bt
Portfolio backtesting built from reusable blocks, for allocation and rebalancing strategies.
GitHub statistics as of 2026-11-10. Status: active = commits in the last 90 days, slowing = in the last year, inactive = older, archived = read-only.
Overview
bt describes a strategy as a stack of small algorithms (select assets, weigh them, rebalance on a schedule) arranged in a tree, so strategies can hold other strategies. It is built on the ffn performance library and is well suited to monthly or weekly allocation rules rather than intraday trading.
Best for: Asset allocation, risk parity, momentum rotation and other portfolio-level strategies.
Strengths
- Natural fit for multi-asset allocation
- Composable building blocks
- Clean comparison of several strategies at once
Limitations
- Not designed for order-level or intraday logic
- Smaller community than Backtrader or vectorbt
Alternatives in Backtesting libraries
All frameworks · Descriptions are our own summary and may lag behind each project's documentation. Check the project's license before using it in a product. Nothing here is investment advice.