Scalable, event-driven, deep-learning-friendly backtesting library

Python970lgpl-3.0

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QuantStart.com - QSTrader backtesting simulation engine.

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Scalable, event-driven, deep-learning-friendly backtesting library

Python970lgpl-3.0

3 years ago

a3cadvantage-actor-criticalgorithmic-trading-library

QuantStart.com - QSTrader backtesting simulation engine.

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backtesting-engineequitiesquantstart

Quantitative analysis, strategies and backtests

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