Institutional multi-asset quantitative backtesting framework with Walk-Forward Optimization, Monte Carlo simulations, realistic slippage/commission models, and tearsheet risk analytics (Sharpe, Sortino, Max Drawdown).
monte-carlo-simulation portfolio-optimization sharpe-ratio trading-strategies quantitative-finance backtesting-engine risk-management financial-engineering backtesting quant-finance vectorbt walk-forward-optimization python-trading-options python-trading-bot-perpetualdex-defi-crypto-broker drawdown-analysis python-trading-strategies algorithmic-trading-quantitative
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Updated
Nov 8, 2026 - Python