srome / pybacktester
An event-based backtester written in Python for algorithmic trading.
☆43Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for pybacktester
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆35Updated 7 years ago
- archiving old code☆24Updated 6 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Code samples for The Gateway.☆50Updated 6 years ago
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- general purpose backtesting platform, prevents look-ahead bias☆30Updated 13 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- The Thalesians' Python library☆61Updated 8 years ago
- Market Making / Stat Arb strategy☆60Updated 7 years ago
- Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…☆26Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- A research/testing tool for stock trading strategies☆32Updated 7 years ago
- ☆125Updated 6 years ago
- ☆44Updated 5 months ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- ☆43Updated 7 years ago
- Different quantitative trading models research☆52Updated 2 years ago
- finance☆43Updated 7 years ago
- Interactive Brokers TWS API -- Historical data downloader☆53Updated 6 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆35Updated 8 years ago
- Modular trading models with Interactive Brokers and backtester in Python☆119Updated 5 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆81Updated 3 years ago
- ☆45Updated 7 years ago
- Performance tear sheets and backtest analysis for Moonshot☆35Updated 7 months ago
- portfolio construction and quantitative analysis☆138Updated 9 years ago
- ☆44Updated 9 years ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago