MK27MK/orb_paper_reproduction

Reproduction of the Opening Range Breakout (ORB) strategy on the full U.S. stock universe.

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backtesting day-trading-strategy opening-range-breakout polars python quantitative-finance research stock-market trading-strategy-simulation us-equities

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1 Open Issue Need Help Last updated: Sep 10, 2026

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Add download scripts to allow downloading the required universe easily. 12 days ago

enhancement good first issue

MK27MK/orb_paper_reproduction

Reproduction of the Opening Range Breakout (ORB) strategy on the full U.S. stock universe.

Jupyter Notebook

#backtesting#day-trading-strategy#opening-range-breakout#polars#python#quantitative-finance#research#stock-market#trading-strategy-simulation#us-equities