Implementing Short Selling in Backtesting Engine
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Jerry
Jan 19, 2025, 11:34:04 AMJan 19
to Zipline Python Opensource Backtester
Hey everyone,
I'm currently trying to build a relatively simple backtesting engine directly in Python. I was wondering if anyone had any tips for building a short-selling feature that includes margin calls, accurate slippage, and reasonably simulated bid-ask spread.
I'm currently trying to build a relatively simple backtesting engine directly in Python. I was wondering if anyone had any tips for building a short-selling feature that includes margin calls, accurate slippage, and reasonably simulated bid-ask spread.
Anyone with ideas?
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