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Thank you both! I will be using Python via VM (probably AWS) to trade FX through OANDA. Essentially, I need a library that can accept position sizing that's based on values in a dataframe.

Hi, I’m looking for a good backtesting library and backtesting.py appears to be the best. However, part of my backtest should include variable position sizing. For example, if historical vol is 10% I might have a position that’s 50x leveraged vs a 25x leveraged position at 20% vol. Reading...