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backtest

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wh1100717
wh1100717 commented Apr 26, 2017

我们会在这个 Issue 中持续 refer 比较典型的 Issue,也希望您能持续通过 issue 来与我们讨论各种问题,这样都可以为其他人提供参考,也避免我们重复回答同样的问题。

  • 如果您刚开始接触 RQAlpha 请先阅读文档 http://rqalpha.io
  • 如果您在使用过程中遇到了问题,请先查看下文罗列的FAQ是否可以解决您的问题,或者您也可以利用 Issue 的搜索和过滤功能来试图找到类似问题的讨论。
  • 如果以上方式仍然没有解决您的问题的,请您 创建Issue, 按照创建时给出的规范模板来描述您的问题
  • 善用截图功能,github 上是可以在 issue 的提问和回复中直接 ctrl + v 来上传图片的,很方便。

RQAlpha 2.0.0

Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.

  • Updated Jan 7, 2019
  • Python

C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.

  • Updated May 25, 2018
  • C
ZongUin
ZongUin commented May 16, 2018

There is this error when I use backtest :

perl backtest.pl Gekko BacktestTool v0.6 Website: https://github.com/xFFFFF/Gekko-BacktestTool

Exchange list: history/binance_0.1.db
config/strategies/MACD.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled
config/strategies/CCI.tomltrue[2018-05-16 14:29:20] Brute Force mode enabled
config/strategies/RSI.tomltrue[2018-05-16 14:29:20

EliteQuant Excel for Quantitative Modeling, Trading, and Portfolio Management. It enables you to create quantitative financial models in Excel spreadsheet, in the same way how financial professionals such as traders, quants, and portfolio managers do their day to day work. You are able to create pricing tools for products across all asset classes such as interest rate or FX, and from plain vanilla to exotic instruments. You are also able to backtest and live trade from Excel, with the so-called RTD, or real-time data support.

  • Updated Nov 23, 2017
  • C#

R quantitative trading and investment platform. EliteQuant_R is R based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.

  • Updated Jan 18, 2018
  • R

Matlab quantitative trading and investment platform. EliteQuant_Matlab is Matlab based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.

  • Updated Jan 29, 2018
  • MATLAB

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