peerchemist / finta_backtest
Framework for backtesting trading strategies in Python, based on the finta library.
☆29Updated 4 years ago
Alternatives and similar repositories for finta_backtest:
Users that are interested in finta_backtest are comparing it to the libraries listed below
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆94Updated 5 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆59Updated 3 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆55Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Technical Analysis Library Time-Series☆154Updated 5 months ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆64Updated 8 months ago
- These are the code for the article "Backtrader for Backtesting (Python) – A Complete Guide" on AlgoTrading101's Blog. Article and code ar…☆31Updated 4 years ago
- A research/testing tool for stock trading strategies☆33Updated 7 years ago
- An implementation of trading strategies such as the Stochastic Oscillator with support and resistance using the BackTrader framework for …☆32Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆31Updated last year
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Financial technical and fundamental analysis indicator library for pystockdb.☆34Updated this week
- Interactive Brokers cli☆30Updated 4 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆61Updated last year
- integrate backtrader with interactive brokers☆43Updated 3 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆125Updated 2 years ago
- ☆125Updated 6 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆113Updated 2 years ago
- This is complete algo trading package is for downloading historical OHLC data for backtesting and performing live trading on Interactive …☆64Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆43Updated last year
- Apply popular TA tools and charts to candlestick data with NumPy.☆155Updated 2 years ago
- ☆27Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Python Code for Option Analysis☆43Updated 6 years ago
- Trend Prediction for High Frequency Trading☆38Updated 2 years ago