├── Constrained Model ├── Algorithm (v1).py ├── Algorithm (v2).py ├── Alpha Analysis.ipynb └── Constrained Model v2 (Backtest) .ipynb ├── Futures Breakout Model ├── Algorithm.py ├── Futures Breakout Model (Backtest).ipynb └── The Original Turtle Trading Rules.pdf ├── Mean Reversion Model (US Futures) └── Algorithm.py ├── Monthly Momentum Model ├── Algorithm.py └── Monthly Momentum Model (Backtest).ipynb ├── Multi-Factor Model ├── Algorithm.py └── The Quality Score - Extracting 'Quality' From Your Pipeline.ipynb ├── Pairs Trading (US Equities) ├── Algorithm.py └── Pairs Trading US Equities (Backtest).ipynb ├── README.md ├── Random Forest Regression ├── Algorithm.py └── Random Forest Regression (Backtest).ipynb ├── Trading.gif └── _config.yml /Constrained Model/Algorithm (v1).py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Constrained Model/Algorithm (v1).py -------------------------------------------------------------------------------- /Constrained Model/Algorithm (v2).py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Constrained Model/Algorithm (v2).py -------------------------------------------------------------------------------- /Constrained Model/Alpha Analysis.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Constrained Model/Alpha Analysis.ipynb -------------------------------------------------------------------------------- /Constrained Model/Constrained Model v2 (Backtest) .ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Constrained Model/Constrained Model v2 (Backtest) .ipynb -------------------------------------------------------------------------------- /Futures Breakout Model/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Futures Breakout Model/Algorithm.py -------------------------------------------------------------------------------- /Futures Breakout Model/Futures Breakout Model (Backtest).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Futures Breakout Model/Futures Breakout Model (Backtest).ipynb -------------------------------------------------------------------------------- /Futures Breakout Model/The Original Turtle Trading Rules.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Futures Breakout Model/The Original Turtle Trading Rules.pdf -------------------------------------------------------------------------------- /Mean Reversion Model (US Futures)/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Mean Reversion Model (US Futures)/Algorithm.py -------------------------------------------------------------------------------- /Monthly Momentum Model/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Monthly Momentum Model/Algorithm.py -------------------------------------------------------------------------------- /Monthly Momentum Model/Monthly Momentum Model (Backtest).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Monthly Momentum Model/Monthly Momentum Model (Backtest).ipynb -------------------------------------------------------------------------------- /Multi-Factor Model/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Multi-Factor Model/Algorithm.py -------------------------------------------------------------------------------- /Multi-Factor Model/The Quality Score - Extracting 'Quality' From Your Pipeline.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Multi-Factor Model/The Quality Score - Extracting 'Quality' From Your Pipeline.ipynb -------------------------------------------------------------------------------- /Pairs Trading (US Equities)/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Pairs Trading (US Equities)/Algorithm.py -------------------------------------------------------------------------------- /Pairs Trading (US Equities)/Pairs Trading US Equities (Backtest).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Pairs Trading (US Equities)/Pairs Trading US Equities (Backtest).ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/README.md -------------------------------------------------------------------------------- /Random Forest Regression/Algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Random Forest Regression/Algorithm.py -------------------------------------------------------------------------------- /Random Forest Regression/Random Forest Regression (Backtest).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Random Forest Regression/Random Forest Regression (Backtest).ipynb -------------------------------------------------------------------------------- /Trading.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/Trading.gif -------------------------------------------------------------------------------- /_config.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brookswoolf/Trading-Algorithms/HEAD/_config.yml --------------------------------------------------------------------------------