Getting Started with backtrader

A few weeks ago, I ranted about the R backtesting package quantstrat and its related packages. Specifically, I disliked that I would not be able to do a particular type of walk-forward analysis with quantstrat, or at least was not able to figure out how to do so. In general, I disliked how usable quantstrat seemed to be. The package’s interface seems flexible in some areas, inflexible in others, due to a strange architecture that I eventually was not willing to put up with anymore.

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