PyPortfolioOpt
bt
Our great sponsors
| PyPortfolioOpt | bt | |
|---|---|---|
| 155 | 5 | |
| 4,113 | 2,006 | |
| - | - | |
| 5.7 | 6.0 | |
| about 1 month ago | 15 days ago | |
| Jupyter Notebook | Python | |
| MIT License | MIT License |
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.
PyPortfolioOpt
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0
-
dcapal alternatives - PyPortfolioOpt and Riskfolio-Lib
3 projects | 16 Sep 2023
- PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3706.0
bt
-
Best Backtesting Libraries (Python)
bt – bt is a flexible backtesting framework for Python used to test quantitative trading strategies.
-
Are there any ready solutions for backtesting portfolio with daily or more frequent rebalancing?
Here is link number 1 - Previous text "Bt"
- What open source frameworks should i be considering for hobby algo trading?
-
How do I run 100 algos live?
A better way would be to create a master strategy that manages 100 other strategies, each with $10 a pop. The bt backtesting framework was designed to support this. That way you can manage your portfolio from one account, but also use multiple strategies. The master strategy just handles fund allocation, and rebalancing if necessary.
What are some alternatives?
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]
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.
pyalgotrade - Python Algorithmic Trading Library
okama - Investment portfolio and stocks analyzing tools for Python with free historical data
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
universal-portfolios - Collection of algorithms for online portfolio selection
zipline - Zipline, a Pythonic Algorithmic Trading Library
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast