading with Sentiment Machine Learning_.py ├── xx R0114 S0.47 DD40 cls_opn_crs() _Holding Spy Overnight_.py ├── xx R0440 S0.84 DD32 _Momentum Strategy_ zscore_sine wave_.py ├── xx R0750 S1.04 DD34 B-0.04 _Gap Up strategy_.py ├── xxx R- S- DD- _Google Search Terms predict market movements_.py ├── xxx R0028 S1.5 DD3 _Ernie Chan's EWA_EWC pair trade with Kalman filter_.py ├── xxx R1500 S6.5 DD6 B0.00 V01 _Mind blowing test of New Risk Model_.py ├── xxx R1897 S1.98 DD15 _The SPY who loved WVF (or Just another Volatility SPY strategy)_.py ├── xxx R31913 S1.79 DD33 _Volatility III - XIV_VXX Strategy. (Another One...)_.py ├── xxx R3237 S1.0 DD66 _Pairs trader with Hurst, ADF, and Half life tests feedback._.py ├── xxx R40 S0.75 DD7 market neutral, DD gone _Fundamental analysis using Pipeline_.py ├── xxx R59 S0.42 DD52 _DNN and beyond_.py ├── xxx R639 S0.65 DD80 _Trading strategy_.py ├── zR07856 S1.50 DD-36 _XIV trading based on RSI, ROC and WVF_.py ├── zR10000 S1.15 DD60 _Simple Moving Average Crossover Strategy 15_50_.py ├── zR1750 S1 DD54 4 fixed stocks _Stocks missing split adjustment_.py ├── zR2099 S1.2 DD50 AAPL IBM _Fundamental data for particular stocks_.py ├── zR2338 S1.13 DD26 _Stocks On The Move by Andreas Clenow_.py ├── zR6178 S1.43 DD48 _Another Volatility Trading Strategy_.py └── zR6252 S1.26 DD53 _QuantCon 2016_ Peculiarities of Volatility by Dr. Ernest Chan_.py ├── ajjcoppola ├── 40k_Stocks On The Move by Andreas Clenow.py ├── LICENSE └── _Quantopian Risk Model In Algorithms_171222.py ├── common └── LICENSE └── peterfabakker └── peterfabakker.txt /.gitignore: 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