Python Lumibot & Backtrader Developer for Finance & Investments

Run Backtest

Algorithm developer for money managers, educational organizations, and start-up FinTechs.

Testing and Displaying your Algorithms

What I do

Backtesting

You have algorithms and trading ideas that need backtesting. Neil can create and execute backtests using Lumibot or Backtrader, Python’s open source backtesting libraries for trading strategies.

Out of the box, Lumibot and Backtrader create backtests built from your algorithm and data over multiple time frames, using optimization methods against parameters, multiple indicators for triggering trades, and layering strategies on top of each other.

Backtrader will provide raw trading details, including profit and loss on any trade, order flow, positions, market value and cash, position values and more.

Backtesting Interactive Dashboards

Your trading needs may be unique and you cannot find the right solution out of the box.  RunBacktest will create interactive backtests for more comprehensive needs. The tests will run through Lumibot or Backtrader in python, with all data results going to Postgres Servers. From there, the data in integrated into Power BI or Plot.ly Dash for an unparalleled level of customization and flexibility.

Please click on the image to the right to see a live demonstation of a completely bespoke investment dashboard. Right click on a key or a company to open a tearsheet for that backtest. Click on individual charts or use the pane on the right for filtering.

Investment Dashboards

Custom dashboards displaying the results of backtests, customs filtered securities, and trading dashboards providing real time data for decision making in an easily understandable format.

Lumibot

As the current primary developer for Lumibot live trading and backtest engine, I can provide you with: 

  • Interactive Brokers and Alpaca connection 
  • Daily and intraday backtesting
  • futures, options and forex
  • testing with local data
  • creating trading strategies
  • access to algorithmic trading courses
 
Why choose me

Extensive Investment Experience

Python Developer

Using the power of Python specifically for analyzing trade data and manipulating that into meaningful outcomes such as testing algorithms or creating informative dashboards and reports.

Passionate

Strong passion for investments, technology, and a willingness to bring the two together in a solution for the boutique money manager that will differentiate them to their customers.

Boutiques

Creating solutions for Investment Boutiques from backtesting, backtesting dashboards, investment dashboards, custom reporting, and other bespoke needs.

Investments

Long history working with investments primarily in client facing roles as well as in developement with both large and smaller institutions. Primary focus on equity trading, long/short, domestic and international.

Plotly/Dash/Power BI

Coupling Python with powerful Business Intelligence and plotting platforms, Run Backtest provides extensive capabilities to managed data for reporting and dashboards giving insight for action and decisioning to the end user.

Education

Chartered Investment Manager (CIM) and CFA level 1, schooled in Engineering.

Testimonials

What my clients say?

Neil has been excellent to work with. Very knowledgeable and professional. Would highly recommend him for any data analysis work, especially as it pertains to finance.
Long/Short Fundamental Factor Application, Calvin Glenney, Investment Manager, ON Canada
Our firm has had an excellent experience working with Neil as he assisted us in various projects using Python and the Backtrader library. Neil’s depth of knowledge and extensive experience in designing and testing quantitative strategies allowed us to navigate and complete the most challenging projects with ease. In addition to his technical expertise, Neil is a dependable and task-oriented person who is a delight to work with. I would recommend Neil without hesitation.
Chris Keeley, Founder and Chief Investment Officer, Inukshuk Capital Management, Toronto, ON
Neil knew exactly what I needed. His experience in financial markets meant that I could explain complex concepts and he would know exactly what I was trying to do. I really enjoyed working with him. Loved working with Neil and I will definitely use his skills again.
Full Backtest and LIve Dashboard,
Julia Lee, Burman Invest,
Australia

from upwork

5 star review

“Neil was excellent to work with. I had what I thought was a small glitch in my trading script and Neil proactively brought up other issues with the way it was currently setup and fixed them. Excellent understanding of finance and programming – I would highly recommend Neil for any of your finance/programming problems!”

“He was good developer and did a good job. He was always ready to go extra mile when required. I am privileged to work with him . I would hire him for sure for my next project”

“Neil was very helpful on a short Pandas project I had that I needed to turn around quickly. First he demonstrated knowledge just in how he responded to my posting and articulating how he would approach the problem. He was able to quickly hone in on what was important and find the primary issue that was slowing down my code and resolve it. He finished ahead of schedule and in less work time than expected. I would definitely work with him again when I have the need.”

“Neil is a backtrader expert, and was able to fulfill the requirements of this job excellently. He even exceeded the requirements by bringing some new ideas to the table that I hadn’t even though of. Will definitely work with him again in the future as we have needs.”

“Neil knew exactly what I needed. His experience in financial markets meant that I could explain complex concepts and he would know exactly what I was trying to do. really enjoyed working with him. Loved working with Neil and I will definitely use his skills again.”

“Neil was excellent to work with. I had what I thought was a small glitch in my trading script and Neil proactively brought up other issues with the way it was currently setup and fixed them. Excellent understanding of finance and programming – I would highly recommend Neil for any of your finance/programming problems!”

“Neil has been excellent to work with. Very knowledgeable and professional. Would highly recommend him for any data analysis work, especially as it pertains to finance.”

Get in touch

Contact details

Phone Numbers​

+1 416 570 5577

Email

neil@runbacktest.com

Location

Toronto, Canada and Remote