bt
awesome-quant
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bt | awesome-quant | |
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5 | 18 | |
1,985 | 15,555 | |
- | - | |
6.0 | 8.2 | |
about 1 month ago | 7 days ago | |
Python | Python | |
MIT License | - |
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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"
There is, but you need to learn to code in python. Bt and PyPortfolioOpt are the tools for this.
- What open source frameworks should i be considering for hobby algo trading?
awesome-quant
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RustQuant: A Library for Quantitative Finance
No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
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Hacker News top posts: Feb 22, 2022
A curated list of libraries, packages and resources for Quants\ (0 comments)
- What is the best programming language to use to create a high performance backtesting framework?
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All about ALGO TRADING [ Quantitative Analysis + Backtesting Algorithm ]
For folks who are interested in buring time with quant, refer to, https://github.com/wilsonfreitas/awesome-quant
- Are there any github repositories or other sources with old trading strategies?
- What open source frameworks should i be considering for hobby algo trading?
What are some alternatives?
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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.
backtrader - Python Backtesting library for trading strategies
uniswap-sushiswap-arbitrage-bot - Two bots written in JS that uses flashswaps and normal swaps to arbitrage Uniswap. Includes an automated demostration.
awesome-discord-communities - A curated list of awesome Discord communities for programmers
CUDA.jl - CUDA programming in Julia.
Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
WorldQuant_alpha101_code - Code implementation of the Quantigic 101 Formulaic Alphas
tdameritrade-matlab-api - TD Ameritrade API for MATLAB
pyalgotrade - Python Algorithmic Trading Library
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 [Moved to: https://github.com/akfamily/akshare]