# je-suis-tm/quant-trading architecture

> Architecture diagram of the GitHub repository je-suis-tm/quant-trading, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-09-28). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/je-suis-tm/quant-trading
- Repository: https://github.com/je-suis-tm/quant-trading

## Overview

Quant-trading is a collection of independent historical trading backtests, quantitative-finance analyses, and commodity/agriculture projects—not a shared trading service. The main user workflow is to run a script, obtain historical or downloaded market data, calculate strategy signals or model estimates, and inspect backtest results or visualizations. The graph keeps independent strategies separate and includes documented capabilities whose individual implementations were not sampled. Edges are limited to sampled data reads and explicit calls; unsampled project wiring is left out.

Main entry points: [`VIX Calculator.py`](https://github.com/je-suis-tm/quant-trading/blob/master/VIX%20Calculator.py) (VIX calculator), [`Oil Money project/oil production`](https://github.com/je-suis-tm/quant-trading/tree/master/Oil%20Money%20project/oil%20production) (Oil production maps), [`Monte Carlo project/Monte Carlo backtest.py`](https://github.com/je-suis-tm/quant-trading/blob/master/Monte%20Carlo%20project/Monte%20Carlo%20backtest.py) (Monte Carlo backtest), [`Smart Farmers project/cleanse data.py`](https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/cleanse%20data.py) (Farm data cleansing)

## Diagram (Mermaid)

```mermaid
flowchart TD

subgraph group_technical["Technical strategies"]
  node_macd["MACD backtest"]
  node_pair["Pair trading"]
  node_heikin["Heikin-Ashi"]
  node_london["London breakout"]
  node_dual["Dual Thrust"]
  node_awesome["Awesome Oscillator"]
  node_bollinger["Bollinger patterns"]
  node_parabolic["Parabolic SAR"]
  node_rsi["RSI patterns"]
  node_shooting["Shooting Star"]
end

subgraph group_projects["Quant projects"]
  node_monte["Monte Carlo backtest"]
  node_farmclean["Farm data cleansing<br/>[cleanse data.py]"]
  node_farmestimate["Demand estimation<br/>[estimate demand.py]"]
  node_farmforecast["Production forecast<br/>[forecast.py]"]
end

subgraph group_commodities["Commodity analysis"]
  node_oiltrade["Oil Money backtest"]
  node_oilmodels["Petrocurrency models"]
  node_oilproduction["Oil production maps"]
  node_oreproduction["Iron ore map"]
end

subgraph group_options["Options and risk"]
  node_vix["VIX calculator<br/>[VIX Calculator.py]"]
  node_straddle["Options straddle"]
end

node_user(("Researcher"))
node_yahoo["Yahoo Finance"]
node_henrydata["Henry Hub options data"]
node_holidays["CME holidays<br/>[cme holidays.csv]"]
node_rates["Treasury rates"]
node_brentdata["Brent-NOK data"]
node_oilcurve["Oil cost curve"]
node_choropleth["Oil production map"]
node_bubbledata["Iron ore production data"]
node_farmdata["Agriculture datasets"]

node_user -->|"runs"| node_macd
node_user -->|"runs"| node_pair
node_user -->|"runs"| node_heikin
node_user -->|"runs"| node_london
node_user -->|"runs"| node_dual
node_user -->|"runs"| node_awesome
node_user -->|"runs"| node_bollinger
node_user -->|"runs"| node_parabolic
node_user -->|"runs"| node_rsi
node_user -->|"runs"| node_shooting
node_user -->|"runs"| node_monte
node_user -->|"runs"| node_oiltrade
node_user -->|"runs"| node_oilmodels
node_user -->|"runs"| node_oilproduction
node_user -->|"runs"| node_oreproduction
node_user -->|"runs"| node_farmclean
node_user -->|"runs"| node_farmestimate
node_user -->|"runs"| node_farmforecast
node_user -->|"runs"| node_vix
node_user -->|"runs"| node_straddle
node_monte -->|"downloads prices"| node_yahoo
node_oiltrade -->|"reads"| node_brentdata
node_oilmodels -->|"analyzes"| node_brentdata
node_oilcurve -->|"renders"| node_oilproduction
node_choropleth -->|"renders"| node_oilproduction
node_oreproduction -->|"reads"| node_bubbledata
node_farmclean -->|"cleans"| node_farmdata
node_vix -->|"reads"| node_henrydata
node_vix -->|"reads"| node_holidays
node_vix -->|"reads"| node_rates

click node_macd "https://github.com/je-suis-tm/quant-trading/blob/master/MACD%20Oscillator%20backtest.py"
click node_pair "https://github.com/je-suis-tm/quant-trading/blob/master/Pair%20trading%20backtest.py"
click node_heikin "https://github.com/je-suis-tm/quant-trading/blob/master/Heikin-Ashi%20backtest.py"
click node_london "https://github.com/je-suis-tm/quant-trading/blob/master/London%20Breakout%20backtest.py"
click node_dual "https://github.com/je-suis-tm/quant-trading/blob/master/Dual%20Thrust%20backtest.py"
click node_awesome "https://github.com/je-suis-tm/quant-trading/blob/master/Awesome%20Oscillator%20backtest.py"
click node_bollinger "https://github.com/je-suis-tm/quant-trading/blob/master/Bollinger%20Bands%20Pattern%20Recognition%20backtest.py"
click node_parabolic "https://github.com/je-suis-tm/quant-trading/blob/master/Parabolic%20SAR%20backtest.py"
click node_rsi "https://github.com/je-suis-tm/quant-trading/blob/master/RSI%20Pattern%20Recognition%20backtest.py"
click node_shooting "https://github.com/je-suis-tm/quant-trading/blob/master/Shooting%20Star%20backtest.py"
click node_monte "https://github.com/je-suis-tm/quant-trading/blob/master/Monte%20Carlo%20project/Monte%20Carlo%20backtest.py"
click node_oiltrade "https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/Oil%20Money%20Trading%20backtest.py"
click node_oilmodels "https://github.com/je-suis-tm/quant-trading/tree/master/Oil%20Money%20project"
click node_oilproduction "https://github.com/je-suis-tm/quant-trading/tree/master/Oil%20Money%20project/oil%20production"
click node_oreproduction "https://github.com/je-suis-tm/quant-trading/blob/master/Ore%20Money%20project/iron%20ore%20production/iron%20ore%20production%20bubble%20map.py"
click node_farmclean "https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/cleanse%20data.py"
click node_farmestimate "https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/estimate%20demand.py"
click node_farmforecast "https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/forecast.py"
click node_vix "https://github.com/je-suis-tm/quant-trading/blob/master/VIX%20Calculator.py"
click node_straddle "https://github.com/je-suis-tm/quant-trading/blob/master/Options%20Straddle%20backtest.py"
click node_henrydata "https://github.com/je-suis-tm/quant-trading/blob/master/data/henry%20hub%20european%20options.csv"
click node_holidays "https://github.com/je-suis-tm/quant-trading/blob/master/data/cme%20holidays.csv"
click node_rates "https://github.com/je-suis-tm/quant-trading/blob/master/data/treasury%20yield%20curve%20rates.csv"
click node_brentdata "https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/data/brent%20crude%20nokjpy.csv"
click node_oilcurve "https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/oil%20production/oil%20production%20cost%20curve.py"
click node_choropleth "https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/oil%20production/oil%20production%20choropleth.py"
click node_bubbledata "https://github.com/je-suis-tm/quant-trading/blob/master/Ore%20Money%20project/iron%20ore%20production/iron%20ore%20production%20bubble%20map.csv"
click node_farmdata "https://github.com/je-suis-tm/quant-trading/tree/master/Smart%20Farmers%20project/data"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_macd,node_pair,node_heikin,node_london,node_dual,node_awesome,node_bollinger,node_parabolic,node_rsi,node_shooting toneBlue
class node_monte,node_farmclean,node_farmestimate,node_farmforecast toneAmber
class node_oiltrade,node_oilmodels,node_oilproduction,node_oreproduction toneMint
class node_vix,node_straddle toneRose
class node_user,node_yahoo toneIndigo
class node_henrydata,node_holidays,node_rates,node_brentdata,node_oilcurve,node_choropleth,node_bubbledata,node_farmdata toneTeal
```

