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backtesting-engine

QuantStart.com - QSTrader backtesting simulation engine.

Python
3187
1 年前

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

Rust
2909
2 天前

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

Java
339
4 年前
Python
267
8 个月前

🔮💰 Backtesting and execution of algorithmic trading strategies in Node.js

JavaScript
47
3 年前

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

Rust
23
5 个月前