{"repo":"LouisSch/Backtest-Engine","free":true,"listed":false,"github":"https://github.com/LouisSch/Backtest-Engine","clone":"git clone https://github.com/LouisSch/Backtest-Engine.git","description":"A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.","language":"C++","stars":12,"topics":["algorithmic-trading","backtesting","cpp","docker","finance","multi-strategy","performance","quant-dev","quant-developer","quantitative-finance"],"license":"MIT","category":"trading","readme_excerpt":"Backtest-Engine A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution. --- 🚧 Work in Progress This project is actively being developped. Contributions, feedback and ideas are welcome! --- ✨ Features - GBM + Jump Tick Simulation Simulates realistic tick-level price movements using Geometric Brownian Motion with jumps. - Pluggable Strategy Interface Easily add or modify trading strategies (Mean Reversion, Breakout, Spread, etc...) - Multi-Strategy Execution Backtest several strategies in parallel on the same tick stream. - Dockerized Fully containerized, just build and run with Docker in a few seconds. - Performance Monitoring Execution time logging to benchmark strategies and engine throughput. --- 📈 Strategues Included - MeanReversionSimple - BreakoutStrategy - SpreadStrategy Each strategy runs on the same tick series with configurable parameters and initial capital. --- 🚀 Getting Started Requirements - Docker - Git Build the image bash docker build -t backtest-engine .","default_branch":null,"files":null,"tree":[],"storefront":"/r/LouisSch","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/LouisSch/Backtest-Engine/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}