analyzer
zipline
Our great sponsors
analyzer | zipline | |
---|---|---|
1 | 14 | |
205 | 17,060 | |
- | 0.8% | |
10.0 | 0.0 | |
over 8 years ago | 3 months ago | |
Python | Python | |
GNU General Public License v3.0 or later | 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.
analyzer
-
Best Backtesting Libraries (Python)
analyzer – Python framework for real-time financial and backtesting trading strategies
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?
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
backtrader - Python Backtesting library for trading strategies
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
pyfolio - Portfolio and risk analytics in Python
pyalgotrade - Python Algorithmic Trading Library
bt - bt - flexible backtesting for Python
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
trade
quantstats - Portfolio analytics for quants, written in Python
algobroker - Algo execution engine
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.