This repository contains a Python-based framework developed to investigate seasonal patterns in commodity futures and evaluate their robustness through statistical testing and walk-forward backtesting ...

A modular, event-driven quantitative backtesting engine built in Python... A from-scratch, event-driven backtesting engine designed to test quantitative trading strategies. This project was built to ...

See how Langraph powers a multi-agent stock sim with configurable rounds and models, helping you compare trade plans without ...

The modern-day financial markets landscape is powered by speed, automation, and data intelligence. Traders have increasingly ...

The remote work revolution transformed countless industries, but trading was already ahead of the curve. While other professionals scrambled to adapt to home offices in 2020, traders had been working ...

Anyone preparing for quant interviews must develop depth across several skill areas and know how to apply theory in a ...

Algorithmic trading, once the domain of global hedge funds, is now increasingly relevant for HNIs and family offices in India and abroad. Using pre-defined rules and automated execution enhances ...