高性能并行、事件驱动量化回测框架 high performance backtest，factor investing, portfiolio analysis

Open-source Rust framework for building event-driven live-trading & backtesting systems

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

A股回测框架， 模拟实盘账户交易, 适合编写T+0策略

A personal automated trading system

Fcore Is an AI Framework for Financial Markets Analysis (Active Development).

🔎 📈 🐍 💰 Backtest trading strategies in Python.

NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs

A nimble options backtesting library for Python

Back Testing strategies fast in Python

Backgommon is a backtesting and simulation framework for trading strategies, written in pure go. It aims to be fast, flexible and easy to use.

Comprehensive GitHub repository showcasing proficient utilization of the backtesting.py library, illustrating code implementations and insightful learnings in quantitative financial backtesting strategies.

Backtesting toolbox for trading strategies

Explore and leverage the correlation between oil price movements, energy sector, and transportation sector. This repository houses quantitative research findings and trading strategies that exploit this correlation to generate robust signals.

Trading strategy backtesting framework with focus on position adjustment in a session scope.

event-driven backtesting framework written in golang

High-frequency statistical arbitrage

backtrader documentation

A Backtest or Trading Framework with C++

These are the code snippets used in the Backtrader for backtesting guide on the AlgoTrading101 website