Small market simulator that executes market orders upon historic market data and estimates performance of the selected strategy.
The software utilizes QSTK Library.
QSTK Copyright:
- The QuantSoftware ToolKit (QSTK) is released under the New BSD License as follows: Copyright (c) 2011, 2012, Georgia Tech Research Corporation (GTRC) All rights reserved.
QSTK Dependencies
- numpy >= 1.6.1,
- scipy >= 0.9.0,
- matplotlib >= 1.1.0,
- pandas >= 0.7.3,
- python-dateutil==1.5,
- cvxopt >= 1.1.3,
- scikit-learn >= 0.11
QSTK Authors