Alternatives and similar repositories for backtesting

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

• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆85Updated 5 years ago
• hugo2046 / GetAstockFactors
  获取经典的量化多因子模型数据
  ☆81Updated 3 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 6 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆30Updated 2 years ago
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆52Updated 6 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆66Updated 4 years ago
• xcycharles / stock
  stock
  ☆89Updated 3 years ago
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆45Updated 5 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆118Updated 3 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆97Updated 5 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆74Updated 3 months ago
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆49Updated 3 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆65Updated 7 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆66Updated 5 years ago
• lc-sysbs / High-Frequency-Trading
  基于聚宽平台，探索分钟级的高频交易
  ☆34Updated 5 years ago
• szy1900 / Event_driven_framework_for_backtesting
  It is suitable for beginners
  ☆48Updated 4 years ago
• zhangjinzhi / Wind_Python
  量化开发 多因子选股模型
  ☆136Updated 6 years ago
• coamo2 / Barra
  Barra Multifactor Model
  ☆146Updated 5 years ago
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆62Updated 2 years ago
• AxiomOfChoice-sys / FactorAnalysis
  多因子策略回测框架
  ☆33Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆119Updated 2 years ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆77Updated 3 weeks ago
• nutquant / QuantCode
  分享量化投资相关的论文，代码和代码复现。
  ☆83Updated 2 years ago
• wbbhcb / futures_strategy
  ☆52Updated last year
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆63Updated 2 years ago
• dkl0707 / QuantDatabase
  金融量化数据库构建
  ☆85Updated last year
• han14466 / gplearn_stock_dataframe
  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
  ☆18Updated last year
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆125Updated 5 years ago