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A fairly realistic backtester that performs portfolio optimization that includes transaction costts with computational efficiency in mind also uses performance attribution to identify the major drivers of portfolio'ss profit and loss
A fairly realistic backtester that performs portfolio optimization that includes transaction costts with computational efficiency in mind also uses performance attribution to identify the major drivers of portfolio'ss profit and loss
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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TRADES is a diffusion-based generator of realistic limit-order-book market simulations for downstream trading research
Research, backtest and live trade multi-asset quantitative strategies on the world's leading open-source algorithmic trading platform, alongside 552,100 quants.
Commercial extension of VectorBT adding advanced analytics, live trading and data integrations.
