tobiasbrodd / backtesterLinks
An event-driven backtester
☆112Updated 6 years ago
Alternatives and similar repositories for backtester
Users that are interested in backtester are comparing it to the libraries listed below
Sorting:
- experiments with pair trading☆332Updated last year
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Option and stock backtester / live trader☆282Updated last year
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆135Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆118Updated last year
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆146Updated 6 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆162Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 8 months ago
- A collection of homeworks of market microstructure models.☆276Updated 7 years ago
- Option visualization python package☆159Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- QSTrader☆134Updated 6 years ago
- Async integration between backtrader and Interactive brokers.☆74Updated 2 years ago
- Simple backtesting software for options☆194Updated last year
- High-frequency statistical arbitrage☆243Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆113Updated 2 weeks ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- integrate backtrader with interactive brokers☆51Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆178Updated 6 years ago
- CS7641 Team project☆97Updated 5 years ago