A very interesting project to check out for anyone exploring systematic trend following and momentum in futures. It builds heavily on Robert Carver’s work, but with some different implementation choices. What I particularly like is the dashboard. It makes a complex portfolio easier to follow, showing orders, daily P&L drawdowns etc. There is also an ongoing paper trading run, with daily updates published to GitHub. So you can study the implementation and follow how the portfolio behaves as new data arrives. Worth exploring for ideas, even if your own approach is different. github.com/Lucas-Joly-GH/tre…