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SimTradeLab is an open-source backtesting framework inspired by PTrade’s event-driven architecture. It features a lightweight, modular design and full syntax compatibility, enabling seamless strategy development and validation.
Heuristic trading strategy optimizer and tester. Uses backtrader for the actual simulation, deap for genetic algorithm-based optimization and a plug-in based strategy for ease of use and flexibility supporting external plugins using python-built in plugin system.
Predicting asset prices' directional movements based on implied volatility of price action. This experiment was performed on SPX index fund with VIX as implied volatility reference.