Data loading
Validated OHLCV loading and a Prosperity midpoint adapter.
CSV input; explicit timestamp parsing; duplicate and OHLC checks.
New educational reference implementation
Code
Code you can inspect.
Start with the runnable workbench, then explore earlier source implementations in their original context.
Feature development
Trailing returns, volatility and standardised price displacement.
Rolling features use observations available at each decision time.
New educational reference implementation
Forecasting baselines
Ridge regression with training-only scaling and chronological label separation.
A transparent baseline for experiments, with a zero forecast for comparison.
New educational reference implementation
Portfolio management
Equal weights, inverse-volatility weights and exposure constraints.
Long-only weights, cash allowance and per-asset caps.
New educational reference implementation
Risk management
Drawdowns, historical VaR / expected shortfall and return summaries.
Explicit annualisation and a signed-loss convention.
New educational reference implementation
Backtesting
Single-asset account simulation with next-open orders, fees and slippage.
Cash, shares, equity and an auditable trade ledger.
New educational reference implementation
Vector backtesting examples
Historical vector backtester; the file attributes Yves J. Hilpisch / The Python Quants.
WTech / TECHNICAL/SMAVectorBacktester.py
See the original file and its attribution
Risk and portfolio utilities
A larger collection of risk and allocation routines; some loaders reference external data files.
WTech / TECHNICAL/edge_risk_kit.py
See the original file and its attribution
Prototype account backtester
Early account simulation with script-level data downloads. Review accounting and execution assumptions before reuse.
TMRW / BACKTEST/Engine.py
See the original file and its attribution
Feature utility collection
Earlier returns, moving-average and related utilities. Historical code rather than the tested workbench.
Knowledgebase / 1. Quantitative Finance/Library.py
See the original file and its attribution
Strategy notebooks
Explore the original notebook and its assumptions in the source repository.
WTech / STRATEGIES/Strategy.ipynb
See the original file and its attribution
Portfolio notes
An earlier portfolio-management research note.
Knowledgebase / 1. Quantitative Finance/PortfolioManagement/Endavu.md
See the original file and its attribution
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