nieledran / backtesting-engineView on GitHub
Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forward optimization, analytics, portfolio-of-strategies backtesting, and portfolio weight optimization.
☆20Jul 22, 2026Updated 3 months ago

Alternatives and similar repositories for backtesting-engine

Users that are interested in backtesting-engine are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.

Sorting:

Are these results useful?