Framework that allows you to test long position trading algorithms on historical data with a time frame in mind.
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Updated
May 14, 2020 - 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.
Backtest and run stock trading CFD strategies tick by tick
a backtesting framework written in golang 2 years ago (no longer maintain)
A fast and simple backtest implementation for algorithmic trading in golang
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.
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.
These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website
A Backtest or Trading Framework with C++
backtrader documentation
High-frequency statistical arbitrage
event-driven backtesting framework written in golang
Trading strategy backtesting framework with focus on position adjustment in a session scope.
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.
Backtesting toolbox for trading strategies
A personal automated trading system
Backgommon is a backtesting and simulation framework for trading strategies, written in pure go. It aims to be fast, flexible and easy to use.
A股回测框架, 模拟实盘账户交易, 适合编写T+0策略
Back Testing strategies fast in Python
Fcore Is an AI Framework for Financial Markets Analysis (Active Development).
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