Zipline
Comparision of Event Driven Backtesting Vs Vectorized Backtesting
Welcome to the crucial topic of backtesting methodologies for system traders: event-driven vs. vectorized backtesting. If you're starting to learn about...
Top Quant Python Libraries for Quantitative Finance
quantitative-finance, python, pandas, NumPy, SciPy, scikit-learn, statsmodels, QuantLib, zipline, TensorFlow, pyfolio, yfinance, seaborn, Plotly, Streamlit, TA-Lib, pandas_ta