zipline
pandas_talib
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zipline | pandas_talib | |
---|---|---|
14 | 1 | |
17,060 | 698 | |
0.8% | - | |
0.0 | 10.0 | |
2 months ago | almost 6 years ago | |
Python | Python | |
Apache License 2.0 | MIT License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
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.
pandas_talib
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Best Backtesting Libraries (Python)
pandas_talib – A Python Pandas implementation of technical analysis indicators
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
quantitative - quantitative - Quantitative finance back testing library
pyfolio - Portfolio and risk analytics in Python
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]
trade
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
pyalgotrade - Python Algorithmic Trading Library
quantstats - Portfolio analytics for quants, written in Python
bt - bt - flexible backtesting for Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.