Alternatives and similar repositories for backtest

Users that are interested in backtest are comparing it to the libraries listed below

• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 10 years ago
• pbharrin / DevistatorBacktesting
  general purpose backtesting platform, prevents look-ahead bias
  ☆29Updated 14 years ago
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 3 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆27Updated 12 years ago
• paps / Open-Trading
  Open source Forex trading.
  ☆31Updated 8 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 13 years ago
• gavincyi / TickTickBacktest
  Backtesting tool on tick data
  ☆11Updated 8 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆16Updated 2 years ago
• javagg / freequant
  A C++ Library for Strategy Backtesting
  ☆22Updated 12 years ago
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 10 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆88Updated 12 years ago
• sbenzev / hft
  high-frequency trading
  ☆60Updated 13 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆32Updated 10 years ago
• z357412526 / HighFreqTransaction
  In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …
  ☆10Updated 9 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆32Updated 4 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆77Updated 4 years ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆67Updated 10 years ago
• discretelogics / TeaFiles.Cpp-Time-Series-Storage-in-Files
  C++ API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆60Updated 4 years ago
• ragoragino / limit-order-book
  Limit order book model with Poissonian order flow.
  ☆10Updated 7 years ago
• wegamekinglc / AlgoTrading
  Algorithmic trading platform for multiple assets
  ☆37Updated 8 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆64Updated 2 years ago
• drewstone / gym-trading
  Reinforcement learning environment for trading
  ☆15Updated 7 years ago
• anatoly-tenenev / trading_robot_2
  async (boost.asio) library for backtesting
  ☆30Updated 9 years ago
• sduprey / optimal_transaction_execution
  This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…
  ☆33Updated 11 years ago
• bigdata-trading / algo-trading-strategies
  Big Data course project (EPFL) - Trading strategies based on order book
  ☆30Updated 11 years ago
• bluemapleman / Chinese-translation-for-Handbook-of-High-Frequency-Trading-and-Modeling-in-Finance-
  ☆40Updated 8 years ago
• jkillingsworth / mm-glosten-milgrom
  A study of the Glosten and Milgrom model for market making
  ☆15Updated 10 years ago