Event-Driven vs Vectorized Backtesting
Event-driven vs vectorized backtesting, settled with data: what the same-bar fill costs in index points, and the three things only an event loop can model.
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Open-Source Trading Terminal for Python
What an open-source trading terminal for Python really is: where an agentic IDE sits between a notebook, a backtester and a live broker, and what it cannot do.
Free Stock Market Data API in Python
Call a free stock market data API in Python with requests and pandas: an Ubuntu tutorial that loads JSON into a DataFrame and prints 20-day average volume.
How to Backtest a Trading Strategy in Python
How to backtest a trading strategy in under 80 lines of plain Python: a 5/20 moving average crossover with next-open fills, fees, slippage and a split fix.