back-testing
There are 19 repositories under back-testing topic.
roq-trading/roq-api
C++ interfaces used to communicate with Roq's market gateways.
codfish-zz/cn-trader
Python back testing system for trading strategies, based on backtrader and AkShare, customized for China market.
mrtoronto/stock_backtester
Stock trading strategy back-tester
xixi0222/Find-Alpha-Volatility-Factor
Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
roq-trading/roq-algo
C++ tools and utilities for algorithmic trading.
tejaslinge/Technical-Analysis-using-Python
Technical analysis and back-testing in Python
TimRivoli/Price-Momentum-Trader
This project uses Stock-Price-Trade-Analyzer to back-test the performance of an investment strategy of picking only the top 9 performing stocks from the S&P 500 over a period of 35 years to answer the question "How well does past performance predict future returns?"
bogdantimes/order-book-depth-loader
A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.
portfoliotree/portfolio
This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.
anthonyli01/Multi-Factor-Portfolios
University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.
jiliplus/bt
backtesting framework in Go
Sci-Inference/WaterMons
An open source platform providing features for managing stock portfolio, trading strategy, back test, and risk assessment.
Yuriy-AP/Pair-Trading
Simple test of pair-trading investment strategy (2017)
konstantin-v03/TS-backtest
Python modules for backtesting trading strategies
realwycai/back_test
wycai's addins and widgets for back testing
roq-trading/roq-cpp-algo-template
C++ algo template project.
kubasejdak-org/investing-pal
Family of tools for testing and tracking investing strategies