trend-following
Building blocks for trend-following CTA strategies: scale-free oscillators, volatility-adjusted returns, matrix shrinkage and a position engine
Closed-form trend-following analytics, reference system implementations, and reproducible futures evidence in Python for quantitative researchers and practitioners
Advanced trend detection and labelling for time series with Python
Testfolio-compatible synthetic leveraged-ETF return series for Python, with proper borrow-cost modeling. Calibrated against real TQQQ to within 5%.
