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Example: Zipline with Quandl bundle #64
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bt is a good choice. |
Have you used it? I know there are some others in the Python ecosystem but there does not seem to be a clear-cut winner, or is there? |
I have played around with bt. I think most of the python opensource libraries fall into two categories, individual asset-by-asset backtest (most of them), and portfolio-based backtest. bt so happen to have both (it also accepts weights as model output, unlike many others), but only because it emphasizes modularity/flexibility. At least this is what I can remember from memory. |
Cool! I might give it a try! It would be nice to create minimalistic example of |
I actually tried awhile back but it seems that to utilize
So this is different from your current setup whereby you plot the moving metrics (Sharpe, Mean etc). I ended up doing halfway and gave up. I will dig up what I can when I am free and post it here :) |
Interesting! I guess one major thing that is missing in However, if we start with simple things, backtesting a buy and hold strategy should be trivial in any backtester, right? |
Unfortunately installing Zipline is a nightmare, only supports Python 3.5.
So maybe investigate open-source backtesters
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