Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
Appears on
Quick read
Latest capture 2026-08-15 03:03
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 +4
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
A framework for quantitative finance In python.
QuantStart.com - QSTrader backtesting simulation engine.
Portfolio analytics for quants, written in Python
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
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.
A fast, extensible, transparent python library for backtesting quantitative strategies.
