After many years of being discretionary trader I'm finally moving to systematized trading.
I have all the transaction history from my broker I want to be the basis of my models. Is there a framework I can use that will process this data and provide me with some insights? (preferably in Python)
Thank you
pyfolio(github.com/quantopian/pyfolio) is popular.bt(pmorissette.github.io/bt) has some good utilities too. $\endgroup$