zipline
pysystemtrade
| zipline | pysystemtrade | |
|---|---|---|
| 14 | 4 | |
| 17,072 | 2,396 | |
| 0.4% | - | |
| 0.0 | 9.6 | |
| 3 months ago | 1 day ago | |
| Python | Python | |
| Apache License 2.0 | GNU General Public License v3.0 only |
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.
pysystemtrade
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Open source backtesting software
https://github.com/robcarver17/pysystemtrade (futures)
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ArcticDB: Powering data science at Man Group
Man Group is an investment firm. I wonder what they gain by releasing this.
Btw a former quant from Man, Robert Carver, has several books and a GitHub project https://github.com/robcarver17/pysystemtrade on quant trading.
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Python backtesting which is better? Backtrader vs PyAlgoTrade
Robert Carver wrote a book and has his blog and code here. https://github.com/robcarver17/pysystemtrade
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Free software for trading stocks?
Not sure if pysystemtrade qualifies as what you have in mind as being a "trading app", but it is open source, makes money and uses a broker API to do so.
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
backtesting.py - :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
pyfolio - Portfolio and risk analytics in Python
freqtrade - Free, open source crypto trading bot
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
quantstats - Portfolio analytics for quants, written in Python
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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.
bcolz - A columnar data container that can be compressed.
Interactive Parallel Computing with IPython - IPython Parallel: Interactive Parallel Computing in Python