zipline
bt
| zipline | bt | |
|---|---|---|
| 14 | 5 | |
| 17,072 | 2,017 | |
| 0.4% | - | |
| 0.0 | 5.7 | |
| 3 months ago | 29 days ago | |
| Python | Python | |
| Apache License 2.0 | MIT License |
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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.
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?
backtrader - Python Backtesting library for trading strategies
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pyfolio - Portfolio and risk analytics in Python
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)
quantstats - Portfolio analytics for quants, written in Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast