qlib
zipline
| qlib | zipline | |
|---|---|---|
| 53 | 14 | |
| 14,161 | 17,072 | |
| 1.0% | 0.4% | |
| 6.6 | 0.0 | |
| 7 days ago | 3 months ago | |
| Python | Python | |
| MIT License | Apache License 2.0 |
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qlib
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?
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
backtrader - Python Backtesting library for trading strategies
quant-trading - Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
pyfolio - Portfolio and risk analytics in Python
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]
bulbea - :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
pyEX - Python interface to IEX and IEX cloud APIs
quantstats - Portfolio analytics for quants, written in Python
dwx-zeromq-connector - Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.