quantstats
qtpylib
quantstats | qtpylib | |
---|---|---|
9 | 1 | |
4,293 | 2,092 | |
- | - | |
4.8 | 0.0 | |
15 days ago | over 2 years ago | |
Python | Python | |
Apache License 2.0 | Apache License 2.0 |
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quantstats
- Quantstats issue with Google Colab
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Excel (or other) summary stats for algo performance?
IMO can’t do better than QuantStats https://github.com/ranaroussi/quantstats
- QuantStats: Portfolio Analytics for Quants
- Backtesting Results
- Python: which are good modules for strategy evaluation?
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Beyond sample reports
https://github.com/ranaroussi/quantstats Many technical metrics for detailed performance
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successful bots easy
I have a bot that does 100x in 3 years. But it is only 60 % accurate. You don't need high accuracy. In the end what counts is cumulative returns when you include trading costs (even if zero fees you still have slippage). Sharpe, Sortino, daily returns, drawdowns you have to look at all these measures. Use this and it does a pretty in depth report of your trading strategy. https://github.com/ranaroussi/quantstats
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What are the top Python finance libraries?
Quantstats for generating backtest reports: https://github.com/ranaroussi/quantstats
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Important python libraries?
quantstats to analyze the performance of strategies
qtpylib
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How to lease/buy trading algos?
You can also try messing around with open-source libraries like QTPyLib (this is for stocks etc), where most of the heavy work(back-end) is already done and you can figure out how to get your strategy up and running using tutorials and examples.
What are some alternatives?
finta - Common financial technical indicators implemented in Pandas.
aat - Asynchronous, event-driven algorithmic trading in Python and C++
Portfolio-Report-Generator - A program which allows the user to enter positions and their allocation to get return metrics and data on the underlying positions.
Wizardry - 💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架
zipline - Zipline, a Pythonic Algorithmic Trading Library
ibeam - IBeam is an authentication and maintenance tool used for the Interactive Brokers Client Portal Web API Gateway.
fast-trade - low code backtesting library utilizing pandas and technical analysis indicators
ib-edavki - Skripta, ki prevede XML poročilo trgovalnih poslov v platformi InteractiveBrokers v XML format primeren za uvoz v obrazce Doh-KDVP, D-IFI, Doh-Div in Doh-Obr v eDavkih Finančne uprave.
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
LiuAlgoTrader - Framework for algorithmic trading
alphalens - Performance analysis of predictive (alpha) stock factors
sample-trading-bot - Binance Futures Sample Trading Bot