mattitude8861.gumroad.com
Show HN: Three backtested quant strategies as Jupyter notebookshttps://mattitude8861.gumroad.com/l/QuantStrategyTemplatesBundleI've spent a few years building quant strategies and most of the work isn't the math — it's the plumbing: getting clean data, structuring the backtest so it doesn't look at the future, generating a readable tearsheet. I packaged three of my working strategies as self-contained notebooks so someone can go from zero to a proper backtest in an afternoon.The three strategies:1. Funding Rate Carry — Goes long assets with consistently negative funding (market paying you to hold) while hedging directional exposure with a small short on a correlated index. Data from Binance public API, no account needed.2. Momentum + Regime — Standard cross-sectional momentum with a regime filter. The regime filter uses a hidden Markov model to identify high/low volatility regimes and sizes positions down during risk-off states. This cuts most of the drawdown that raw momentum has during trend reversals.3. Vol Mean Reversion — Trades the VIX term structure spread (VIX3M/VIX ratio) against realized vol. Core idApr 14, 2026 8:59 PM
