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Tracking mentions began in Dec 2020.
Are there any ready solutions for backtesting portfolio with daily or more frequent rebalancing?
4 projects | reddit.com/r/algotrading | 3 Nov 2021
There is, but you need to learn to code in python. Bt and PyPortfolioOpt are the tools for this.
What are some alternatives?
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
bt - bt - flexible backtesting for Python
mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
DCF - Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
okama - Investment portfolio and stocks analyzing tools for Python with free historical data
universal-portfolios - Collection of algorithms for online portfolio selection
FinanceExamplesPy - Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir). [Moved to: https://github.com/mrtkp9993/QuantitaveFinanceExamplesPy]
qlib - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
Statmetrics-Android - Mobile App Solution for Portfolio Analytics and Investment Management
AlgorithmicTrading - This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
gs-quant - Python toolkit for quantitative finance
alphalens - Performance analysis of predictive (alpha) stock factors