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A Modular platform to perform advanced back-testing in today's 24/7 crypto-currency market

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Nyxar: A Lightweight Modular Platform for Sleepless Quantitative Trading

Nyxar (NyxTrader) is a platform for quantitative trading on 24/7 markets, with modules for data mining, strategy backtesting, paper trading, and live trading. Nyxar is particularly suitable for trading on cryptocurrency markets.

Features:

  • Event based backtesting with simulative exchange. Minimal difference between live trading and backtesting algorithms.

  • Built-in indicators (SMA, EMA, RSI, ...) for building your own trading strategy.

  • Built-in analyzers (Sharpe ratio, drawdown, ...), cross-validation, and hypothesis testing for benchmarking your strategy. (under development)

  • Multiple source of datafeed supported: mainstream cryptocurrency exchanges, quandal, csv file or pandas dataframe. (under development)

Documentation: http://nyxar.readthedocs.io/

Note: This project is in very early development stage.

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A Modular platform to perform advanced back-testing in today's 24/7 crypto-currency market

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