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trade
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Best Backtesting Libraries (Python)
trade – trade is a Python framework for the development of financial applications. A trade app works like a service. The user informs the items he has in stock and a series of subsequent occurrences (purchases, sales, whatsoever) with those or other items. trade then calculates the effects of those occurrences and gives back the new amounts and costs of the items in stock.
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?
pandas_talib - A Python Pandas implementation of technical analysis indicators
backtrader - Python Backtesting library for trading strategies
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
pyfolio - Portfolio and risk analytics in Python
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
bt - bt - flexible backtesting for Python
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
algobroker - Algo execution engine
quantstats - Portfolio analytics for quants, written in Python
analyzer - :chart: Python framework for real-time financial and backtesting trading strategies
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.