backtesting-engine
Here are 43 public repositories matching this topic...
Trading system that aims to buy stocks when they are low and sell stock when they have risen. The time horizon for trades is 2 - 45 days. The strategy has been successfully backtested in version 0.2. Next step: forward test strategy to ensure that it works in practice. Test RL to see if we can can improve results (currently only ~ 5 % of max.)
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Jun 3, 2020 - Jupyter Notebook
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Jul 21, 2020 - Go
Python Backtesting infrastructure for trading strategies + Dashboard
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Aug 24, 2020 - Python
Backtester for market neutral equity trading strategies. The code generates long and short signals for each security and then constructs a neutral portfolio.
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Oct 5, 2020 - Python
Documentation and examples for the SignalTrading framework for .NET 5.0, which can be installed through NuGet.
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Mar 4, 2021 - C#
Algotrading framework for C++17
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Apr 1, 2021 - C++
Quantitative systematic trading strategy development and backtesting in Julia
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Apr 6, 2021 - Julia
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
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Jul 20, 2021 - Java
A fast and simple backtest implementation for algorithmic trading in golang
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Aug 19, 2021 - Go
Framework that allows you to replay the exchange trading history for a single ticker and test your trading strategies
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Nov 1, 2021 - Rust
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.
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Mar 3, 2022 - Rust
Create automated crypto bots that trade for you while you sleep
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Jan 28, 2024 - Python
Insight and information about trading platforms and APIs
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Aug 6, 2022
Cryptocurrency trading engineering: A scalable back testing infrastructure and a reliable, large-scale trading data pipeline
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Oct 15, 2022 - Jupyter Notebook
A pluggable automated trading system backtesting engine.
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Dec 8, 2022 - C#
Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.
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Dec 11, 2022 - Python
🔮💰 Backtesting and execution of algorithmic trading strategies in Node.js
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Dec 15, 2022 - JavaScript
Backtesting software for intraday and daily timeframe SARIMAX forecasting model. Capable of forecasting on any asset class with backtesting capability across various parameter sets customizable by the user.
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Jan 4, 2023 - Python
A Backtest or Trading Framework with C++
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Apr 13, 2023 - C++
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