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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
Zipline is a Python-based algorithmic trading library designed for the development and backtesting of investment strategies. It functions as a quantitative finance engine that processes historical market data to simulate trading interactions and evaluate strategy performance through custom metrics. The platform provides a modular, event-driven framework that manages portfolio state transitions based on time-series data streams. Beyond its core trading capabilities, the system includes a comprehensive financial data analysis toolkit for manipulating large-scale market datasets to support syste
Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable
RQAlpha is a Python-native quantitative trading backtesting framework and live trading execution system. It provides an event-driven engine for simulating trading strategies against historical market data, with realistic transaction costs, slippage models, and corporate action handling. The platform supports multi-asset class trading including stocks, futures, options, and REITs, with separate sub-accounts for different asset types and configurable margin requirements. The framework distinguishes itself through a plugin-based extensible architecture that allows users to swap out core componen
bt - flexible backtesting for Python
The main features of pmorissette/bt are: Financial Analysis, Financial Analytics, Trading and Backtesting, Trading Frameworks, Trading Platforms.
Projects with overlapping indexed features include: quantopian/zipline — Zipline is a Python-based algorithmic trading library designed for the development and backtesting of investment… cuemacro/finmarketpy — finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library… vnpy/vnpy — VeighNa is an event-driven, modular platform designed for the development, backtesting, and execution of automated… quantconnect/lean — Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and… ricequant/rqalpha — RQAlpha is a Python-native quantitative trading backtesting framework and live trading execution system. It provides… constverum/quantdom — Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:].