pyxirr
zipline
| pyxirr | zipline | |
|---|---|---|
| - | 14 | |
| 146 | 17,097 | |
| - | 0.6% | |
| 8.3 | 0.0 | |
| 3 months ago | 3 months ago | |
| Python | Python | |
| Unlicense | Apache License 2.0 |
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pyxirr
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Tracking mentions began in Dec 2020.
zipline
- Ask HN: How to Get into Quantitative Trading?
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Open source backtesting software
https://github.com/quantopian/zipline (event-driven)
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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.
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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).
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[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.
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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.
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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
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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?
Yahooquery - Python wrapper for an unofficial Yahoo Finance API
backtrader - Python Backtesting library for trading strategies
Tax-Calculator - USA Federal Individual Income and Payroll Tax Microsimulation Model
pyfolio - Portfolio and risk analytics in Python
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
Beancount DKB - Beancount Importers for DKB (Deutsche Kredit Bank) CSV Exports
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Pyqiwi - Python client for QIWI payment system
quantstats - Portfolio analytics for quants, written in Python
pybroker - Algorithmic Trading in Python with Machine Learning
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.