#Backtesting-engine

Showing 33 of 33 repositories tagged #backtesting-engine, ranked by stars

kernc
kernc
backtesting.py

๐Ÿ”Ž ๐Ÿ“ˆ ๐Ÿ ๐Ÿ’ฐ Backtest trading strategies in Python.

Score
100
โ˜… 8.7k โ‘‚ 1.5k +16/day
Python
nkaz001
nkaz001
hftbacktest

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

Score
100
โ˜… 4.3k โ‘‚ 826 +10/day
Rust
barter-rs
barter-rs
barter-rs

Open-source Rust framework for building event-driven live-trading & backtesting systems

Score
50
โ˜… 2.2k โ‘‚ 353 +4/day
Rust
evan-kolberg
evan-kolberg
prediction-market-backtesting

An extension for Nautilus Trader

Score
100
โ˜… 1.0k โ‘‚ 158 +13/day
Python
lukstei
lukstei
trading-backtest

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

Score
83
โ˜… 351 โ‘‚ 138 +1/day
Java
kay-ou
kay-ou
SimTradeLab

SimTradeLab is an open-source backtesting framework inspired by PTradeโ€™s event-driven architecture. It features a lightweight, modular design and full syntax compatibility, enabling seamless strategy development and validation.

Score
0
โ˜… 320 โ‘‚ 63 โ€”
Python
sirnfs
sirnfs
OptionSuite

Option and stock backtester / live trader

Score
96
โ˜… 298 โ‘‚ 66 +1/day
Python
eliasswu
eliasswu
AlphaPurify

Extremely fast quantitative factor cleaning and backtesting library, based on Polars

Score
100
โ˜… 290 โ‘‚ 51 +6/day
Python
JTAmos
JTAmos
Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

Score
70
โ˜… 167 โ‘‚ 38 โ€”
Julia
jialuechen
jialuechen
trademind

Hybrid Event-driven and Vectorized Strategy Backtesting Library

Score
48
โ˜… 129 โ‘‚ 7 โ€”
C++
krish567366
krish567366
submicro-execution-engine

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

Score
91
โ˜… 99 โ‘‚ 17 โ€”
C++
cutemarkets
cutemarkets
cutebacktests

Backtesting framework for modern option strategies

Score
87
โ˜… 97 โ‘‚ 3 +1/day
Python
squidKid-deluxe
squidKid-deluxe
QTradeX-Algo-Trading-SDK

AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

Score
67
โ˜… 82 โ‘‚ 16 +3/day
Python
jensnesten
jensnesten
rust_bt

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Score
0
โ˜… 77 โ‘‚ 19 โ€”
Rust
quantfreedom
quantfreedom
QuantFreedom

Professional Backtesting Engine for crypto, stocks and forex

Score
39
โ˜… 70 โ‘‚ 31 โ€”
Jupyter Notebook
m12t
m12t
bsm-time-machine

A Black-Scholes-based options backtesting simulator

Score
0
โ˜… 66 โ‘‚ 3 โ€”
Jupyter Notebook
backtrader
backtrader
backtrader-docs

backtrader documentation

Score
57
โ˜… 66 โ‘‚ 53 โ€”
Delta-F
Delta-F
deltafq

Python ๅผ€ๆบ้‡ๅŒ–ๆก†ๆžถ๏ผš ่ฆ†็›–โ€œ็ ”็ฉถใ€ๅ›žๆต‹ใ€ไบคๆ˜“โ€ๅ…จ็”Ÿๅ‘ฝๅ‘จๆœŸ๏ผŒๆž„ๅปบไปŽ้›ถๅˆฐๅฎž็›˜็š„ๅทฅไธš็บง้‡ๅŒ–้—ญ็Žฏๅทฅไฝœๆตใ€‚

Score
33
โ˜… 53 โ‘‚ 25 +2/day
Python
JeffreyHyer
JeffreyHyer
grandmaster

:crystal_ball::moneybag: Backtesting and execution of algorithmic trading strategies in Node.js

Score
30
โ˜… 45 โ‘‚ 17 โ€”
JavaScript
milliyang
milliyang
zuilow

Zuilow trading platform, no AI yet !!!

Score
74
โ˜… 33 โ‘‚ 9 โ€”
Python
MegaJoctan
MegaJoctan
StrategyTester5

A strategy tester for MetaTrader5 in Python language

Score
78
โ˜… 30 โ‘‚ 17 โ€”
Python
grinply
grinply
kate-backtester

A fast and simple backtest implementation for algorithmic trading in golang

Score
13
โ˜… 26 โ‘‚ 6 โ€”
Go
Azulinho
Azulinho
cryptobot

Binance cryptocurrency trading bot

Score
26
โ˜… 24 โ‘‚ 14 โ€”
Python
IgorWounds
IgorWounds
Backtester101

A proof-of-concept custom backtester

Score
4
โ˜… 23 โ‘‚ 6 โ€”
Jupyter Notebook
drew2323
drew2323
v2trading

V2Trading platform - live trading engine, backtesting and research tool.

Score
22
โ˜… 18 โ‘‚ 4 โ€”
Jupyter Notebook
Arech
Arech
t18

Algotrading framework for C++17

Score
9
โ˜… 17 โ‘‚ 10 โ€”
C++
theorycraft-trading
theorycraft-trading
theory_craft

Backtesting engine in Elixir

Score
43
โ˜… 17 โ‘‚ 2 โ€”
Elixir
mccaffers
mccaffers
backtesting-engine

Backtesting engine built in C# to explore and experiment with various trading strategies at scale.

Score
35
โ˜… 17 โ‘‚ 4 โ€”
C#
amin-sharifi-github
amin-sharifi-github
alphafx-trading-system

Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk management, and CLI tools for backtesting, monitoring, and performance analysis.

Score
17
โ˜… 17 โ‘‚ 6 โ€”
Python
LynchzDEV
LynchzDEV
ai-auto-trader-ahh

An advanced crypto futures trading platform featuring multi-agent AI debate consensus, real-time backtesting, and automated execution on Binance.

Score
52
โ˜… 14 โ‘‚ 3 โ€”
Go
jonblankenship
jonblankenship
stratysis

A pluggable automated trading system backtesting engine.

Score
0
โ˜… 14 โ‘‚ 3 โ€”
C#
Grefer
Grefer
DeltaLab

Dynamic Hedging Backtesting Engine

Score
65
โ˜… 13 โ‘‚ 6 +1/day
Python
bbalouki
bbalouki
bbstrader

Simplified Investment & Trading Toolkit with Python & C++

Score
61
โ˜… 13 โ‘‚ 3 โ€”
Python
Related Topics
#backtesting#algorithmic-trading#trading#backtesting-trading-strategies#quantitative-finance#trading-strategies#python#backtesting-frameworks#finance#forex-trading#algotrading#quant

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