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.

finance

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46 Stars

14 Forks

2 Watchers

Python Language

95.2 SrcLog Score

Cost to Build

$807

Market Value

$1.3K

How is this calculated?

Growth over time

8 data points · 2026-04-08 → 2026-10-18

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What is the amstrdm/mlm-trend-following GitHub project? Description: "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.". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone mlm-trend-following

Clone via HTTPS

git clone https://github.com/amstrdm/mlm-trend-following.git

Clone via SSH

[email protected]:amstrdm/mlm-trend-following.git

Download ZIP

Download main.zip

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