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Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies.Note: Installing Zipline via pip is slightly more involved than the average Python package. Simply running pip install zipline will likely fail if you've never installed any scientific Python packages before.
Ease of use: Zipline tries to get out of your way so that you can
focus on algorithm development. See below for a code example.
Zipline comes "batteries included" as many common statistics like
moving average and linear regression can be readily accessed from
within a user-written algorithm.
Input of historical data and output of performance statistics are
based on Pandas DataFrames to integrate nicely into the existing
Statistic and machine learning libraries like matplotlib, scipy,
statsmodels, and sklearn support development, analysis, and
visualization of state-of-the-art trading systems.
Alphalens is a Python Library for performance analysis of predictive (alpha) stock factors. Alphalens works great with the Zipline open source backtesting library, and Pyfolio which provides performance and risk analysis of financial portfolios.Check out the example notebooks for more on how to read and use the factor tear sheet.
pyfolio is a Python library for performance and risk analysis of financial portfolios developed by Quantopian Inc. It works well with the Zipline open source backtesting library.Also see slides of a talk about pyfolio.
"Team Gredona" submission for McGill Code Jam 2012. Platform for testing out low-latency trading strategies on electronic exchanges. Handles trading, scheduling, and reporting for Morgan Stanley Electronic Trading group . Optimized to minimize latency.
The Open Java Trading System (OJTS) is meant to be a common infrastructure to develop (stock) trading systems. There are four parts: gathering of raw data over the internet, recognition of trading signals, a visualisation module and trading with banks.
Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.