Backtest asset allocation strategies in Python with only a background in pandas necessary
☆48Jul 4, 2023Updated 2 years ago
Alternatives and similar repositories for PythonBacktesting
Users that are interested in PythonBacktesting are comparing it to the libraries listed below
Sorting:
- Interactive brokers integration for live trading using Rob Carver's pysystem trade backtester.☆10May 15, 2018Updated 7 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- Implements different approaches to tactical and strategic asset allocation☆44Dec 23, 2024Updated last year
- ☆14Sep 16, 2022Updated 3 years ago
- R package for financial simulation☆59Updated this week
- Simple VectorBT Streamlit Backtesting App☆22Jan 29, 2024Updated 2 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆13Nov 9, 2017Updated 8 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Developing a trend following model using futures☆38Sep 17, 2023Updated 2 years ago
- Tools for investing in Python☆47Mar 19, 2022Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Calculates correlation coefficient between all symbols in MetaTrader5 Market Watch☆13Jun 4, 2021Updated 4 years ago
- Digital Signal Trading (John Ehlers indicators)☆93Dec 3, 2018Updated 7 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Dec 23, 2023Updated 2 years ago
- ☆55Feb 17, 2023Updated 3 years ago
- Ilya Kipnis's package for performance reporting☆23Mar 20, 2015Updated 10 years ago
- ☆12Jul 28, 2019Updated 6 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- Code, mostly in R, for charts and analysis on our blog.☆13Feb 18, 2026Updated last week
- IQFeed client running on wine in docker☆12Aug 29, 2020Updated 5 years ago
- A Python package for PME (Public Market Equivalent) calculation☆13Jan 16, 2026Updated last month
- Research on options using machine learning algorithms trained on historical data.☆18Aug 21, 2025Updated 6 months ago
- Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation☆23Sep 3, 2017Updated 8 years ago
- Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.☆11Sep 18, 2022Updated 3 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- This repository stores the source code for the Python and R projects used to access the database.☆18Jun 4, 2025Updated 8 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Aug 28, 2022Updated 3 years ago
- Systematic trading in Python☆12Updated this week
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 5 months ago
- Optimal portfolio selection☆34Mar 5, 2017Updated 8 years ago
- Financial applications focusing on portfolio management for Python☆16Jan 16, 2023Updated 3 years ago
- My own implementation of an algorithmic trader in OCaML☆12Aug 3, 2014Updated 11 years ago
- 「Pythonで学ぶマクロ経済学 (中級+レベル)」で使うモジュール☆12Dec 5, 2025Updated 2 months ago
- Fast bottom up trend reversal detection algorithm.☆14Oct 1, 2020Updated 5 years ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Brief python code to analyze asset allocation.☆16Oct 29, 2014Updated 11 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- Python量化投資☆12Oct 28, 2020Updated 5 years ago