Simple framework for testing quantitative trading strategies
Framework for building high-performance live-trading, paper-trading and back-testing systems
Framework for building high-performance live-trading, paper-trading and back-testing systems
Rust framework for developing, backtesting, and deploying Bitcoin futures trading strategies.
Backtesting framework for trading strategies
A fast, reliable command-line tool for downloading historical OHLCV (Open, High, Low, Close, Volume) stock data from Yahoo Finance. Supports multiple symbols, various time intervals (daily, weekly, monthly, and intraday), customizable date ranges, and outputs clean JSON format for easy integration with data analysis pipelines, backtesting frameworks, and quantitative trading systems.
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Comprehensive Rust library for backtesting trading strategies with Hyperliquid data, funding rates, and perpetual futures mechanics
Event-driven algorithmic trading framework (live, paper, backtest)
Core backtesting machinery for the Nautilus trading engine
Core backtesting machinery for the Nautilus trading engine
High-performance backtesting engine for Neural Trader - vectorized calculations and event-driven simulation
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