IsaacCheng9 / quant-trading-strategy-backtesterLinks
A quantitative trading strategy backtester with an interactive dashboard. Enables users to implement, test, and visualise trading strategies using historical market data, featuring customisable parameters and key performance metrics. Developed with Python and Polars.
☆19Updated 2 months ago
Alternatives and similar repositories for quant-trading-strategy-backtester
Users that are interested in quant-trading-strategy-backtester are comparing it to the libraries listed below
Sorting:
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆49Updated 3 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆103Updated 2 weeks ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- ☆42Updated 2 years ago
- ☆27Updated 3 years ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆52Updated last week
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- ☆57Updated 7 months ago
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- Official Repository☆126Updated 3 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆126Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- An event-driven backtester☆107Updated 5 years ago
- The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting…☆16Updated last week
- ☆75Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆55Updated 4 years ago
- High Frequency Market Making: Optimal Quoting☆12Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆14Updated last year
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆32Updated last year
- Implements different approaches to tactical and strategic asset allocation☆38Updated 7 months ago
- Trading Evolved book code☆73Updated 5 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- A library of quantiative algorithms for algorithmic trading implemented with Python☆81Updated 3 years ago