Backtesting Trading Strategies
Showing 5 of 5 projects
A collection of Python notebooks and tools for quantitative finance research, including backtesting, machine learning, and portfolio optimization.
A machine learning framework for developing high-frequency trading strategies using full orderbook tick data.
A Python toolkit for training reinforcement learning agents and backtesting rule-based algorithms in financial markets.
A scalable, event-driven backtesting library for reinforcement learning in algorithmic trading, built on Backtrader with OpenAI Gym API.
A CLI tool for batch backtesting, dataset import, and strategy parameter optimization for the Gekko Trading Bot.
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