|14 days ago||3 months ago|
|GNU General Public License v3.0 only||Apache License 2.0|
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CGT Initial Period End Date Today
I made a small tool exactly for that (it's free and open source) https://github.com/pviotti/degiro-bookkeeper it parses the account statement and outputs some figures
the FIFO and 4 weeks rule are not yet implemented (mostly because they don't matter that much to my trading strategy, I was trying to have something useful for all Degiro users, not just Irish ones. See this issue for more info). It's not totally trivial to implement (there are edge cases, and the account statement itself is messy..), so more than happy to collaborate on this.
you can download the executable from the release page. Then you run it (as described in the readme) on the command-line shell of your operating systems (on Windows it would be cmd or PowerShell).
Total P/L calculation - How to calculate manually
1 project | reddit.com/r/DEGIRO | 21 Nov 2021
I created a small open source command line tool to work out realised profits: https://github.com/pviotti/degiro-bookkeeper
DEGIRO CGT Calculation Excel
1 project | reddit.com/r/irishpersonalfinance | 5 Oct 2021
I've written a command line application that outputs CGT-related figures given Degiro account statement in CSV format. It's open source and cross platform. https://github.com/pviotti/degiro-bookkeeper
How to statistically compare the performance of two strategies?
1 project | reddit.com/r/algotrading | 4 Aug 2021
I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader
Formula for slippage?
1 project | reddit.com/r/algotrading | 16 Jul 2021
Online Portfolio Selection - Research paper implementation and backtest
1 project | reddit.com/r/algotrading | 1 Jul 2021
Best Backtesting software?
1 project | reddit.com/r/algotrading | 4 May 2021
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.
Custom forex backtester
4 projects | reddit.com/r/algotrading | 21 Mar 2021
However if you need to take into account more market effects, I suggest that you look into zipline (however the learning curve is steeper and it can be hard to implement custom ideas).
Compatibility issues while installing zipline?
1 project | reddit.com/r/algotrading | 11 Mar 2021
There is a lot more. I looked around and it looks like a compatibility issue for zipline and Python 3.8.
Looking for active python backtesting framework
3 projects | reddit.com/r/algotrading | 9 Feb 2021
Yea I just see it has no commits since October https://github.com/quantopian/zipline
1 project | reddit.com/r/algotrading | 23 Jan 2021
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
pyfolio - Portfolio and risk analytics in Python
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
Interactive Parallel Computing with IPython - IPython Parallel: Interactive Parallel Computing in Python
bcolz - A columnar data container that can be compressed.
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.
Pandas - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
quantstats - Portfolio analytics for quants, written in Python
Yahooquery - Python wrapper for an unofficial Yahoo Finance API
PyMC - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
Tax-Calculator - USA Federal Individual Income and Payroll Tax Microsimulation Model