vzs Goto Github PK

backtest

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

blotter

Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. (github mirror)

node-conpa

Asset Allocation application

node-finance

Module for portfolio optimization, prices and options

node-quadprog

Module for solving quadratic programming problems with constraints

node-rio

Integration with Rserve, a TCP/IP server for R framework

optionmath

A collection of option trading related utilities

portfolio

Classes for analysing and implementing equity portfolios.

portfoliosim

Classes that serve as a framework for designing equity portfolio simulations.

ppquantrade

Automated quantitative trading system you can easily extend, with the collaboration of machine learning algorithms and a financial library

prometheus

A flask web app that analyzes your stock portfolio performance, optimizes your asset allocation, and provides performance enhancement alerts.

pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

pytradelib

Python financial trading, research and backtesting library

quant

Quant is a python-based system for stock trading strategy backtesting

shiny-server

Host Shiny applications over the web.

sit

Systematic Investor Toolkit

strategery

tsdb-backtester

A C/C++ framework for automated trading strategy backtests.

vagrant_shiny

A setup that will get the RStudio shiny server all up and running on a VM using vagrant and puppet.