CodeMarketLabs
A complete 20-year backtest of Turtle System 2 across 26 diversified futures markets — currencies, rates, energies, metals, grains, softs, and livestock. We analyze the system's performance from 2006 to 2026, expose its weaknesses (6 years of stagnation, low Sharpe in bull markets), and introduce the Turtle Overlay: a portfolio construction approach that combines a 75% SPX / 25% Cash base with the Turtle's uncorrelated P&L on top. Full Python implementation included, downloadable Jupyter Notebook.
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quantkit is a Python library for quantitative analysts and derivatives traders. It covers the full pricing stack — seven stochastic models calibrated via FFT on real options surfaces, a complete Black-Scholes Greeks engine, multi-leg portfolio management with interactive dashboards, and a rates toolkit spanning Nelson-Siegel, Hull-White, and Vasicek models.
marketconnect-exec is a Python library for quant traders and portfolio managers. It provides a unified interface to Deribit and Interactive Brokers — covering order management, positions, account data, market data, and derivatives analytics through a single, consistent API.
equity-curve is a Python library for quantitative analysts and portfolio managers. It covers the full strategy analysis pipeline — from raw NAV data to interactive dashboards — with 30+ risk metrics, econometric tests, and Plotly visualisations.