Quant-Development

Some trading algos I made to backtest for fun on QuantConnect

CVDDivergenceAlgorithm

Based on the "CVD Divergence Oscilator" indicator on TradingView with additional filters. Trades MES/ES exclusively

Terrible but fun project

Sharpe Ratio: 0.281 💀

Backtest:

Name		Name	Last commit message	Last commit date
CVDDivergenceAlgorithm		CVDDivergenceAlgorithm
EarningsAlgorithm		EarningsAlgorithm
IB-POC-Mean-Reversion-Strategy		IB-POC-Mean-Reversion-Strategy
images		images
.gitignore		.gitignore
README.md		README.md
lean.json		lean.json