Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.
What is the bottama/trading-strategy-backtest GitHub project? Description: "Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios in Python.". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.
Question is copied to clipboard — paste it after the AI opens.
Clone via HTTPS
Clone via SSH
Download ZIP
Download master.zipReport bugs or request features on the trading-strategy-backtest issue tracker:
Open GitHub Issues