SaguaroTrader.jl

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.

Installation

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="https://github.com/SaguaroCapital/SaguaroTrader.jl/")

julia> ]  # enters the pkg interface
Pkg> add https://github.com/SaguaroCapital/SaguaroTrader.jl/

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.