From 47f1226f15ff0f6110ae6ee388253bedd7fbc158 Mon Sep 17 00:00:00 2001 From: raphaub-hub Date: Mon, 6 Apr 2026 19:12:41 +0200 Subject: [PATCH] Update README.md MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 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. --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 6868c87..8d169c4 100644 --- a/README.md +++ b/README.md @@ -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