vectorbt

github.com ↗

Compare strategy experiments across assets, parameters and historical periods

SI Score
80/100
Pricing
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What it does

vectorbt is a Python toolkit for indicators, trading signals, portfolio simulations and interactive charts. Its array-based approach lets researchers compare many parameter combinations in one analysis. The public edition is available without a subscription; PRO adds capabilities under separate paid membership terms.

vectorbt broadcasts calculations across assets and parameter grids, allowing one rule to be studied under several settings. Its portfolio analysis exposes trades, fees and drawdowns, which can be inspected alongside performance. Plotly charts and notebook widgets help explore how a result changes across the grid.

For a first experiment, install the public package with pip install -U vectorbt. Create indicator values, turn their crossings or other conditions into entry and exit arrays, and pass those signals with prices to Portfolio.from_signals. Fee and frequency arguments belong to the simulation. Individual parameter combinations can then be selected for statistics or compared in a heat map. This is a programming toolkit; data, model choices and execution remain part of your own setup.

Public code and PRO access

The public repository uses Apache 2.0 with the Commons Clause. That added condition restricts selling software or services whose value comes substantially from vectorbt, so the code is not offered under an unrestricted open-source licence. PRO examples can also require features absent from the public edition, including limit-order modelling.

PRO membership Advertised starting price Access term
Monthly $25 per month Recurring membership, cancellable monthly
12-Month $240 One payment for one year
Lifetime $500 One-time payment for lifetime access

These individual memberships are for personal, non-commercial use and can incur sales tax. They provide access to the private GitHub repository, community and member content. Commercial use needs separate terms; a paid personal membership does not grant business rights.

Strengths

  • Compares parameter combinations across several assets in one calculation
  • Exposes individual trades, fees and drawdowns for inspection
  • Interactive plots help explore the whole parameter grid

Watch out for

  • The Commons Clause restricts selling products or services derived substantially from the public software
  • PRO individual memberships exclude commercial use
  • Some order-modelling features require PRO

Best for

  • Python users comparing historical strategy configurations
  • Analysts who want detailed portfolio outputs inside notebooks

Sources