From 15ce70dd277b8559f400fb6ac4985ddd31a02557 Mon Sep 17 00:00:00 2001 From: Artur Sepp Date: Wed, 22 Jul 2026 19:44:34 +0200 Subject: [PATCH] Add TrendFollowingSystems (#498) --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index e5a9ce8..f4a64c7 100644 --- a/README.md +++ b/README.md @@ -196,6 +196,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [analyzer](https://github.com/llazzaro/analyzer) - `Python` - Python framework for real-time financial and backtesting trading strategies. - [bt](https://github.com/pmorissette/bt) - `Python` - Flexible Backtesting for Python. - [backtrader](https://github.com/backtrader/backtrader) - `Python` - Python Backtesting library for trading strategies. +- [TrendFollowingSystems](https://github.com/ArturSepp/TrendFollowingSystems) - `Python` - Closed-form expected returns, Sharpe ratios, and skewness of trend-following systems, with complete implementations and multi-decade futures backtests. - [backtest-bias](https://github.com/Finance-broski/backtest-bias) - `Python` - Checks whether backtest price data is survivor-only: dead-name detection, measured bias benchmarks, CI integrity gates. - [pythalesians](https://github.com/thalesians/pythalesians) - `Python` - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc. - [pybacktest](https://github.com/ematvey/pybacktest) - `Python` - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.