{"repo":"mccaffers/backtesting-engine","free":true,"listed":false,"github":"https://github.com/mccaffers/backtesting-engine","clone":"git clone https://github.com/mccaffers/backtesting-engine.git","description":"Backtesting engine built in C# to explore and experiment with various trading strategies at scale.","language":"C#","stars":20,"topics":["trading-platform","backtesting","trading","backtesting-engine","quantitative-finance"],"license":"MIT","category":"trading","readme_excerpt":"C# Backtesting Engine [!NOTE] This project is maintained but no longer under active development. It receives periodic updates and improvements, but my primary focus has shifted to a C++ implementation for further experimentation. Check out the progress on the high-performance C++ version here: backtesting-engine-cpp Background This is a high-performance C# backtesting engine designed to analyze financial data and evaluate multiple trading strategies at scale. The engine leverages QuestDB for efficient time-series data storage and retrieval, providing significantly faster query performance and more robust handling of tick-level financial data compared to traditional file-based approaches. This project serves as a practical demonstration of quantitative engineering capabilities, combining financial domain knowledge with modern software architecture and cloud infrastructure. I initiated this project to deepen my understanding of financial markets while showcasing technical expertise through detailed documentation and transparent decision-making. By building a production-grade backtesting system from the ground up I've been able to explore real-world challenges in quantitative finance—from data pipeline optimisation to strategy evaluation frameworks. The project also initially investigates the practical benefits of cloud services, specifically AWS, for horizontally scaling strategy permutations and experiments. This cloud-native approach dramatically reduces the time required to ","default_branch":null,"files":null,"tree":[],"storefront":"/r/mccaffers","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/mccaffers/backtesting-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."}