15 lines
905 B
Text
15 lines
905 B
Text
bt is a flexible backtesting framework for Python used to test quantitative
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trading strategies. Backtesting is the process of testing a strategy over a
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given data set. This framework allows you to easily create strategies that mix
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and match different Algos. It aims to foster the creation of easily testable,
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re-usable and flexible blocks of strategy logic to facilitate the rapid
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development of complex trading strategies.
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The goal: to save quants from re-inventing the wheel and let them focus on the
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important part of the job - strategy development.
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bt is coded in Python and joins a vibrant and rich ecosystem for data analysis.
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Numerous libraries exist for machine learning, signal processing and statistics
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and can be leveraged to avoid re-inventing the wheel - something that happens
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all too often when using other languages that don't have the same wealth of
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high-quality, open-source projects.
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