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Backtesting in Python, recommendations please.
3 projects | reddit.com/r/algotrading | 18 Jun 2021
https://github.com/enzoampil/fastquant -sort of a wrapper for backtrader that makes it very easy to run backtests and design trade strategies.
We haven't tracked posts mentioning gs-quant yet.
Tracking mentions began in Dec 2020.
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
market-making-backtest - algo trading backtesting on BitMEX
StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
FinanceOps - Research in investment finance with Python Notebooks
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
coda - Mina is a new cryptocurrency with a constant size blockchain, improving scaling while maintaining decentralization and security. [Moved to: https://github.com/MinaProtocol/mina]
Mad-Money-Backtesting - Backtesting recommendations from Mad Money and "The Cramer Effect/Bounce"
resistance - Pre-crisis Risk Management for Personal Finance
backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
machine-learning-for-trading - Code for Machine Learning for Algorithmic Trading, 2nd edition.
notebooks - Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.