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Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calculating metrics, backtest and generating trading configurations.

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QuantsLab

QuantsLab is a Python project designed for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calculating metrics, backtesting, and generating trading configurations.

Data Sources

  • CLOB (Central Limit Order Book)

    • Last Traded Price
    • Current Order Book
    • Historical Candles
    • Historical Trades
    • Trading Rules
    • Funding Info
  • AMM (Automated Market Maker)

    • Last Traded Price
    • Current Liquidity
    • Pool Stats
      • Fees Collected
      • Volume (24h)
    • Historical Trades
  • GeckoTerminal

    • Networks
    • Dexes by Network
    • Top Pools by Network
    • Top Pools by Network Dex
    • Top Pools by Network Token
    • New Pools by Network
    • New Pools (All Networks)
    • OHLCV
  • CoinGecko

    • Top Tokens Stats
    • Top Exchange Stats
    • Market Stats by Token
    • Market Stats by Exchange
  • Spice (DuneAnalytics)

    • Queries

Modules

  • Labeling

    • Triple Barrier Method
  • Backtesting

  • Optimization

  • Visualization

    • OHLC
    • Order Book
    • Backtesting Report
  • Features

    • Signals

About

Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calculating metrics, backtest and generating trading configurations.

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