algorithm-trade

Backtest framework for a QQQ LEAPS Call infinite-roll strategy. Buys gap-down entries, harvests at target delta, force-rolls at 300 DTE. Supports BSM & Merton Jump-Diffusion pricing, real QQQ CSV data, delta sensitivity sweep, and full bilingual trade reports.

Community bridge that reads TradeMAV signals and forwards them to brokers, webhooks, or a local AI for confirmation.

django based myetrade

A high-performance, real-time Limit Order Book matching engine built with a Node.js stateful server, low-latency WebSockets, and a frameworkless HTML5 Canvas trading terminal dashboard.

A-share quant research platform with backtesting, strategy admission gates, paper trading, FastAPI/Vue web console, and live gateway adapters.

Multi-agent trading architecture — 4 specialist signal agents arbitrated by a regime-detecting maestro (ADX-based trend/range switching). Backtest engine + optional live executor.