The most complete open-source, self-hosted Agentic Trading OS—AI research, Python strategies, factor discovery, backtesting, optimization, paper/live multi-asset execution, risk controls, monitoring, MCP, and multi-tenant SaaS in one auditable stack.
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
🔎 📈 🐍 💰 Backtest trading strategies in Python.
- trading
- trading-strategies
- trading-algorithms
- trading-simulator
11 Claude skills for day trading: scan thousands of charts, track breaking news, time every entry and exit, and replay every outcome before you risk a dollar.
Free open source crypto trading bot to automate AI, Grid, DCA and TradingView strategies on Binance, Hyperliquid and 15+ exchanges, with a simple interface.
MCP server for market analysis in AI assistants: screeners, multi-timeframe technical analysis, backtests and sentiment for crypto, stocks, forex and futures. 39 tools. Self-host free, or use the hosted version, TradingMCP.
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
modular quant framework.
FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading
- deep-reinforcement-learning
- stock-trading
- a2c-algorithm
- ppo
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
- python
- trading-strategies
- backtesting-trading-strategies
Algorithmic Trading in Python with Machine Learning
Systematic Trading in python
QuantStart.com - QSTrader backtesting simulation engine.
- equities
- backtesting-engine
- systematic-trading-strategies
- quantstart
Statistical and Algorithmic Investing Strategies for Everyone
A comprehensive quantitative trading system with AI-powered analysis, real-time data processing, and advanced risk management
AKQuant is a high-performance quantitative research and trading framework built on Rust and Python! 开源量化回测框架
Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
Python trading framework with AI agents that actually place the trade. Backtest, paper and live trade on 12 brokers: stocks, options, futures, forex, crypto and prediction markets.
QuantJourney Backtester
Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot
Real-time HFT bot for Polymarket crypto Up/Down markets combining CLOB order books, Chainlink feeds and multi-exchange prices with TWAP and Black-Scholes probability models; paper mode and backtests.
- black-scholes
- chainlink
- crypto
- hft
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
Simple, modern ETH backtesting project using Pandas/Numpy: data prep, MA signals, portfolio simulation, and result visualization.