🔎 📈 🐍 💰 Backtest trading strategies in Python.

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

A nimble options research and backtesting library for Python

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.

High-frequency statistical arbitrage

event-driven backtesting framework written in golang

A股回测框架， 模拟实盘账户交易, 适合编写T+0策略

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

Backtesting toolbox for trading strategies

A personal automated trading system

backtrader documentation

Fcore Is a Framework for Financial Markets Analysis (In progress).

A fast and simple backtest implementation for algorithmic trading in golang

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

Trading strategy backtesting framework supporting multiple concurrent sessions, complex exit strategies, and multi-exchange data sources with simple Python implementation

Backtesting engine in Elixir

是一个交易回测框架，仿真现实中整个交易系统，整个框架由：交易所(OMS), 券商(Broker), 交易者(Trader)三部分组成.

High-Performance Quantitative Backtesting Engine

Backtest and run stock trading CFD strategies tick by tick

Back Testing strategies fast in Python

A Backtest or Trading Framework with C++

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.

DataTrader è una piattaforma open-source di backtesting basato sugli eventi da utilizzare nei mercati azionari. La maggior parte delle strategie descritte nel sito TradingQuant.it (www.tradingquant.it) utilizza DataTrader come framework per il backtest.

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

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

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.

Framework open-source in python progettato per l'investitore. Permette di effettuare simulazioni di strategie di asset allocation per portafogli di azioni ed ETF. Descritto ed utilizzato su TradingQuant.it (www.tradingquant.it)

一种简单而强大的策略编程语言，易于学习及使用

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

Blazingly fast strategy backtest with polars