fredapi
zipline
fredapi | zipline | |
---|---|---|
58 | 14 | |
855 | 17,097 | |
- | 0.6% | |
1.2 | 0.0 | |
6 days ago | 3 months ago | |
Python | Python | |
Apache License 2.0 | Apache License 2.0 |
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.
fredapi
zipline
- Ask HN: How to Get into Quantitative Trading?
-
Open source backtesting software
https://github.com/quantopian/zipline (event-driven)
-
10 FinTech APIs every Indian developer should bookmark
Zipline by Quantopian: An Open-Source tool for algorithmic trading. It is a platform for developing and testing quantitative trading strategies using Python.
-
Backtesting Engine Design Primers
For personal use only. I'm currently looking at QuantConnect's LEAN and Quantopian's Zipline (which hasn't seen any updates since 2020, presumably because Quantopian was dissolved).
-
[D] Doing my (bachelor) thesis on RL. Which topic do you like best?
(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.
-
Best Backtesting Libraries (Python)
zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.
-
How to statistically compare the performance of two strategies?
I found two opensource tools 1. .https://github.com/quantopian/zipline Quantopian 2. https://analyzingalpha.com/backtrader-backtesting-trading-strategies backtrader
- Formula for slippage?
- Online Portfolio Selection - Research paper implementation and backtest
-
Best Backtesting software?
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.
What are some alternatives?
pandas-datareader - Extract data from a wide range of Internet sources into a pandas DataFrame.
backtrader - Python Backtesting library for trading strategies
socios-brasil - Captura os dados de sócios das empresas brasileiras na Receita Federal e exporta para um formato legível por humanos
pyfolio - Portfolio and risk analytics in Python
GamestonkTerminal - Investment Research for Everyone, Everywhere. [Moved to: https://github.com/OpenBB-finance/OpenBBTerminal]
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
akshare - AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
dash - Data Apps & Dashboards for Python. No JavaScript Required.
quantstats - Portfolio analytics for quants, written in Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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.