Welcome to the Clojure Backtesting Library! This is an open-source library for quantitative finance and trading developed at the HKU Business School.
Support for large data files
The library has been tested with data up to 30 GB large.
All native types
All the datatypes used to store data is native Clojure (or Java) types!
Some operations will not be executed immediately. Dataframe will intelligently pipeline the operations altogether in computation.
Common technial indicators such as Relative Strength Index (RSI) and Exponential Moving Average (EMA) are integrated within the library.
Write your unique trading strategy
Making use of the variety of APIs, you could customise your own strategy and enjoy the advantages of programming in a functional language at the same time.
Here is an introduction video to the backtester, which includes installation guide, example walkthrough and learning tips.
If you are new to language Clojure or backtesters in general, you are recommended to go through the below documents one by one in order. This is to ensure that you have a flat learning curve.