## Components

### Technical strategies

- [MACD backtest](https://github.com/je-suis-tm/quant-trading/blob/master/MACD%20Oscillator%20backtest.py): `MACD Oscillator backtest.py`
- [Pair trading](https://github.com/je-suis-tm/quant-trading/blob/master/Pair%20trading%20backtest.py): `Pair trading backtest.py`
- [Heikin-Ashi](https://github.com/je-suis-tm/quant-trading/blob/master/Heikin-Ashi%20backtest.py): `Heikin-Ashi backtest.py`
- [London breakout](https://github.com/je-suis-tm/quant-trading/blob/master/London%20Breakout%20backtest.py): `London Breakout backtest.py`
- [Dual Thrust](https://github.com/je-suis-tm/quant-trading/blob/master/Dual%20Thrust%20backtest.py): `Dual Thrust backtest.py`
- [Awesome Oscillator](https://github.com/je-suis-tm/quant-trading/blob/master/Awesome%20Oscillator%20backtest.py): `Awesome Oscillator backtest.py`
- [Bollinger patterns](https://github.com/je-suis-tm/quant-trading/blob/master/Bollinger%20Bands%20Pattern%20Recognition%20backtest.py): `Bollinger Bands Pattern Recognition backtest.py`
- [Parabolic SAR](https://github.com/je-suis-tm/quant-trading/blob/master/Parabolic%20SAR%20backtest.py): `Parabolic SAR backtest.py`
- [RSI patterns](https://github.com/je-suis-tm/quant-trading/blob/master/RSI%20Pattern%20Recognition%20backtest.py): `RSI Pattern Recognition backtest.py`
- [Shooting Star](https://github.com/je-suis-tm/quant-trading/blob/master/Shooting%20Star%20backtest.py): `Shooting Star backtest.py`

