gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-11-02 04:16:10 +00:00
Code Issues Packages Projects Releases Wiki Activity

Add backtest-audit-kit to Trading & Backtesting (#824)

Browse Source 
Co-authored-by: Wilson Freitas <wilson.freitas@gmail.com>
This commit is contained in:
rytjy
2026-10-19 11:39:19 -03:00
committed by GitHub
co-authored by Wilson Freitas
parent 8103965e4a
commit b5de255a94
1 changed files with 1 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+1
View File
@@ -299,6 +299,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [JIT-Optimization-Engine](https://github.com/cloudsealed/JIT-Optimization-Engine) - `Python` - High-performance analytical core using LLVM JIT (Numba) to process large-scale telemetry for quant diagnostics.
- [backtester-mcp](https://pypi.org/project/backtester-mcp/) - `Python` - Local-first backtesting engine with built-in overfitting checks (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents. [GitHub](https://github.com/bcosm/backtester-mcp)
- [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - `R` - Exploring Portfolio-Based Conjectures About Financial Instruments.
- [backtest-audit-kit](https://github.com/rytjy/backtest-audit-kit) - `Python` - Dependency-free audit toolkit for backtests (no numpy/pandas): detects look-ahead, checks cash/position ledger conservation, flags fee and funding double-counting, and mutation-tests your own suite for blind spots.
- [pa](https://cran.r-project.org/web/packages/pa/index.html) - `R` - Performance Attribution for Equity Portfolios.
- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - `R` - Enhanced Quantitative Trading Modelling.
- [blotter](https://github.com/braverock/blotter) - `R` - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.