Algorithmic trading strategy backtesting platform
Remarks:
- Corporate action data (e.g. split, dividend) using Python Datareader
- Chronological backtesting
- Prevents look-ahead bias
- Hudson runs asset by asset, so it sometimes travels back in time
- Daily balance settlement
- Introduces brokerage account concept to track the account balance in dollars
- Throws an error when the balance goes to negative after the requested execution
- Hudson does not have this concept
- Statistics calculation
- beta
For more detailed description of the code, please visit here