1 repo
Awesome GitHub RepositoriesPortfolio Backtesting Engines
Tools for evaluating investment strategies against historical market data.
Distinguishing note: Specialized for portfolio-level backtesting in quantitative finance.
Explore 1 awesome GitHub repository matching testing & quality assurance · Portfolio Backtesting Engines. Refine with filters or upvote what's useful.
Awesome Portfolio Backtesting Engines GitHub Repositories
Find the best repos with AI.We'll search the best matching repositories with AI.
- microsoft/qlib
microsoft/qlib
37,586View on GitHubThis project is a comprehensive platform for quantitative investment research, machine learning, and algorithmic trading. It provides an end-to-end environment for developing, testing, and executing financial strategies, supporting the entire lifecycle from data ingestion and feature engineering to model training and backtesting. The system is distinguished by its configuration-driven workflow orchestration, which allows researchers to automate complex pipelines and manage experiments through declarative files. It features a high-performance data infrastructure that utilizes custom binary for
Evaluates investment logic by running historical simulations on portfolio strategies using model-generated prediction scores.
Pythonalgorithmic-tradingauto-quantdeep-learning
