This repo contains a backtester for quantitative investment strategies. The example.py file in modules/scripts contains the code to run a 12-month minus 1-month cross-sectional momentum strategy. The main.py files contains the code to run various strategies (cross-sectional momentum, idio-momentum, reversal, idio-reversal, sharpe and idio-sharpe).
active 2025-04-23 → 2025-05-01 (UTC)
Activity over time
Daily event counts in the loaded window
Line chart, 9 days from 2025-04-23 to 2025-05-01. Pushes: 31 total, peak 11 in a day. Pull requests: 0 total, peak 0 in a day. Issues: 0 total, peak 0 in a day. Comments: 0 total, peak 0 in a day. Stars: 0 total, peak 0 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Stars, PRs, issues and forks are under-captured in the later part of this window. GH Archive progressively stopped capturing non-push events during 2026 — −95% or worse by the end of the window. Every series here except Pushes fades for that reason, so a decline above reflects the archive, not this repository. Pushes stay reliable throughout, so read them, and the contributor counts derived from them, as the real signal. Data health has the measurements.
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| mateomolinaro1 | 17 | 17 | 0 | 0 |
| Trisdata | 10 | 10 | 0 | 0 |
| enzomontariol | 4 | 4 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
No issue or PR events — this repo's activity is pushes only.
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 0 stars here means stars gained during the window, not the repo's star count.