Alternatives and similar repositories for pyEX-zipline

Users that are interested in pyEX-zipline are comparing it to the libraries listed below

• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆122Updated 6 years ago
• alpacahq / pipeline-live
  Pipeline Extension for Live Trading
  ☆207Updated 2 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 3 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆141Updated 10 years ago
• hhatefi / zipline_bundles
  some zipline data bundles
  ☆64Updated last year
• quantstart / qstrader
  QSTrader
  ☆132Updated 6 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• joosthoeks / jhTAlib
  Technical Analysis Library Time-Series
  ☆154Updated 2 months ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆100Updated 2 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆60Updated last year
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆37Updated 8 years ago
• happydasch / btoandav20
  Support for Oanda-V20 API in backtrader
  ☆136Updated 2 years ago
• theoptionlab / theoptionlab
  The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…
  ☆57Updated 2 years ago
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆227Updated 8 months ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆150Updated 3 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• EodHistoricalData / python-eodhistoricaldata
  Download data from EOD historical data https://eodhd.com/ using Python, Requests and Pandas.
  ☆98Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• calmitchell617 / Springbok
  ☆20Updated 2 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆185Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆243Updated last year
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆368Updated last year
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 4 years ago
• fxcm / MarketData
  MarketData
  ☆117Updated last year
• hashABCD / opstrat
  Option visualization python package
  ☆155Updated last year
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• quantrocket-llc / ibapi-grease
  Monkey patches to grease the Interactive Brokers Python API
  ☆17Updated 7 years ago
• quantroom-pro / pyrenko
  ☆127Updated 6 years ago
• jensolson / SPX-Gamma-Exposure
  Calculates estimate of market maker gamma exposure derived from S&P 500 index options
  ☆134Updated 3 weeks ago
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆88Updated 3 years ago