PyThalesians
bt
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PyThalesians | bt | |
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1 | 5 | |
3,355 | 2,010 | |
1.4% | - | |
4.3 | 5.7 | |
24 days ago | 22 days ago | |
Python | Python | |
Apache License 2.0 | MIT License |
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PyThalesians
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Best Backtesting Libraries (Python)
finmarketpy – finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strategies using a simple to use API, which has pre-built templates for you to define backtest.
bt
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Best Backtesting Libraries (Python)
bt – bt is a flexible backtesting framework for Python used to test quantitative trading strategies.
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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?
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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?
zipline - Zipline, a Pythonic Algorithmic Trading Library
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pyfolio - Portfolio and risk analytics in Python
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
Pyqiwi - Python client for QIWI payment system
pyalgotrade - Python Algorithmic Trading Library
Tax-Calculator - USA Federal Individual Income and Payroll Tax Microsimulation Model
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Beancount DKB - Beancount Importers for DKB (Deutsche Kredit Bank) CSV Exports
Yahooquery - Python wrapper for an unofficial Yahoo Finance API
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast