|3 months ago||3 months ago|
|MIT License||Apache License 2.0|
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Predição de ações na bolsa de valores com Python e Facebook Prophet
5 projects | dev.to | 23 Mar 2022
Backtesting Engine Design Primers
4 projects | reddit.com/r/algotrading | 9 Jul 2022
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).
[D] Doing my (bachelor) thesis on RL. Which topic do you like best?
2 projects | reddit.com/r/MachineLearning | 8 Apr 2022
(1) I remember there were decent libraries for this setting a while back. Maybe take a look at Quantopian/Zipline.
Best Backtesting Libraries (Python)
11 projects | reddit.com/r/mltraders | 4 Mar 2022
zipline – Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live trading.
Custom forex backtester
4 projects | reddit.com/r/algotrading | 21 Mar 2021
However if you need to take into account more market effects, I suggest that you look into zipline (however the learning curve is steeper and it can be hard to implement custom ideas).
Looking for active python backtesting framework
3 projects | reddit.com/r/algotrading | 9 Feb 2021
Yea I just see it has no commits since October https://github.com/quantopian/zipline
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
pyfolio - Portfolio and risk analytics in Python
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
quantstats - Portfolio analytics for quants, written in Python
qlib - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
bcolz - A columnar data container that can be compressed.
Interactive Parallel Computing with IPython - IPython Parallel: Interactive Parallel Computing in Python
Pandas - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
Tax-Calculator - USA Federal Individual Income and Payroll Tax Microsimulation Model
Beancount DKB - Beancount Importers for DKB (Deutsche Kredit Bank) CSV Exports