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Algorithmic Trading Code Examples

Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles

Introduction

This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.

Disclaimer

The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.

  1. Cautionary note

    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.

  2. Limitations and assumptions

    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments. Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.

  3. Additional notes

    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.

  4. Accountability

    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:
      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.

Table of contents

  1. Contributors
  2. Ask for help
  3. Available trading setups

Contributors

QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.

Ask for help

In case of questions, please write to:

  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us

Available Blog code scripts

  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion

About

Code scripts from the published QuantInsti Blog articles

Resources

Readme
Activity

Stars

10 stars

Watchers

1 watching

Forks

6 forks
Report repository

Releases

Packages

Contributors

Languages

, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Add copy buttons to all 
 blocks\n(function() {\n function addCopyButtons() {\n document.querySelectorAll('pre code').forEach(function(codeBlock) {\n if (codeBlock.parentElement.hasAttribute('data-copy-added')) return;\n codeBlock.parentElement.setAttribute('data-copy-added', 'true');\n \n var btn = document.createElement('button');\n btn.textContent = 'Copy';\n btn.style.cssText = 'position:absolute;top:4px;right:4px;padding:2px 8px;font-size:11px;background:#4ecdc4;border:none;border-radius:4px;color:#1a1a2e;cursor:pointer;opacity:0.7;transition:opacity 0.2s;';\n btn.onmouseover = function() { this.style.opacity = '1'; };\n btn.onmouseout = function() { this.style.opacity = '0.7'; };\n btn.onclick = function() {\n navigator.clipboard.writeText(codeBlock.textContent).then(function() {\n btn.textContent = 'Copied!';\n setTimeout(function() { btn.textContent = 'Copy'; }, 1500);\n });\n };\n codeBlock.parentElement.style.position = 'relative';\n codeBlock.parentElement.appendChild(btn);\n });\n }\n \n addCopyButtons();\n \n // Re-run on dynamic content\n var observer = new MutationObserver(addCopyButtons);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Add Copy Buttons to Code Blocks");
}
} catch(__e) { console.warn('[Userscript:Add Copy Buttons to Code Blocks]', __e); }
})();
(function(){
try {
var __m = "github.com";
var __re = new RegExp('^' + "github\\.com" + '

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Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix");
}
} catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

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67 Commits
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LICENSE-Code-Scripts
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README.md
README.md
Repository files navigation
Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms");
}
} catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

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Repository files navigation
Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links");
}
} catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); }
})();
(function(){
try {
var __m = "youtube.com";
var __re = new RegExp('^' + "youtube\\.com" + '

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Repository files navigation
Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default");
}
} catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

Skip to content
BranchesTags
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67 Commits
Folders and files
NameName
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README.md
Repository files navigation
Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages

, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers");
}
} catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); }
})();
(function(){
try {
var __m = "*";
var __re = new RegExp('^' + ".*" + '

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Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
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, 'i');
if (__m === '*' || __re.test(location.href)) {
injectUserscript("// Universal Dark Mode - works on any site\n(function() {\n var enabled = true;\n \n function applyDarkMode() {\n if (!enabled) return;\n \n // Create style element if it doesn't exist\n var style = document.getElementById('universal-dark-mode-style');\n if (!style) {\n style = document.createElement('style');\n style.id = 'universal-dark-mode-style';\n document.head.appendChild(style);\n }\n \n // Dark mode CSS - inverts colors but preserves images/video\n style.textContent = '\n /* Invert everything except media */\n html {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #1a1a2e !important;\n }\n \n /* Restore images, videos, iframes, canvas */\n img, video, iframe, canvas, svg, picture, [style*=\"background-image\"] {\n filter: invert(1) hue-rotate(180deg) !important;\n }\n \n /* Preserve specific elements that should not be inverted */\n .no-dark-mode, .no-dark-mode *,\n [data-theme=\"light\"], [data-theme=\"light\"],\n .ace_editor, .ace_editor *,\n .CodeMirror, .CodeMirror *,\n .monaco-editor, .monaco-editor *,\n .markdown-body pre, .markdown-body pre *,\n .highlight, .highlight *,\n pre code, pre code * {\n filter: none !important;\n }\n \n /* Fix common UI elements */\n .modal, .popup, .dropdown-menu, .tooltip, .popover {\n filter: invert(1) hue-rotate(180deg) !important;\n background: #2d2d44 !important;\n border-color: #444 !important;\n }\n \n /* Scrollbars */\n ::-webkit-scrollbar { background: #1a1a2e !important; }\n ::-webkit-scrollbar-thumb { background: #444 !important; }\n ::-webkit-scrollbar-thumb:hover { background: #555 !important; }\n \n /* Selection */\n ::selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ::-moz-selection { background: #4ecdc4 !important; color: #1a1a2e !important; }\n ';\n }\n \n function removeDarkMode() {\n var style = document.getElementById('universal-dark-mode-style');\n if (style) style.remove();\n }\n \n // Toggle with Alt+Shift+D\n document.addEventListener('keydown', function(e) {\n if (e.altKey && e.shiftKey && e.key === 'D') {\n e.preventDefault();\n enabled = !enabled;\n if (enabled) {\n applyDarkMode();\n console.log('[Universal Dark Mode] Enabled');\n } else {\n removeDarkMode();\n console.log('[Universal Dark Mode] Disabled');\n }\n }\n });\n \n // Apply on load\n applyDarkMode();\n \n // Re-apply on dynamic content\n var observer = new MutationObserver(function(mutations) {\n if (enabled && !document.getElementById('universal-dark-mode-style')) {\n applyDarkMode();\n }\n });\n observer.observe(document.head, { childList: true });\n \n console.log('[Universal Dark Mode] Loaded - Press Alt+Shift+D to toggle');\n})();", "Universal Dark Mode");
}
} catch(__e) { console.warn('[Userscript:Universal Dark Mode]', __e); }
})();
})();

