I would like to build an algorithm that tests the performance of a library of strategies. Can anybody point me to a resource where I can find strategies that I could easily port to BT? is there a BT library somewhere? Could I just use a source like quantopian?
is there a BT library somewhere?
Not so far.
Could I just use a source like quantopian?
Not familiar with it, but as far as I know, there are several discussions about strategies in the Quantopian community. You will probably find some classic strategies there (the most usual discussion seems to be about mean reversion)
@backtrader Thank you for your answer and I am sure a library will be coming together soon. I will certainly contribute as I get further into my backtrader journey :)