WIP — XAUUSD (Gold) automated-trading research, in the open. MQL5 (public) + Python/NautilusTrader (private). Studied thousands of bots first. No signals, no profit claims — just the engineering.
Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forward optimization, analytics, portfolio-of-strategies backtesting, and portfolio weight optimization.
Open-source grid trading bot (live + testnet) with Django dashboard, Nautilus Trader backend, dynamic grids, risk controls & real-time monitoring.
Community Gate.io adapter for NautilusTrader — market data and execution over REST and WebSocket. Independent project, not affiliated with, endorsed by, or supported by Nautech Systems Pty Ltd.
Cross-asset momentum & trend-following on NautilusTrader: +78% full-cycle at 2x, walk-forward and net of IBKR fees, through the 2025 crash. Live-execution PoCs for IBKR + Lean/Alpaca.
Fyers (Indian broker) adapter for NautilusTrader — NSE/BSE live trading, execution and backtesting
NautilusTrader strategy lab with EMA/MACD/Camarilla examples, crypto backtests, funding-rate experiments, and report tooling.
Async OKX quant stack: SDK + NautilusTrader adapter + 10 strategies + factor research lab + layered risk + monitor + backtest
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