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4

Try Quantlib https://www.quantlib.org, it comes with everything you need.


2

You can directly use pandas-montecarlo to perform a Monte-Carlo simulation. Code for the same: # Import data import pandas_montecarlo from pandas_datareader import data data = data.get_data_yahoo('AAPL', '2017-01-01', '2018-01-01') # Calculate Returns data['return'] = data.Close.pct_change() # Perform Monte-Carlo Simulation data['return'].montecarlo(sims=...


1

Python backtesting framework Backtesting.py works with any kind of OHLC data and supports arbitrary indicator / machine learning library.


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