### Quant projects

- [Monte Carlo backtest](https://github.com/je-suis-tm/quant-trading/blob/master/Monte%20Carlo%20project/Monte%20Carlo%20backtest.py): `Monte Carlo project/Monte Carlo backtest.py`
- [Farm data cleansing](https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/cleanse%20data.py): `Smart Farmers project/cleanse data.py`
- [Demand estimation](https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/estimate%20demand.py): `Smart Farmers project/estimate demand.py`
- [Production forecast](https://github.com/je-suis-tm/quant-trading/blob/master/Smart%20Farmers%20project/forecast.py): `Smart Farmers project/forecast.py`

### Commodity analysis

- [Oil Money backtest](https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/Oil%20Money%20Trading%20backtest.py): `Oil Money project/Oil Money Trading backtest.py`
- [Petrocurrency models](https://github.com/je-suis-tm/quant-trading/tree/master/Oil%20Money%20project): `Oil Money project`
- [Oil production maps](https://github.com/je-suis-tm/quant-trading/tree/master/Oil%20Money%20project/oil%20production): `Oil Money project/oil production`
- [Iron ore map](https://github.com/je-suis-tm/quant-trading/blob/master/Ore%20Money%20project/iron%20ore%20production/iron%20ore%20production%20bubble%20map.py): `Ore Money project/iron ore production/iron ore production bubble map.py`

### Options and risk

- [VIX calculator](https://github.com/je-suis-tm/quant-trading/blob/master/VIX%20Calculator.py): `VIX Calculator.py`
- [Options straddle](https://github.com/je-suis-tm/quant-trading/blob/master/Options%20Straddle%20backtest.py): `Options Straddle backtest.py`

### Other components

- **Researcher**
- **Yahoo Finance**
- [Henry Hub options data](https://github.com/je-suis-tm/quant-trading/blob/master/data/henry%20hub%20european%20options.csv): `data/henry hub european options.csv`
- [CME holidays](https://github.com/je-suis-tm/quant-trading/blob/master/data/cme%20holidays.csv): `data/cme holidays.csv`
- [Treasury rates](https://github.com/je-suis-tm/quant-trading/blob/master/data/treasury%20yield%20curve%20rates.csv): `data/treasury yield curve rates.csv`
- [Brent-NOK data](https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/data/brent%20crude%20nokjpy.csv): `Oil Money project/data/brent crude nokjpy.csv`
- [Oil cost curve](https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/oil%20production/oil%20production%20cost%20curve.py): `Oil Money project/oil production/oil production cost curve.py`
- [Oil production map](https://github.com/je-suis-tm/quant-trading/blob/master/Oil%20Money%20project/oil%20production/oil%20production%20choropleth.py): `Oil Money project/oil production/oil production choropleth.py`
- [Iron ore production data](https://github.com/je-suis-tm/quant-trading/blob/master/Ore%20Money%20project/iron%20ore%20production/iron%20ore%20production%20bubble%20map.csv): `Ore Money project/iron ore production/iron ore production bubble map.csv`
- [Agriculture datasets](https://github.com/je-suis-tm/quant-trading/tree/master/Smart%20Farmers%20project/data): `Smart Farmers project/data`

## Connections

- Researcher → MACD backtest: runs
- Researcher → Pair trading: runs
- Researcher → Heikin-Ashi: runs
- Researcher → London breakout: runs
- Researcher → Dual Thrust: runs
- Researcher → Awesome Oscillator: runs
- Researcher → Bollinger patterns: runs
- Researcher → Parabolic SAR: runs
- Researcher → RSI patterns: runs
- Researcher → Shooting Star: runs
- Researcher → Monte Carlo backtest: runs
- Researcher → Oil Money backtest: runs
- Researcher → Petrocurrency models: runs
- Researcher → Oil production maps: runs
- Researcher → Iron ore map: runs
- Researcher → Farm data cleansing: runs
- Researcher → Demand estimation: runs
- Researcher → Production forecast: runs
- Researcher → VIX calculator: runs
- Researcher → Options straddle: runs
- Monte Carlo backtest → Yahoo Finance: downloads prices
- Oil Money backtest → Brent-NOK data: reads
- Petrocurrency models → Brent-NOK data: analyzes
- Oil cost curve → Oil production maps: renders
- Oil production map → Oil production maps: renders
- Iron ore map → Iron ore production data: reads
- Farm data cleansing → Agriculture datasets: cleans
- VIX calculator → Henry Hub options data: reads
- VIX calculator → CME holidays: reads
- VIX calculator → Treasury rates: reads