back-testing

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

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

C++ tools and utilities for algorithmic trading.

Stock trading strategy back-tester

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

Technical analysis and back-testing in Python

A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.

C++ algo template project.

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

Temporal partitioning and backtesting for time-correlated datasets

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.

Automated futures trading bot for Bitget using Bollinger Bands + RSI strategy with take-profit, stop-loss, and partial exits. Supports demo/live modes, alerts via Telegram, and customizable risk/position settings.

backtesting framework in Go

Simple test of pair-trading investment strategy

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

Python modules for backtesting trading strategies

wycai's addins and widgets for back testing

Early prototype exploring Goldman Sachs’ open-source gs-quant toolkit. Structured walkthrough of the library’s core areas — market data, instruments & risk measures, portfolios, backtesting, scenarios, and analytics — via the official example notebooks and source layout. A hands-on starting point for understanding

Quantitative research framework for cross-sectional equity alpha: random matrix theory covariance cleaning, purged combinatorial cross-validation, and Deflated Sharpe Ratio — measuring how much of a backtest survives leakage, multiple testing and market impact. Python + C++.