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event-driven backtesting framework written in golang
The main features of gobacktest/gobacktest are: Trading Frameworks.
Projects with overlapping indexed features include: barter-rs/barter-rs — Open-source Rust framework for building event-driven live-trading & backtesting systems. byrnexu/betterquant — 📈 Better Quant. cuemacro/finmarketpy — finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library… fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… hfqr/flashfunk — High Performance Runtime in Rust. asyncalgotrading/aat — Asynchronous, event-driven algorithmic trading in Python and C++.
Open-source Rust framework for building event-driven live-trading & backtesting systems
finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library for simulating trading strategies against historical market data, computing the value of options contracts, and extracting trends from financial datasets. The system includes specialized engines for financial options pricing using numerical calculations and a backtesting library to assess risk and performance before live deployment. It further enables the detection of market seasonality and the execution of event studies to measure asset price behavior around specific time wi
Asynchronous, event-driven algorithmic trading in Python and C++
