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fastquant
Backtest investment strategies in a few lines of Python
What it is
A Python library designed to make backtesting of investment strategies accessible with as few as three lines of code. It pulls historical stock data from Yahoo Finance and the Philippine Stock Exchange, crypto data from Binance, and offers a library of built-in strategies such as RSI, moving average crossovers, and MACD, plus automated grid search for parameter optimization. Traders and analysts who want data-driven investment analysis without heavy coding overhead will find it approachable. Coverage is limited to the data sources it supports, so users outside those markets will need to supply their own data.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Beginners |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +1 over the period, now 1,756. Gaps mean no snapshot was taken that day.
fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.
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