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This repository has been archived by the owner on Nov 22, 2023. It is now read-only.
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Minimalist backtester designed to integrate with the quant workflow.

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alphasim

Now archived and replaced with https://github.com/thecolngroup/alphavec


Alphasim is a minimalist backtester inspired by https://github.com/Robot-Wealth/rsims.

The backtest input is the natural output of a typical quant research process: a dataframe of asset prices and weights.

Strategy performance is optimised using a trade buffer heuristic.

If you're looking for a more traditional backtester and algo development platform (in Go) check out my other project https://github.com/thecolngroup/alphakit.

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