Our great sponsors
-
vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
-
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.
I wrote fast-trade, you can use it from the command line or a script. Strategies are in JSON, so it’s easy to iterate.
However, it's not the fastest framework. If you need speed, and are good with the data science tool chain in python and the concept of flattening loops into vectorized operations, check out vector-bt. I haven't gotten a chance to play with it yet, but I'm definitely going to as soon as I find some spare time. It seems like a great option with a nicely modernized approach.
Yea I just see it has no commits since October https://github.com/quantopian/zipline