AlphaFlow
Event-Based Backtesting for Quantitative Trading Strategies
A powerful Python library designed to help you build, test, and optimize trading strategies with precision and ease.
Why AlphaFlow?
Event-Driven Architecture
Built on a robust event-driven system that accurately simulates market conditions and order execution.
Precise Backtesting
Test your strategies with accurate historical data and avoid look-ahead bias for reliable results.
Python-Native
Leverage the full power of Python's ecosystem for data analysis, machine learning, and visualization.
Latest from the Blog
Building a Momentum Strategy with AlphaFlow
2025-10-18
A step-by-step guide to implementing a momentum-based trading strategy using AlphaFlow's event-driven architecture.
Welcome to AlphaFlow
2025-10-14
Introducing AlphaFlow - a powerful event-based backtesting library for quantitative trading strategies.
Ready to Get Started?
Explore our comprehensive documentation to learn how to use AlphaFlow for your trading strategies.
Get Started