Are there any ready solutions for backtesting portfolio with daily or more frequent rebalancing?

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading
Finance portfolio-optimization portfolio-management quantitative-finance algorithmic-trading

InfluxDB
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  • bt

    bt - flexible backtesting for Python (by pmorissette)

    • There is, but you need to learn to code in python. Bt and PyPortfolioOpt are the tools for this.

  • universal-portfolios

    Collection of algorithms for online portfolio selection

    • For libraries I strongly recommend checking out: https://github.com/Marigold/universal-portfolios

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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  • PyPortfolioOpt

    Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

    • There is, but you need to learn to code in python. Bt and PyPortfolioOpt are the tools for this.

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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