AlgoTrade

What it does

A Python research platform for market-data ingestion, backtesting, walk-forward validation, risk analysis, and human-supervised paper trading.

The problem

A strategy can fit historical data without holding up outside the sample. Research needs to examine failure conditions as well as returns.

How it works

Out-of-sample checks, stress tests, and passive-benchmark comparisons support strategy evaluation. Execution journals and risk controls support supervised paper trading.

Technical notes

• Market-data ingestion and normalization
• Walk-forward and out-of-sample validation
• Synthetic stress tests and benchmark comparisons
• Paper-trading journals, portfolio risk, and broker adapters