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momentum-strategy

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quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

  • Updated Apr 14, 2024
  • Python

HYDRA — Sistema multi-estrategia de trading cuantitativo (COMPASS momentum + Rattlesnake mean-reversion + Catalyst trend cross-asset + EFA international). Backtest 2000-2026 corregido por survivorship bias: 14.45% CAGR | 0.91 Sharpe | -27.0% MaxDD. Live paper trading desde Mar 2026.

  • Updated Apr 15, 2026
  • Python

Final project for the Investments course at EPFL. We evaluate the benefits of international diversification and various dynamic strategies (momentum, reversal, carry, dollar) using real market data. The project includes code, data processing, visualizations, and a full written report.

  • Updated Jun 15, 2025
  • Jupyter Notebook

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