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Showing 2 open source projects for "backtesting"

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    pyfolio

    pyfolio

    Portfolio and risk analytics in Python

    pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library. At the core of pyfolio is a so-called tear sheet that consists of various individual plots that provide a comprehensive image of the performance of a trading algorithm. Here's an example of a simple tear sheet analyzing a strategy. Quantopian also offers a fully managed service for professionals that includes Zipline, Alphalens, Pyfolio, FactSet data, and more.
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    Data Model that will be applied to backtesting. The main goal of this project is to create a data model that is able to process large amounts of data using a simple script.
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