Back Testing strategies fast in Python
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Updated
Jun 20, 2024 - Python
Back Testing strategies fast in Python
Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.
A better, faster, simple to implement and extendable Python backtesting framework for stock trading algorithm evaluation.
Trading strategy backtesting framework with focus on position adjustment in a session scope.
Backtest and run stock trading CFD strategies tick by tick
Fcore Is an AI Framework for Financial Markets Analysis (Active Development).
A personal automated trading system
Backtesting toolbox for trading strategies
A股回测框架, 模拟实盘账户交易, 适合编写T+0策略
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.
A nimble options backtesting library for Python
🔎 📈 🐍 💰 Backtest trading strategies in Python.
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