path: root/finance/py-bt/pkg-descr

bt is a flexible backtesting framework for Python used to test quantitative
trading strategies. Backtesting is the process of testing a strategy over a
given data set. This framework allows you to easily create strategies that mix
and match different Algos. It aims to foster the creation of easily testable,
re-usable and flexible blocks of strategy logic to facilitate the rapid
development of complex trading strategies.

The goal: to save quants from re-inventing the wheel and let them focus on the
important part of the job - strategy development.

bt is coded in Python and joins a vibrant and rich ecosystem for data analysis.
Numerous libraries exist for machine learning, signal processing and statistics
and can be leveraged to avoid re-inventing the wheel - something that happens
all too often when using other languages that don't have the same wealth of
high-quality, open-source projects.