Systematic-Sherpa is a powerful backtesting system designed for quantitative systematic trading strategies. It allows you to rigorously test and evaluate your trading algorithms using historical market data, helping you make informed decisions before deploying your strategies in live markets.
- Backtesting: Test your trading strategies with historical market data to assess their performance and profitability.
- Extensible: Easily integrate and test various trading strategies and indicators.
- Customization: Configure parameters, risk management rules, and other settings to suit your specific trading approach.
- Visualization: Visualize backtesting results, including equity curves, trade logs, and performance metrics.
- Data Support: Compatible with various data sources and formats for flexible data ingestion.
- Optimization: Perform parameter optimization to find the best parameter values for your strategies.
- Report Generation: Generate detailed reports to analyze strategy performance and make informed decisions.
To get started with Systematic-Sherpa, follow these steps:
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Clone the Repository:
git clone https://github.com/your-username/Systematic-Sherpa.git cd Systematic-Sherpa -
Clone the Repository: We recommend using Conda to create a virtual environment with Python >= 3.9:
conda create -n my-sherpa-environment python=3.9 conda activate my-sherpa-environment
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Install Dependencies::
cd Systematic-Sherpa pip install -r requirements.txt