backtesting-frameworks

There are 27 repositories under backtesting-frameworks topic.

  • backtesting.py

    kernc/backtesting.py

    :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

    Language:Python5.6k1245031.1k

  • barter-rs/barter-rs

    Open-source Rust framework for building event-driven live-trading & backtesting systems

    Language:Rust1k3321158

  • michaelchu/optopsy

    A nimble options backtesting library for Python

    Language:Python1k5721160

  • quarkfin/qf-lib

    Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

    Language:Python561171771

  • gobacktest/gobacktest

    event-driven backtesting framework written in golang

    Language:Go228142060

  • bradleyboyuyang/Statistical-Arbitrage

    High-frequency statistical arbitrage

    Language:Jupyter Notebook1526234

  • PythonForForex/Backtrader-for-backtesting

    These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website

    Language:HTML1334159

  • nessessary/autoxd

    A股回测框架， 模拟实盘账户交易, 适合编写T+0策略

    Language:Python1198344
  • auquantoolbox

    Auquan/auquantoolbox

    Backtesting toolbox for trading strategies

    Language:Python1086444

  • barter-rs/barter-data-rs

    NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs

    Language:Rust101121363

  • dodid/minitrade

    A personal automated trading system

    Language:Python725118

  • backtrader/backtrader-docs

    backtrader documentation

    585346

  • ZmicierGT/fcore

    Fcore Is an AI Framework for Financial Markets Analysis (Active Development).

    Language:Python24315

  • grinply/kate-backtester

    A fast and simple backtest implementation for algorithmic trading in golang

    Language:Go21104

  • cimourdain/estrade

    Backtest and run stock trading CFD strategies tick by tick

    Language:Python14201
  • cipher-bt

    nanvel/cipher-bt

    Trading strategy backtesting framework with focus on position adjustment in a session scope.

    Language:Python13201

  • LHanLi/FreeBack

    高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

    Language:Jupyter Notebook10104

  • almprmg/FlashBackTest

    Back Testing strategies fast in Python

    Language:Python9011

  • milliyang/noise

    A Backtest or Trading Framework with C++

    Language:C++9112

  • andrewsonin/trading_backtester

    A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.

    Language:Rust7403

  • milliyang/quant

    a backtesting framework written in golang 2 years ago (no longer maintain)

    Language:Go4201

  • KyroKwok2021/OilCorrTrade-EnergyTransportAlpha

    Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.

    Language:Jupyter Notebook3201

  • polo2444172276/MultiFactor-Backtesting-Framework

    Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.

    Language:Jupyter Notebook3001

  • CCAtAlvis/backgommon

    Backgommon is a backtesting and simulation framework for trading strategies, written in pure go. It aims to be fast, flexible and easy to use.

    Language:Go2200

  • ferenc4/backtesting

    Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.

    Language:Python1141

  • izzudinhafiz/pybt

    A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.

    Language:Python0231

  • Sparsh-Kumar/Backtesting.py

    Comprehensive GitHub repository showcasing proficient utilization of the backtesting.py library, illustrating code implementations and insightful learnings in quantitative financial backtesting strategies.

    Language:Python10