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    • JavaScript
      Apache License 2.0
      41025Updated Jan 3, 2023Jan 3, 2023
    • interview

      Public
      2110Updated Dec 18, 2018Dec 18, 2018
    • Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
      R
      12000Updated Dec 7, 2018Dec 7, 2018
    • Protos Research Collaboration
      Python
      MIT License
      6800Updated Dec 7, 2018Dec 7, 2018
    • Mean Reversion Strategies
      Python
      MIT License
      3600Updated Aug 29, 2018Aug 29, 2018
    • Fundamental Value Strategies
      Jupyter Notebook
      MIT License
      11000Updated Aug 29, 2018Aug 29, 2018
    • data

      Public
      Data Access and Analysis Scripts
      Python
      1200Updated Jul 9, 2018Jul 9, 2018
    • Trend Following Strategies
      Python
      MIT License
      2510Updated Jul 9, 2018Jul 9, 2018
    • Protos Library for Trading Strategies, Portfolio Construction and Backtesting
      Python
      MIT License
      1500Updated Jun 15, 2018Jun 15, 2018
    • arbitrage

      Public
      Arbitrage Strategies
      MIT License
      0000Updated May 28, 2018May 28, 2018
    • Market Making Strategies
      MIT License
      0100Updated May 28, 2018May 28, 2018