event-driven-backtesting

Here are 3 public repositories matching this topic...

diego-cores / backpy

BackPy is a library made in python for back testing in financial markets.

testing library trading financial python3 markets strategy matplotlib quantitative-finance financial-analysis algorithmic-trading quant-trading binance-trading-bot event-driven-backtesting backpy trading-view-alternative

Updated Aug 24, 2026
Python

pranavpillaiNUS / l2-mm-system

Star

Deterministic L2 order-book replay and event-driven execution simulation for market microstructure research.

python cryptocurrency limit-order-book market-microstructure market-making event-driven-backtesting order-book-replay execution-simulation

Updated Aug 6, 2026
Python

717yekara / 717Y-quantitative-event-driven-research-engine

Star

Institutional-style quantitative research and systematic trading architecture — research, walk-forward validation, portfolio construction, risk controls, Zipline backtesting, and IBKR execution.

python event-driven algorithmic-trading quantitative-trading portfolio-construction zipline risk-management backtesting ibkr quantitative-research systematic-trading factor-research event-driven-backtesting walk-forward-analysis

Updated Aug 31, 2026
Jupyter Notebook

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