alphasim

Now archived and replaced with https://github.com/thecolngroup/alphavec

Alphasim is a minimalist backtester inspired by .

The backtest input is the natural output of a typical quant research process: a dataframe of asset prices and weights.

Strategy performance is optimised using a trade buffer heuristic.

If you're looking for a more traditional backtester and algo development platform (in Go) check out my other project .