Margot Documentation

Margot makes it super easy to backtest trading elgorithms. Firstly, Margot makes it super easy tocreate neat and tidy Pandas dataframes for time-series analysis.

Margot manages data collection, caching, cleaning, feature generation, management and persistence using a clean, declarative API. If you’ve ever used Django you will find this approach similar to the Django ORM.

Margot also provides a simple framework for writing and backtesting systematic trading algorithms.

Results from margot’s trading algorithms can be analysed using pyfolio.

To get started:

pip install margot

Next you need to make sure you have a couple of important environment variables set:


Once you’ve done that, try running the code in the notebook.