🔎 📈 🐍 💰 Backtest trading strategies in Python.
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Updated
Mar 28, 2024 - Python
🔎 📈 🐍 💰 Backtest trading strategies in Python.
A nimble options backtesting library for Python
Open-source Rust framework for building event-driven live-trading & backtesting systems
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
event-driven backtesting framework written in golang
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
A股回测框架, 模拟实盘账户交易, 适合编写T+0策略
Backtesting toolbox for trading strategies
High-frequency statistical arbitrage
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
backtrader documentation
A personal automated trading system
Fcore Is an AI Framework for Financial Markets Analysis (Active Development).
A fast and simple backtest implementation for algorithmic trading in golang
Backtest and run stock trading CFD strategies tick by tick
Trading strategy backtesting framework with focus on position adjustment in a session scope.
A Backtest or Trading Framework with C++
A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.
a backtesting framework written in golang 2 years ago (no longer maintain)
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
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