Description
Testing allocation strategies, many frameworks focus on single-instrument signals, making rebalancing awkward. bt is a flexible backtesting framework for Python built for portfolio strategies.
It composes strategies from algorithm blocks with built-in selection, weighting and rebalancing, reporting stats and charts.
Portfolios:Allocation.
Algos:Composable.
Rebalancing:Built in.
Reports:Stats and charts.
It composes strategies from algorithm blocks with built-in selection, weighting and rebalancing, reporting stats and charts.
Features
Portfolios:Allocation.
Algos:Composable.
Rebalancing:Built in.
Reports:Stats and charts.
