<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Quantitative-Trading on Noureddine RAMDI</title><link>https://ramdi.fr/tags/quantitative-trading/</link><description>Recent content in Quantitative-Trading on Noureddine RAMDI</description><generator>Hugo</generator><language>en</language><lastBuildDate>Sat, 23 May 2026 20:41:27 +0000</lastBuildDate><atom:link href="https://ramdi.fr/tags/quantitative-trading/index.xml" rel="self" type="application/rss+xml"/><item><title>QSTrader: a modular, schedule-driven Python framework for systematic equity backtesting</title><link>https://ramdi.fr/github-stars/qstrader-a-modular-schedule-driven-python-framework-for-systematic-equity-backtesting/</link><pubDate>Sat, 23 May 2026 20:41:14 +0000</pubDate><guid>https://ramdi.fr/github-stars/qstrader-a-modular-schedule-driven-python-framework-for-systematic-equity-backtesting/</guid><description>QSTrader offers a modular Python backtesting framework for long-short equity strategies using daily OHLC data and calendar-driven rebalancing. Its clean separation of signal, portfolio, and execution components stands out.</description></item><item><title>A curated gateway to machine learning resources for quantitative trading</title><link>https://ramdi.fr/github-stars/a-curated-gateway-to-machine-learning-resources-for-quantitative-trading/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/a-curated-gateway-to-machine-learning-resources-for-quantitative-trading/</guid><description>A curated GitHub repo consolidates 200+ quality resources for quantitative and ML-driven algorithmic trading, bridging academic research and practical strategies.</description></item><item><title>FinRL-Trading: modular, weight-centric quantitative trading with deployment-consistent backtesting and DRL portfolio allocation</title><link>https://ramdi.fr/github-stars/finrl-trading-modular-weight-centric-quantitative-trading-with-deployment-consistent-backtesting-and-drl-portfolio-allocation/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/finrl-trading-modular-weight-centric-quantitative-trading-with-deployment-consistent-backtesting-and-drl-portfolio-allocation/</guid><description>FinRL-Trading offers a modular Python framework for quantitative trading focused on a weight-centric architecture unifying backtesting and live execution, with classical and DRL portfolio methods.</description></item><item><title>QuantDinger: a self-hosted AI-assisted quant trading platform with strong safety controls</title><link>https://ramdi.fr/github-stars/quantdinger-a-self-hosted-ai-assisted-quant-trading-platform-with-strong-safety-controls/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/quantdinger-a-self-hosted-ai-assisted-quant-trading-platform-with-strong-safety-controls/</guid><description>QuantDinger unifies AI-assisted research, Python strategy development, backtesting, and live trading in a self-hosted platform with scoped AI agent tokens and strict safety defaults.</description></item><item><title>rust-trade: a high-performance Rust-based quantitative crypto trading system with multi-level caching</title><link>https://ramdi.fr/github-stars/rust-trade-a-high-performance-rust-based-quantitative-crypto-trading-system-with-multi-level-caching/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/rust-trade-a-high-performance-rust-based-quantitative-crypto-trading-system-with-multi-level-caching/</guid><description>rust-trade is a Rust quantitative crypto trading system combining real-time data collection, backtesting, and a Tauri desktop app. Its multi-level caching achieves ~390µs insert latency and ~13ms batch processing.</description></item><item><title>TradeMaster: A rigorous reinforcement learning platform for quantitative trading research</title><link>https://ramdi.fr/github-stars/trademaster-a-rigorous-reinforcement-learning-platform-for-quantitative-trading-research/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/trademaster-a-rigorous-reinforcement-learning-platform-for-quantitative-trading-research/</guid><description>TradeMaster offers a full pipeline for RL-based quantitative trading with 13+ algorithms and a rigorous 6-axis, 17-measure evaluation framework across multiple asset classes and trading tasks.</description></item></channel></rss>