<?xml version="1.0" encoding="utf-8" standalone="yes"?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Backtesting on Noureddine RAMDI</title><link>https://ramdi.fr/tags/backtesting/</link><description>Recent content in Backtesting on Noureddine RAMDI</description><generator>Hugo</generator><language>en</language><lastBuildDate>Sat, 23 May 2026 20:41:27 +0000</lastBuildDate><atom:link href="https://ramdi.fr/tags/backtesting/index.xml" rel="self" type="application/rss+xml"/><item><title>A composable Python framework for crypto algorithmic trading with functional strategies</title><link>https://ramdi.fr/github-stars/a-composable-python-framework-for-crypto-algorithmic-trading-with-functional-strategies/</link><pubDate>Sat, 23 May 2026 20:41:14 +0000</pubDate><guid>https://ramdi.fr/github-stars/a-composable-python-framework-for-crypto-algorithmic-trading-with-functional-strategies/</guid><description>Explore a Python framework for cryptocurrency algorithmic trading that uses composable boolean functions for strategy design, supporting live trading, simulation, and backtesting.</description></item><item><title>Algorithmic trading with AI: the Harvard RBI framework for disciplined strategy development</title><link>https://ramdi.fr/github-stars/algorithmic-trading-with-ai-the-harvard-rbi-framework-for-disciplined-strategy-development/</link><pubDate>Sat, 23 May 2026 20:41:14 +0000</pubDate><guid>https://ramdi.fr/github-stars/algorithmic-trading-with-ai-the-harvard-rbi-framework-for-disciplined-strategy-development/</guid><description>This repo teaches algorithmic trading with a disciplined Research-Backtest-Implement method using Python and AI tools. It stresses avoiding emotional mistakes with systematic workflows.</description></item><item><title>QSTrader: a modular, schedule-driven Python framework for systematic equity backtesting</title><link>https://ramdi.fr/github-stars/qstrader-a-modular-schedule-driven-python-framework-for-systematic-equity-backtesting/</link><pubDate>Sat, 23 May 2026 20:41:14 +0000</pubDate><guid>https://ramdi.fr/github-stars/qstrader-a-modular-schedule-driven-python-framework-for-systematic-equity-backtesting/</guid><description>QSTrader offers a modular Python backtesting framework for long-short equity strategies using daily OHLC data and calendar-driven rebalancing. Its clean separation of signal, portfolio, and execution components stands out.</description></item><item><title>A curated gateway to machine learning resources for quantitative trading</title><link>https://ramdi.fr/github-stars/a-curated-gateway-to-machine-learning-resources-for-quantitative-trading/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/a-curated-gateway-to-machine-learning-resources-for-quantitative-trading/</guid><description>A curated GitHub repo consolidates 200+ quality resources for quantitative and ML-driven algorithmic trading, bridging academic research and practical strategies.</description></item><item><title>ai-trader: AI-powered config-driven backtesting with natural language interaction</title><link>https://ramdi.fr/github-stars/ai-trader-ai-powered-config-driven-backtesting-with-natural-language-interaction/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/ai-trader-ai-powered-config-driven-backtesting-with-natural-language-interaction/</guid><description>ai-trader adds natural language AI interaction to algorithmic trading backtesting via an MCP server and YAML configs. Supports US/TW stocks, crypto, forex with caching.</description></item><item><title>Algorithmic trading with Python: modular quant tools built on pandas</title><link>https://ramdi.fr/github-stars/algorithmic-trading-with-python-modular-quant-tools-built-on-pandas/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/algorithmic-trading-with-python-modular-quant-tools-built-on-pandas/</guid><description>This repo offers modular Python utilities for quantitative trading research, featuring pure-Pandas indicators and OOP portfolio simulation—usable standalone in quant pipelines.</description></item><item><title>Exploring the evolution of systematic trading infrastructure: from traditional backtesters to AI-native quant tools</title><link>https://ramdi.fr/github-stars/exploring-the-evolution-of-systematic-trading-infrastructure-from-traditional-backtesters-to-ai-native-quant-tools/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/exploring-the-evolution-of-systematic-trading-infrastructure-from-traditional-backtesters-to-ai-native-quant-tools/</guid><description>This curated repo maps the shift in systematic trading from event-driven backtesters to AI-powered strategy discovery, covering multi-asset tools, high-frequency backtesting, and AI agents.</description></item><item><title>FinRL-Trading: modular, weight-centric quantitative trading with deployment-consistent backtesting and DRL portfolio allocation</title><link>https://ramdi.fr/github-stars/finrl-trading-modular-weight-centric-quantitative-trading-with-deployment-consistent-backtesting-and-drl-portfolio-allocation/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/finrl-trading-modular-weight-centric-quantitative-trading-with-deployment-consistent-backtesting-and-drl-portfolio-allocation/</guid><description>FinRL-Trading offers a modular Python framework for quantitative trading focused on a weight-centric architecture unifying backtesting and live execution, with classical and DRL portfolio methods.</description></item><item><title>QuantDinger: a self-hosted AI-assisted quant trading platform with strong safety controls</title><link>https://ramdi.fr/github-stars/quantdinger-a-self-hosted-ai-assisted-quant-trading-platform-with-strong-safety-controls/</link><pubDate>Mon, 04 May 2026 10:23:02 +0000</pubDate><guid>https://ramdi.fr/github-stars/quantdinger-a-self-hosted-ai-assisted-quant-trading-platform-with-strong-safety-controls/</guid><description>QuantDinger unifies AI-assisted research, Python strategy development, backtesting, and live trading in a self-hosted platform with scoped AI agent tokens and strict safety defaults.</description></item><item><title>Lumibot: Unified Python trading library with AI agent runtime for reproducible strategy testing</title><link>https://ramdi.fr/github-stars/lumibot-unified-python-trading-library-with-ai-agent-runtime-for-reproducible-strategy-testing/</link><pubDate>Mon, 04 May 2026 10:23:01 +0000</pubDate><guid>https://ramdi.fr/github-stars/lumibot-unified-python-trading-library-with-ai-agent-runtime-for-reproducible-strategy-testing/</guid><description>Lumibot unifies backtesting and live trading for stocks, options, crypto, and forex with AI agent runtime using DuckDB, supporting multiple brokers and data sources.</description></item><item><title>QuantaAlpha: LLM-driven trajectory-based self-evolution for quantitative alpha factor discovery</title><link>https://ramdi.fr/github-stars/quantaalpha-llm-driven-trajectory-based-self-evolution-for-quantitative-alpha-factor-discovery/</link><pubDate>Mon, 04 May 2026 10:23:01 +0000</pubDate><guid>https://ramdi.fr/github-stars/quantaalpha-llm-driven-trajectory-based-self-evolution-for-quantitative-alpha-factor-discovery/</guid><description>QuantaAlpha uses large language models with evolutionary strategies to automate quantitative alpha factor discovery, achieving strong backtest metrics on major indices.</description></item></channel></rss>