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@paperswithbacktest Papers With Backtest

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    30 repositories

    • wiki

      Public
      2•1•0•0•Updated Nov 26, 2024Nov 26, 2024

    • awesome-systematic-trading

      Public
      A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
      financeawesomebookpapertrading-botalgotradingquantawesome-listtrading-strategiestrading-algorithms
      Python
      •653•4.1k•1•1•Updated Nov 6, 2024Nov 6, 2024

    • pwb-toolbox

      Public
      The toolbox for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.
      financemachine-learningtradingtrading-botalgotradingquanttrading-strategiestrading-algorithmsalphaquantitative-finance
      Python
      •
      MIT License
      •3•7•0•0•Updated Oct 6, 2024Oct 6, 2024

    • vnpy_rpcservice

      Public
      RPC Service Application and Transaction Interface for the VeighNa Framework
      Python
      •
      MIT License
      •28•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_pwb

      Public
      Papers With Backtest Data Interface for the VeighNa Framework
      Python
      •
      MIT License
      •1•4•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_algotrading

      Public
      Algorithmic Trading Module for the VeighNa Framework
      Python
      •
      MIT License
      •37•2•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_datamanager

      Public
      Data management module of the VeighNa framework
      Python
      •
      MIT License
      •38•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_excelrtd

      Public
      Excel RTD Application Module for the VeighNa Framework
      Python
      •
      MIT License
      •17•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_rest

      Public
      REST API Client for the VeighNa Framework
      Python
      •
      MIT License
      •26•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_webtrader

      Public
      VeighNa Framework for Web-side Management Server
      Python
      •
      MIT License
      •40•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_websocket

      Public
      Websocket API Client for VeighNa Framework
      Python
      •
      MIT License
      •31•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_scripttrader

      Public
      Script Transaction Module for the VeighNa Framework
      Python
      •
      MIT License
      •25•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_riskmanager

      Public
      Ex ante risk control module of the VeighNa framework
      Python
      •
      MIT License
      •25•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_paperaccount

      Public
      Paper Trading Module for the VeighNa Framework
      Python
      •
      MIT License
      •26•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_optionmaster

      Public
      Options Volatility Trading Module for the VeighNa Framework
      Python
      •
      MIT License
      •31•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_portfoliomanager

      Public
      Trading Portfolio Management Module for the VeighNa Framework
      Python
      •
      MIT License
      •27•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_spreadtrading

      Public
      Spread Trading Module for the VeighNa Framework
      Python
      •
      MIT License
      •38•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_chartwizard

      Public
      K-Line Charting Module for the VeighNa Framework
      Python
      •
      MIT License
      •30•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_datarecorder

      Public
      Ticker Recording Module for VeighNa Framework
      Python
      •
      MIT License
      •31•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_portfoliostrategy

      Public
      Portfolio Strategy Module for the VeighNa Framework
      Python
      •
      MIT License
      •46•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_ib

      Public
      InteractiveBrokers Trading Interface for the VeighNa Framework
      Python
      •
      MIT License
      •33•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_ctabacktester

      Public
      CTA backtesting module for the VeighNa framework
      Python
      •
      MIT License
      •63•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy_ctastrategy

      Public
      CTA Strategy Module for the VeighNa Framework
      Python
      •
      MIT License
      •119•0•0•0•Updated Aug 16, 2024Aug 16, 2024

    • vnpy

      Public
      Python based open source quantitative trading platform development framework
      pythonfinancetradingalgotradingquanttrading-algorithmsbacktesteralgorithmic-tradingbacktesting-enginebacktesting
      Python
      •
      MIT License
      •8.9k•81•1•0•Updated Aug 16, 2024Aug 16, 2024

    • pwb-backtrader

      Public
      Python Backtesting library for trading strategies
      Python
      •
      GNU General Public License v3.0
      •4k•2•0•0•Updated May 18, 2024May 18, 2024

    • mlfinlab

      Public
      MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
      Python
      •
      Other
      •1.2k•3•0•0•Updated Apr 13, 2024Apr 13, 2024

    • vnpy_sqlite

      Public
      SQLite Database Interface for VeighNa Framework
      Python
      •
      MIT License
      •26•0•0•0•Updated Aug 24, 2023Aug 24, 2023

    • vnpy_postgresql

      Public
      PostgreSQL Database Interface for VeighNa Framework
      Python
      •
      MIT License
      •12•0•0•0•Updated Aug 24, 2023Aug 24, 2023

    • vnpy_mysql

      Public
      MySQL Database Interface for VeighNa Framework
      Python
      •
      MIT License
      •28•0•0•0•Updated Aug 24, 2023Aug 24, 2023

    • vnpy_mongodb

      Public
      MongoDB Database Interface for VeighNa Framework
      Python
      •
      MIT License
      •24•0•0•0•Updated Aug 24, 2023Aug 24, 2023