8000
Skip to content
#

qqq

Here are 14 public repositories matching this topic...

Backtest framework for a QQQ LEAPS Call infinite-roll strategy. Buys gap-down entries, harvests at target delta, force-rolls at 300 DTE. Supports BSM & Merton Jump-Diffusion pricing, real QQQ CSV data, delta sensitivity sweep, and full bilingual trade reports.

  • Updated Apr 21, 2026
  • Python

A quantitative backtest framework comparing 5 strategies (BuyHold QQQ / Timing QQQ / Timing QLD / Timing TQQQ / Combo 60-30-10) using QQQ SMA200 as market regime signal with dip-based DCA entry. 基于QQQ SMA200牛熊择时,对比五种策略(买入持有/QQQ择时/QLD择时/TQQQ择时/60-30-10混合组合)的量化回测框架,支持分批回调建仓。

  • Updated Apr 20, 2026
  • Python

Independent replication of the 5-minute Opening Range Breakout on QQQ (Zarattini & Aziz 2023, SSRN 4416622), stress-tested for execution costs. Break-even at ~2.2¢/share slippage; NQ confirmation filter significant per-trade (t=2.05) but 76% of its PnL is 2022 alone. Placebo control + bootstrap CIs.

  • Updated Jul 27, 2026
  • Python

Improve this page

Add a description, image, and links to the qqq topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the qqq topic, visit your repo's landing page and select "manage topics."

Learn more

0