Backtesting Trading Strategies
Showing 6 of 6 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.
Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.
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