---
title: Python Trading Strategies
url: https://www.ml-quant.com/papers/ssrn/4894363/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4894363
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894363
featured: 2024-07-17
citations: unknown
topic: Trading, Microstructure & Execution
---


# Python Trading Strategies

The author appreciates Kakushadze and Serur for their 151 trading strategies and shares a Python version of these strategies on Github.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4894363
- Identifier: SSRN 4894363
- Released: 2024-07-13
- First featured: Quant Letter No. 57 (2024-07-17): https://www.ml-quant.com/issues/2024-07-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

## Related

- [FAST: Efficient Action Tokenization for Vision-Language-Action Models](https://www.ml-quant.com/papers/arxiv/2501.09747/): A new tokenization scheme, Frequency-space Action Sequence Tokenization (FAST), has been proposed for robot actions, facilitating the training of vision-language action policies for complex and high-frequency tasks.
- [Deep Reinforcement Learning for Active High Frequency Trading](https://www.ml-quant.com/papers/arxiv/2101.07107/): A new Deep Reinforcement Learning framework has been developed for high frequency stock trading, showing potential for profitable long-term strategies.
- [Nash equilibrium between brokers and traders](https://www.ml-quant.com/papers/arxiv/2407.10561/): The research investigates the trading strategies equilibrium between a broker and her clients using a system of stochastic differential equations.
- [Unwinding Toxic Flow with Partial Information](https://www.ml-quant.com/papers/arxiv/2407.04510/): A model is proposed that maximizes daily trading profit and minimizes end-of-day inventory penalization, using a partially observable stochastic control problem to manage unobserved toxicity in client orders.
- [The Negative Drift of a Limit Order Fill](https://www.ml-quant.com/papers/arxiv/2407.16527/): The research identifies a negative drift in market making models, particularly in limit order fills, using the 10 Year US Treasury Bond futures for empirical simulation.
- [Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions](https://www.ml-quant.com/papers/arxiv/2407.13547/): The study expands the optimal investment framework in a market with transaction costs and search frictions, introducing a new asymptotic framework for small costs and frictions.
