Open Source Hedge Fund

[Jacques Joubert]

My current idea is to put together an open source hedge fund (OSHF) project where the community can come together to build and learn from each other. (I am a professional in the HF space)

I started by hiring a couple of graduates for the June holiday to create the skeleton for the project going forward.

The initial framework for the OSHF:
# Is focused on quantitative strategies
# Initial strategy is an institutional grade momentum strategy
# Contains at a minimum the following focus points:

1. Fully automated trading system. (From signal generation to execution)
2. An alpha model
3. A market timing model
4. Portfolio Optimization
5. Risk Management
6. Full documentation of the entire operations and strategy

I would like to please reach out to the QuantNet community for further ideas and contributions.

One of the aspects I am interested in is exploring market timing models.

Link to the OSHF Project

Kind regards
Jacques Joubert

 

[ExSan]

I have bookmarked your link
cheers
xsn

 

[Jacques Joubert]

Thank you ExSan.

I look forward to hearing from you.

 

[Ali_MFE]

Hi Jacques,

Are you still working on any open source projects? I am a UC Berkeley MFE looking to collaborate