Back Testing strategies fast in Python
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Updated
Jun 20, 2024 - Python
Back Testing strategies fast in Python
Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.
Backgommon is a backtesting and simulation framework for trading strategies, written in pure go. It aims to be fast, flexible and easy to use.
a backtesting framework written in golang 2 years ago (no longer maintain)
A Backtest or Trading Framework with C++
Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.
A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.
Trading strategy backtesting framework with focus on position adjustment in a session scope.
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
Backtest and run stock trading CFD strategies tick by tick
量化投资回测框架 backtest,stock, option, future,factor investing, portfiolio analyis
A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.
A fast and simple backtest implementation for algorithmic trading in golang
Fcore Is an AI Framework for Financial Markets Analysis (Active Development).
A personal automated trading system
High-frequency statistical arbitrage
Backtesting toolbox for trading strategies
A股回测框架, 模拟实盘账户交易, 适合编写T+0策略
backtrader documentation
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
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