Jupyter Notebook · MIT
rolling-panda-san/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
★ 779
Stars
121 forks · 4 open issues
+2.0/wk
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
25.4
Momentum / 100
see the breakdown below
9y ago
Created
last push 3d ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 2.1 | +2.0/wk, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 0.0 | last week ran 0.68× the monthly pace |
| Freshness | 15 | 15.0 | last push 3d ago; decays to zero at 180 days |
| Scale | 15 | 8.4 | 779 stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 25.4 | sum of the above |
Detail
| Topics | algorithmic-tradingbacktestcommoditiescurrenciesequitiesfixed-incomeinvestment-strategiesjupyter-notebookquantitative-financesystematic-trading-strategiestradingtrading-simulator |
| Matched on | Finance (algorithmic-trading, quantitative-finance) |
| Short window | +2 stars over 7 days = 0.3/day |
| Long window | +11 stars over 26 days = 0.4/day |
| Lifetime average | 0.21 stars/day over 3,645 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |