Academic backtesting framework for quantitative research. ~30 risk and performance ratios, 10 classes of indicators, event-driven engine with 6+ strategies, MPT optimizer, forward-looking simulation with Johnson SU + t-Copula, walk-forward CV, stress testing, fundamental analysis (Altman Z, Piotroski, DuPont). All flat Python + numpy.
Creator's repository · gauss314/skills
License: MIT