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Add Sextant to Trading & Backtesting

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Add Sextant - event-driven backtesting engine
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Wilson Freitas
2026-04-22 06:02:04 -03:00
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@@ -265,6 +265,7 @@ 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) - `Python` - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.
- [TradeClaw](https://github.com/naimkatiman/tradeclaw) - `Node.js` `TypeScript` - Open-source self-hosted AI trading signal platform. Generates buy/sell signals using RSI, MACD, EMA, Bollinger Bands for forex, crypto and commodities. Deployable via Docker Compose. ([Demo](https://tradeclaw.win/dashboard))
## Portfolio Optimization & Risk Analysis