Except Zipline, are there any other Pythonic algorithmic trading library I can choose?

  • Except Zipline, are there any other Pythonic algorithmic trading library I can choose? Especially, for backtesting?

    What does your employer currently use?

    @Terence Ng: I'm curious, what is it about Zipline that makes it unsuitable for u ?

  • J. Morris

    J. Morris Correct answer

    8 years ago

    Aside from Zipline, there are a number of algorithmic trading libraries in various stages of development for Python.

    From the commercial side, RapidQuant looks very interesting though I haven't tried it yet. It's from some of same developers that brought us the excellent Pandas data analysis library. I think Wes McKinney (Pandas's main author) is involved.

    From the open source side, you might check out ultra-finance. It aims to be a fully featured event-driven based backtesting system.

    Also check out PyaAlgoTrade. It's coded to allow for distributed testing of strategies on Google's cloud infrastructure. It incorporates the open source TA-Lib technical analysis library.

    Finally, take a look at TradeProgrammer. It also uses the TA-Lib library. The package is free to use for backtesting, but its live trading version is commercial.

    Aside from that, I think that many proprietary traders build their own systems. There is definitely something to be said for using a tool you understand on that level.

    Which one you would recommend?

    Zipline is an equity backtester only. What can I do if I want to use it in Currencies and Futures? Which one I can choose? Do I have to select an library and modify the code myself?

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Content dated before 7/24/2021 11:53 AM