back-testing

There are 2 repositories under back-testing topic.

• roq-trading / roq-api

  C++ interfaces used to communicate with Roq's market gateways.

  hftorder-routingarbitrageback-testinglow-latencysimulationtick-datacpp23fixprotocolmarket-datacmealgo-trading-platformcryptocurrencyorder-executionalgo-tradinghistorical-datatrading-platformtrading-strategiesorder-book
  Language:C++ 484

• codfish-zz / cn-trader

  Python back testing system for trading strategies, based on backtrader and AkShare, customized for China market.

  back-testingbacktestingfinancialtrading-strategies
  Language:Python 27

• mrtoronto / stock_backtester

  Stock trading strategy back-tester

  stocktrading-strategiesback-testingbacktestbacktester
  Language:Python 21

• Branly76 / Instrument-backtester-for-python

  back-testingforexforex-tradingforward-testingmetatradermt4mt5multi-instrumentsmulti-timeframepythonrenko-barstradingtrading-bot
  Language:Python 17

• xixi0222 / Find-Alpha-Volatility-Factor

  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.

  alphastock-marketstock-tradingback-testingvisualizationrelative-volatility-factorstrading-processfinancial-data
  Language:Python 12

• roq-trading / roq-algo

  C++ tools and utilities for algorithmic trading.

  algorithmic-tradingcpp23algo-tradingback-testingcrypto-marketshftlow-latencyomssimulationtick-datatrading-strategiesarbitrageexchangematching-engine
  Language:C++ 10

• tejaslinge / Technical-Analysis-using-Python

  Technical analysis and back-testing in Python

  technical-analysisfinancial-analysistechnical-indicatorspython3back-testingstock-price-predictionplotly
  Language:Jupyter Notebook 8

• 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?"

  back-testingbenchmarkmodeling-toolstockstrading
  Language:Python 7

• 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.

  backtestingbinance-historicalcryptohistoryexchange-dataexchange-ordersorder-bookorderbook-tick-datatick-dataorder-book-depthback-testingfutures-historical-dataspot-history
  Language:Go 3

• portfoliotree / portfolio

  This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.

  back-testingfinancegolangportfolio-theoryquantitative-finance
  Language:Go 3

• roq-trading / roq-cpp-algo-template

  C++ algo template project.

  algo-tradingalgorithmic-tradingback-testingcpp23crypto-marketshftlow-latencyomssimulationtick-datatrading-strategiesarbitrageexchangematching-enginecpp26
  Language:C++ 3

• 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.

  back-testingfactor-investingmomentum-factoroptimisationperformance-analysisportfolio-constructionvaluelow-beta
  Language:Jupyter Notebook 2

• jiliplus / bt

  backtesting framework in Go

  backtestingback-testingbacktest
  Language:Go 2

• Sci-Inference / WaterMons

  An open source platform providing features for managing stock portfolio, trading strategy, back test, and risk assessment.

  stock-tradingportfolio-managementback-testingrisk-assessmentpython
  Language:JavaScript 2

• Yuriy-AP / Pair-Trading

  Simple test of pair-trading investment strategy (2017)

  pairs-tradingback-testing
  Language:R 2

• konstantin-v03 / TS-backtest

  Python modules for backtesting trading strategies

  algotradingback-testingmachine-learning
  Language:Python 1

• realwycai / back_test

  wycai's addins and widgets for back testing

  back-testing
  Language:Python 1

• kubasejdak-org / investing-pal

  Family of tools for testing and tracking investing strategies

  investingalgorithmic-tradingtradingback-testing
  Language:Python 0

• luoli413 / IAQF

  back-testingmomentum-strategyoptions-trading
  Language:Python 0