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Repository files navigation
Algorithmic Trading Code Examples
Welcome to this repository where you'll find the code scripts of the QuantInsti Blog articles
Introduction
This folder contains different Python and R scripts you can use to learn how to trade in the financial markets algorithmically. These code scripts come from the QuantInsti Blog where we publish content related to algorithmic trading. Usually, we have for each Blog, a code script where we develop a trading strategy, a model algorithm, a new technique in the algo trading space, etc. This repository serves the purpose of finding all those code scripts in a single place. Please enjoy the most of it by searching your specific topic, find the code and tweak as per your own trading needs.
Disclaimer
The code scripts and/or their strategies are just templates. You should only use them for live trading with appropriate backtesting and tweaking strategy parameters.
  1. Cautionary note 
    • Trading is not appropriate for all investors and carries a significant risk.
    • Markets are unpredictable, and past performance does not guarantee future outcomes.
    • The code scripts and the strategies/techniques/models provided here are for educational purposes only; they are not investing advice.
  2. Limitations and assumptions 
    • Trading experience: The code scripts and the strategies/techniques/models provided here assume that traders possess the necessary expertise to apprehend the risks and customize the templates according to their risk tolerance and preferences.
    • Risk capital: Trading should only be done with risk capital, and only people with enough of it should consider trading. It is not advisable to trade with capital that can affect one's way of life or one's financial commitments.
Market volatility: The code scripts and the strategies/techniques/models provided here are contingent upon the market's state and may not yield anticipated results during periods of high market volatility or atypical occurrences.
    • No promises: Trading losses are possible, and neither success nor profit are certain.
  3. Additional notes 
    • Before implementing any code script and the strategies/techniques/models provided here, you must conduct independent research and due diligence.
    • Trading involves emotions, and managing your emotions and risk tolerance is crucial.
  4. Accountability
    • By utilizing these code scripts and the strategies/techniques/models detailed in this repository, you agree that:

      • You have read and understood the disclaimer and points 1, 2 and 3.
      • You assume full accountability for your trading and investing decisions.
      • You alone will bear responsibility for any losses incurred if you employ this trading setup and approach.
Table of contents
  1. Contributors
  2. Ask for help
  3. Available trading setups
Contributors
QuantInsti's EPAT and Quantra content teams are responsible for maintaining and contributing to this repository.
Ask for help
In case of questions, please write to:
  • Your support manager (if you’re a present EPAT student)
  • The alumni team (if you’re a past EPAT student and an alumnus)
  • QuantInsti coordinates you, see on our “Contact Us” page: https://www.quantinsti.com/contact-us
Available Blog code scripts
  1. TGAN synthetic data for trading
  2. The Risk-Constrained Kelly Criterion
About
Code scripts from the published QuantInsti Blog articles 
Resources
Readme
Activity
Stars
10 stars
Watchers
1 watching
Forks
6 forks
Report repository
Releases
Packages
Contributors
Languages