event-driven-backtesting

Here are 4 public repositories matching this topic...

diego-cores / backpy

BackPy is a library made in python for back testing in financial markets.

testing library trading financial python3 markets strategy matplotlib quantitative-finance financial-analysis algorithmic-trading quant-trading binance-trading-bot event-driven-backtesting backpy trading-view-alternative

Updated Aug 24, 2026
Python

717yekara / 717Y-quantitative-event-driven-research-engine

Star

Institutional-style quantitative research and systematic trading architecture — research, walk-forward validation, portfolio construction, risk controls, Zipline backtesting, and IBKR execution.

python event-driven algorithmic-trading quantitative-trading portfolio-construction zipline risk-management backtesting ibkr quantitative-research systematic-trading factor-research event-driven-backtesting walk-forward-analysis

Updated Aug 31, 2026
Jupyter Notebook

Trading-Backtesting / trading-strategy-backtesting-suite

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Trading Strategy Backtesting Suite helps traders and quants validate ideas with event-driven backtesting, portfolio simulation, and Python backtesting workflows. Run free backtesting trading experiments on forex, options, and crypto data before risking capital in live markets.