A collection of algorithmic trading strategy projects built for clients on the QuantConnect LEAN platform. Includes backtested strategies across equities, options, and crypto.
| Strategy | Asset Class | Description |
|---|---|---|
momentum_equity.py |
US Equities | 12-1 momentum factor with monthly rebalance |
mean_reversion_atr.py |
US Equities | Z-score entry with ATR-based stop loss |
portfolio_rebalance.py |
Multi-Asset | Equal-weight rebalancing with drift threshold |
options_hedge.py |
Options | Delta-neutral hedge overlay using SPY puts |
triangular_arb.py |
Crypto | Cross-exchange triangular arbitrage scanner |
| Strategy | CAGR | Sharpe | Max DD |
|---|---|---|---|
| Momentum Equity | 18.4% | 1.42 | -14.2% |
| Mean Reversion | 12.7% | 1.18 | -9.8% |
| Portfolio Rebalance | 11.2% | 0.98 | -11.5% |
Upload .py files to QuantConnect Research Environment, or run locally:
pip install lean
lean backtest "MomentumEquity"- QuantConnect account or LEAN CLI
- Python 3.8+
Private — developed for client use