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

• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆64Updated 6 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆69Updated 4 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆68Updated 3 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆75Updated last year
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• PFund-Software-Ltd / pfund
  An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…
  ☆60Updated 2 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆47Updated 2 years ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆110Updated 2 weeks ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆41Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆48Updated 3 years ago
• Peropero0 / quantitative_finance_playground
  ☆65Updated 10 months ago
• zeta-zetra / chart_patterns
  Automate the detection of chart patterns
  ☆75Updated last year
• crapher / medium
  ☆77Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• SergioIommi / Quant-Trading-Dashboards
  Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression
  ☆21Updated 2 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆42Updated 11 months ago
• ldt9 / PyOptionTrader
  Options Trader written in Python based off the ib_insync library.
  ☆61Updated 2 years ago
• matimacazaga / strategist
  Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.
  ☆79Updated 5 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• IanLKaplan / pairs_trading
  ☆33Updated 2 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆29Updated 4 years ago
• botradingblog1 / python-algorithmic-trading
  ☆72Updated 3 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆130Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆134Updated last year
• yangyutu / FinancialResearch
  ☆24Updated 6 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago