zipline
zipline-reloaded
zipline | zipline-reloaded | |
---|---|---|
14 | 6 | |
17,097 | 954 | |
0.6% | - | |
0.0 | 4.4 | |
3 months ago | about 2 months ago | |
Python | Python | |
Apache License 2.0 | Apache License 2.0 |
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.
zipline-reloaded
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Ask HN: How to Get into Quantitative Trading?
another comment in here mentioned Zipline Reloaded¹, a fork from a guy who wrote a book using Zipline. Last commit 6 months ago, much better than 3 years from the original.
¹: https://github.com/stefan-jansen/zipline-reloaded
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Backtesting Engine Design Primers
Stephen Jansen has resurrected both Zipline and Pyfolio following Quantopian's belly-up.
- Favorite backtesting Python package?
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Looking to recreate a simple mean reversion and momentum backtest in python using time series data. Any help very much appreciated
I'm assuming you want to create a backtesting environment. Check out zipline (https://zipline.ml4trading.io/).
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That’s it, I’m done with Zipline. I can’t take it anymore. Does anyone have any other good backtesting libraries in Python where I can use my own personal data? Thanks in advance!
If that's because Quantopian went belly-up and Zipline is not maintained anymore, check Stefan Jansen on Github, he's actively maintaining zipline-reloaded and pyfolio-reloaded.
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How do I get rid of leverage for backtesting in Zipline?
https://zipline.ml4trading.io/ https://github.com/stefan-jansen/zipline-reloaded
What are some alternatives?
backtrader - Python Backtesting library for trading strategies
pyfolio - Portfolio and risk analytics in Python
zipline-trader - Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration
backtrader - Python Backtesting library for trading strategies [Moved to: https://github.com/mementum/backtrader]
pyfolio-reloaded - Portfolio and risk analytics in Python
PyThalesians - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Lean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
quantstats - Portfolio analytics for quants, written in Python
caffeinated-pandas
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.