peerchemist / finta_backtest
Framework for backtesting trading strategies in Python, based on the finta library.
☆29Updated 5 years ago
Alternatives and similar repositories for finta_backtest:
Users that are interested in finta_backtest are comparing it to the libraries listed below
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆62Updated 4 years ago
- Technical Analysis Library Time-Series☆153Updated last week
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- An event-based backtester written in Python for algorithmic trading.☆44Updated 7 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆116Updated 3 months ago
- Example of order book modeling.☆56Updated 5 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆35Updated this week
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 8 years ago
- Interactive Brokers API for Matlab☆61Updated 3 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆93Updated 6 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆66Updated last year
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- These are the code for the article "Backtrader for Backtesting (Python) – A Complete Guide" on AlgoTrading101's Blog. Article and code ar…☆31Updated 5 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 5 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Python functions and an associated Jupyter notebook for technical analysis of stock price data. Numpy is used for calculating technical …☆44Updated 11 months ago
- Code samples for The Gateway.☆51Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆90Updated 2 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Algo execution engine☆91Updated 9 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago