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by carlossouza
726 days ago
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The data used is Sharadar Core US Equities Bundle: https://data.nasdaq.com/databases/SFA It's a great survivorship-bias-free dataset. Regarding tools, I use Python. I wrote the backtesting software many, many, many years ago during my Master's degree, and I've been refining it ever since. It's an event-driven engine (they are slower than vector-based engines, but they are easier to write strategies for, understand, and debug) with all the bells and whistles, similar to the late Zipline. In fact, I tried most of the Python backtest engines that exist, and that's why I prefer to use what I built over the years: I have 100% understanding of what’s happening and 100% control. I’m thinking about open-sourcing it… anyway, the logic is not that complicated. |
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