pip install py-beacon-kit

Build systematic strategies

Track an index in full, by sampling, through futures or a swap, or build an active strategy from a signal against a benchmark.

Backtest portfolios

Trade to the target weights day by day, with costs, dividends, cash flows and delistings, and see how closely the money followed.

Run attributions

See which holdings drove the return and which drove the risk, with the drag from weight caps and trading costs set out beside them.

Price futures and swaps

Fair value, basis and roll for index and ETF futures, and the financing and mark-to-market of total return swaps.

Chart every result

Plot any result as a still image or an interactive chart, in light or dark, in the same style as Beacon desktop.

Publish factsheets

Lay out a one-page PDF factsheet from headers, stats, tables and charts, or export holdings and performance to Excel.

Beacon is built on py-beacon, released under the MIT License. This software is provided "as is", without warranty of any kind, express or implied, including but not limited to the warranties of merchantability, fitness for a particular purpose and noninfringement. In no event shall the authors be liable for any claim, damages or other liability arising from the use of this software. Beacon is an analytical tool for research and educational purposes only. Nothing produced by this application constitutes investment advice, an offer, or a recommendation to buy or sell any financial instrument. Index calculations, backtest results, and derivative valuations are theoretical, may contain errors, and do not reflect actual trading conditions. Past performance, whether actual or simulated, is not indicative of future results.