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backtrader vs vectorbt - python backtesting framework deep comparison
use both backtrader and vectorbt. here’s when to use each. quick verdict # backtrader: event-driven, realistic simulation, slower
week 3 june review - approaching target +$2,180
week 3 june done. approaching target. week 3 numbers # starting (june 16): $465,280 ending (june 22): $467,460
prop firm evaluations for algo traders - honest guide 2025
been asked about prop firms a lot lately. here’s my honest take for algo traders specifically. my situation # why i don’t use prop firms:
week 2 june review - consistency continues +$2,340
week 2 june done. consistency continues. week 2 numbers # starting (june 9): $462,940 ending (june 15): $465,280
position sizing with kelly criterion - python implementation
rebuilt my position sizing engine last weekend. kelly criterion with practical modifications. the problem # old approach: fixed 2% risk per trade.
week 1 june review - strong start +$2,680
week 1 june done. strong start. week 1 numbers # starting (june 1): $460,260 ending (june 8): $462,940
thetadata review - options greeks data for algo trading
been using thetadata for 8 months now. here’s the real review for options algo traders. what is thetadata # options-focused market data provider.
week 1 june - first full trading month since wedding
june starts. first full trading month since wedding. no pauses planned. monday june 2 (day 1) # trades: 3
may wrap - first month married, +0.84% modest gains, 12 days paused
may done. first month married. modest gains given pause. may final numbers # starting (may 1): $456,420 ending (may 31): $460,260
vectorbt vs backtrader - python backtesting framework comparison 2025
been using both for 2+ years. here’s when to use each. quick verdict # vectorbt: fast parameter sweeps, simple strategies