A fast, extensible, transparent python library for backtesting quantitative strategies.
Appears on
Quick read
Latest capture 2026-08-12 03:07
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
4 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture 0
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
The fastest way from backtest to live trading.
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
QuantStart.com - QSTrader backtesting simulation engine.
QTPyLib, Pythonic Algorithmic Trading
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.
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
