Popular GitHub Repositories for Drawdown

Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown

Python-based ARIMA trading strategy tool for SPY (S&P 500 ETF) with Auto-ARIMA tuning, confidence-based signals, and multi-source data (Yahoo, FRED, Alpha Vantage). Includes full backtesting with realistic costs and detailed performance metrics like Sharpe Ratio and Max Drawdown.