quantitative
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| quantitative | bt | |
|---|---|---|
| 1 | 5 | |
| 57 | 2,010 | |
| - | - | |
| 10.0 | 5.7 | |
| about 5 years ago | 19 days ago | |
| Python | Python | |
| - | MIT License |
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quantitative
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Best Backtesting Libraries (Python)
quantitative – Quantitative finance, and backtesting library. Quantitative is an event driven and versatile backtesting library.
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.
What are some alternatives?
pandas_talib - A Python Pandas implementation of technical analysis indicators
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
pyalgotrade - Python Algorithmic Trading Library
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
awesome-quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
analyzer - :chart: Python framework for real-time financial and backtesting trading strategies
zipline - Zipline, a Pythonic Algorithmic Trading Library
algobroker - Algo execution engine