amstrdm/mlm-trend-following

Automated Python implementation of a Mount Lucas Management (MLM) style trend-following strategy for futures using the IBKR API (ib_insync). Calculates 200-day MA signals on Continuous Futures, filters trades by volatility, and executes on front-month contracts.

语言：Python · GitHub 星标：48 · Fork：14

话题：finance · ibkr · ibkr-api · quantitative-finance · trading · trend-following

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