A Julia backtesting engine
Author SaguaroCapital
7 Stars
Updated Last
5 Months Ago
Started In
January 2023


CI Lifecycle:Experimental Code Style: Blue Coverage Docs

SaguaroTrader.jl is a modular schedule-driven backtesting library for long-short equities and ETF based systematic trading strategies. This library originated as a Julia port of the Python library qstrader. The library is currently experimental, and is under active development.


From the Julia General Registry:

julia> ]  # enters the pkg interface
pkg> add SaguaroTrader
julia> using Pkg; Pkg.add("SaguaroTrader")

From source:

julia> using Pkg; Pkg.add(url="")
julia> ]  # enters the pkg interface
Pkg> add

Other Julia Backtesting Libraries

  • Bruno.jl - A modular, flexible package for simulating financial data, asset pricing, and trading strategy testing.
  • Trading.jl - A framework for defining and executing and backtesting trading strategies based on technical indicators.

Used By Packages

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