DCF
zipline
| DCF | zipline | |
|---|---|---|
| 1 | 14 | |
| 351 | 17,072 | |
| - | 0.4% | |
| 4.4 | 0.0 | |
| 9 months ago | 3 months ago | |
| Python | Python | |
| - | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
DCF
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Python models for Business valuation (DCF) method
When you say you can’t find “the app”, what are you looking for? Here is a Python library that is relevant: https://github.com/halessi/DCF
zipline
- Ask HN: How to Get into Quantitative Trading?
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Open source backtesting software
https://github.com/quantopian/zipline (event-driven)
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10 FinTech APIs every Indian developer should bookmark
Zipline by Quantopian: An Open-Source tool for algorithmic trading. It is a platform for developing and testing quantitative trading strategies using Python.
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Backtesting Engine Design Primers
For personal use only. I'm currently looking at QuantConnect's LEAN and Quantopian's Zipline (which hasn't seen any updates since 2020, presumably because Quantopian was dissolved).
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[D] Doing my (bachelor) thesis on RL. Which topic do you like best?
(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.
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Best Backtesting Libraries (Python)
zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.
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How to statistically compare the performance of two strategies?
I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader
- Formula for slippage?
- Online Portfolio Selection - Research paper implementation and backtest
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Best Backtesting software?
Some of the notable libraries in Python are backtesting.py, bt and zipline. Personally I like bt the most, as its tree model makes the most intuitive sense.
What are some alternatives?
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
backtrader - Python Backtesting library for trading strategies
degiro-trading-tracker - Simplified tracking of your investments
pyfolio - Portfolio and risk analytics in Python
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
dcf-basic - Basic DCF model to quickly value public companies.
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
dash - Data Apps & Dashboards for Python. No JavaScript Required.
quantstats - Portfolio analytics for quants, written in Python
Business-Valuation-with-Discounted-Cash-Flow-In-Python - Stocks and Assets Valuation via Discounted Cash Flow with Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.