Search Results for "sharpe"

Barter is an open-source, Rust-based ecosystem of libraries for building high-performance, event-driven algorithmic trading systems—covering live trading, paper trading, and backtesting. It is designed for safety, speed, and flexibility in quantitative finance workflows. Use mock MarketStream or Execution components to enable back-testing on a near-identical trading system as live-trading. Centralised cache-friendly state management system with O(1) constant lookups using indexed data...

Kalshi Advanced Quantitative Trading Bot is an enterprise-grade automated trading system designed for the Kalshi event-based prediction market. Built with cutting-edge quantitative algorithms and professional risk management, it provides institutional-quality trading capabilities with user-friendly control The Kalshi Advanced Quantitative Trading Bot is a professional-grade automated trading system designed specifically for event-based markets on the Kalshi platform. This bot leverages...

SharpEnviro is a GPL (Copyleft) Windows Shell Replacement created in Delphi.

Portfolio Optimizer Software. Automatically calculates the best asset combination for a given portfolio, expected return, risk and Sharpe ratio. Performs Monte Carlo simulation of thousands of different portfolios.

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A collection of portfolio management components. Sharpe Model for selection of an initial portfolio is already implemented. A genetic algorithms package, also written in java, is used for the search of the best portfolio variants.

Sharpe Forums is a new upcoming next generation forum application. Currently in Planning stages, the new and exciting forum software called Sharpe Forums is being developed by a small, dedicated team based world wide.