nymath/torchqtm

TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.

42
/ 100
Emerging

This helps quantitative traders and researchers efficiently test and refine trading strategies, often called 'alphas'. You input historical financial data and defined trading rules, and it outputs simulated performance metrics to evaluate how well your strategy would have performed. It's designed for quantitative analysts and portfolio managers who develop rule-based trading systems.

No commits in the last 6 months.

Use this if you need a high-speed framework to backtest various quantitative trading strategies using historical market data.

Not ideal if you're looking for a simple tool for basic stock chart analysis or don't have programming experience.

quantitative-finance algorithmic-trading portfolio-backtesting alpha-generation financial-modeling
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 8 / 25
Maturity 16 / 25
Community 18 / 25

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Stars

50

Forks

13

Language

Cython

License

MIT

Last pushed

Jul 13, 2023

Commits (30d)

0

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