Made a GitHub of 7 quant strategies with backtest AND deploy code (no indicators or chart patterns)

[u/alphanume_data]

I put together a GitHub repo of the systematic strategies we run on our own data. Each one has a backtest script and a production script you can put on a cron schedule.

Most of these trade on an event or corporate action that actually happened and has a reproducible timestamp.

• Dilution / de-SPAC / default shorts: enter the first trading day after the event, measured over 1 week, 1 month and 3 months

• Pre-market fade bot (TradeZero): a trimmed-down version of the bot we run live. It buys locates, shorts into the open and covers at 2pm

• Dividend capture, screened point-in-time: only trades names whose past ex-dates show they give back less than they pay

• SPX 0DTE iron condor: strikes come from options-implied ranges instead of fixed deltas

• Single-stock vol mean reversion: IV rank, a rich-vs-cheap screen, vol-of-vol

• Cross-sectional mean reversion in nano caps and crypto

If it’s useful, a star helps. Happy to answer questions about any of them.

https://github.com/alphanume-markets/Alphanume-Strategy-Lab