An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Appears on
Quick read
Latest capture 2026-09-27 03:06
Archive status reflects the last catalog sync, not a maintenance assessment. Check recent releases, issue responses, and fit for your project with the repository shortlisting checklist.
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
5 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +19
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Statistical and Algorithmic Investing Strategies for Everyone
Time series and portfolio analytics for quantitative finance.
A JavaScript library to allocate and optimize financial portfolios.
💵 Independent financial accounting with intelligent reporting, alternative to Quickbooks, Xero, Wave.
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
