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    Strategems

    Quantitative systematic trading strategy development and backtesting

    ... would seem to make it a natural fit as a language for systematic strategy research and development. While this package remains early in development, with time the hope is to be able to rapidly implement a trading idea, construct a historical backtest, analyze its results, optimize over a given parameter set, and visualize all of this with great detail.
    Downloads: 0 This Week
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