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@@ -75,6 +71,7 @@ This framework is built around the full loop: **create strategies → vector bac
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</summary> <br>
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- 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
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- 🧮 **[Cross-Sectional Pipelines](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/pipelines)** — Rank, filter and score entire universes of symbols every iteration with a tidy factor table
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- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
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- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
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- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
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</details>
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## Usage
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<detailsopen>
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<summary>
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<strong>Backtesting Engines</strong>
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</summary> <br>
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### ⚡ Vector Backtesting — Test thousands of strategies, fast
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Polars-powered vectorized signal evaluation. Compare thousands of strategies side by side, sweep parameter grids, run multi-window robustness checks, rank by key metrics and surface your top candidates in seconds — all before committing to a full event-driven simulation.
Once you've narrowed down promising strategies, run them through a full event-driven simulation. Pluggable slippage and fill models, partial fills, and a complete simulation blotter — using the **same code path** you'll deploy live.
<img src="static/features/event-backtest-dark.svg" alt="Event-driven backtest engine — bar-by-bar realism with order fills" style="max-width: 100%;">
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</picture>
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</p>
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</details>
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<detailsopen>
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<summary>
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<strong>Backtest Analysis & Dashboard</strong>
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</summary> <br>
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Every backtest produces a **self-contained HTML dashboard** — open it in any browser, share with teammates, archive it. No server, no Jupyter, no dependencies. Compare strategies side-by-side, drill into trades, and capture your reasoning as you go.
-**Built-in MCP server** — let Copilot, Claude, or any MCP-compatible agent query your backtests, rank strategies, and reason over trades through `investing-algorithm-framework mcp`
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-**Notes keeping** — annotate every backtest with hypotheses, observations and conclusions; notes travel with the report so your research is never lost
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→ [Backtest dashboard docs](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/backtesting) · [MCP server docs](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/mcp-server)
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</details>
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<detailsopen>
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<summary>
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<strong>Live Trading</strong>
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</summary> <br>
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Once a strategy proves itself in backtests, deploy it with the **same code path** you backtested. Connect to any exchange — use the built-in [CCXT](https://github.com/ccxt/ccxt) integration, or plug in your own [`OrderExecutor`](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/custom-order-executors) for brokers, FIX gateways, or any custom venue. Run locally, in Docker, or deploy serverless to **AWS Lambda** or **Azure Functions**. Built-in portfolio tracking, position management, order persistence, and automatic state recovery.
-**Multiple exchanges & venues** — CCXT integration out of the box (Binance, Bitvavo, Coinbase, Kraken …), or plug in your own `OrderExecutor` for any broker / FIX / custom venue
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-**Portfolio persistence** — trades, orders and positions survive restarts
Publish your winning strategies to the [**Finterion**](https://www.finterion.com/) marketplace and monetize them. Investors subscribe to your bot, you earn a recurring revenue share — the framework handles the technical integration.
To get started, install the framework and scaffold a new project:
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Every backtest produces a **single HTML file** you can open in any browser, share with teammates, or archive. No server, no dependencies, no Jupyter required.
|**[Vectorized Backtesting](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/vector-backtesting)**| Fast signal research and prototyping |
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|**[Cross-Sectional Pipelines](https://coding-kitties.github.io/investing-algorithm-framework/Advanced%20Concepts/pipelines)**| Compute factors across many symbols at once — rank, filter and score universes per iteration |
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|**50+ Metrics**| CAGR, Sharpe, Sortino, max drawdown, win rate, profit factor, recovery factor, volatility, and more |
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|**[Live Trading](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/application-setup)**| Connect to exchanges via CCXT for real-time execution |
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|**[Portfolio Management](https://coding-kitties.github.io/investing-algorithm-framework/Getting%20Started/portfolio-configuration)**| Position tracking, trade management, persistence |
|[Finterion Plugin](https://github.com/Finterion/finterion-investing-algorithm-framework-plugin)| Share and monetize strategies on Finterion's marketplace |
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## Development
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</details>
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## Development & Contributing
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We welcome contributions! Open an issue, pick one up, or send a PR.
-[Open an issue](https://github.com/coding-kitties/investing-algorithm-framework/issues/new) for bugs or ideas
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- Read the [Contributing Guide](https://coding-kitties.github.io/investing-algorithm-framework/Contributing%20Guide/contributing)
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- PRs go against the `dev` branch
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## Risk Disclaimer
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If you use this framework for real trading, **do not risk money you are afraid to lose.** Test thoroughly with backtesting first. Start small. We assume no responsibility for your investment results.
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