gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-07-27 20:07:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Update README.md

Browse Source 
Sextant is a local event-driven backtesting engine built in Python with a Streamlit interface.

Key features:
- Strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent)
- FRED/ALFRED integration with vintage support (no lookahead from data revisions)
- Basket SL/TP and Hedge mode
- No-code visual strategy builder
- Data from Yahoo Finance, FRED, CSV (TradingView)

MIT license. Actively maintained.
This commit is contained in:
raphaub-hub
2026-04-06 19:12:41 +02:00
committed by GitHub
parent 11c8f123ea
commit 47f1226f15
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+1 -1
View File
@@ -262,7 +262,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Barter](https://github.com/barter-rs/barter-rs) - `Rust` - Open-source Rust framework for building event-driven live-trading & backtesting systems.
- [LFEST](https://github.com/MathisWellmann/lfest-rs) - `Rust` - Simulated perpetual futures exchange to trade your strategy against.
- [OpenFinClaw](https://github.com/cryptoSUN2049/openFinclaw) - `Python` `Rust` - AI-native one-person hedge fund platform with Rust trading engine. Natural language → strategy → backtest → execution in 60s. Multi-market (US/HK/CN/Crypto), self-evolving strategy pipeline. Built on OpenClaw (68K+ stars).
- [Sextant](https://github.com/raphaub-hub/SEXTANT) - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.
- [Sextant](https://github.com/raphaub-hub/SEXTANT) - `Python` - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.
## Portfolio Optimization & Risk Analysis