bt
universal-portfolios
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bt | universal-portfolios | |
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5 | 3 | |
2,010 | 717 | |
- | - | |
5.7 | 5.4 | |
22 days ago | 3 months ago | |
Python | Jupyter Notebook | |
MIT License | GNU General Public License v3.0 or later |
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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"
- 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.
universal-portfolios
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Are there any ready solutions for backtesting portfolio with daily or more frequent rebalancing?
For libraries I strongly recommend checking out: https://github.com/Marigold/universal-portfolios
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How to manage an active portfolio of constantly changing stocks?
Something close to what you are looking for is Online Portfolio Selection (OLPS), which rebalances a portfolio in every period with the aim of maximising the portfolio’s expected terminal wealth. Check out this Github : https://github.com/Marigold/universal-portfolios
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My AlgoTrading Manifesto
Yeah, H&T PorfolioLabs are using academic literature OLPS. That is good because they are the only other public group that uses OLPS as far as I know. But it is stuff one can find for free on the internet. Here is a library of OLPS in python: https://github.com/Marigold/universal-portfoliosBut my algos beat any of the known OLPS. I tested them all.
What are some alternatives?
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
pyalgotrade - Python Algorithmic Trading Library
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
zipline - Zipline, a Pythonic Algorithmic Trading Library
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
algobroker - Algo execution engine
pandas_talib - A Python Pandas implementation of technical analysis indicators
trade
analyzer - :chart: Python framework for real-time financial and backtesting trading strategies