Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading strategies. It functions as a trading strategy backtester and a machine learning trading platform, providing an environment to train predictive models on historical market data and deploy them into live strategies.
The framework features a standardized crypto exchange connectivity layer that allows for the execution of automated spot and futures trades across multiple cryptocurrency exchanges via an exchange-agnostic interface. It includes a quantitative risk analysis toolset to assess strategy robustness through Monte Carlo simulations and cross-validation testing.
The system covers a broad range of capabilities including algorithmic trade execution, time-series data backtesting to prevent look-ahead bias, and parameter optimization. It also provides tools for managing trade risk, monitoring real-time strategy performance, and programmatically researching strategies through scripts and notebooks.