Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Free and Open Source Enterprise Resource Planning (ERP)
- manufacturing
- erpnext
- python
- healthcare
TranslatedQUANTAXIS: a purely local quantitative solution for stocks/futures/options that supports task scheduling and distributed deployment, covering data/backtesting/simulation/trading/visualization/multiple accounts
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
Polar — A billing platform for the intelligence era
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not. If you have an idea you want me to try, submit it as a PR and I will test it and get back to you.
:chart_with_upwards_trend: A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.
Simple, modern ETH backtesting project using Pandas/Numpy: data prep, MA signals, portfolio simulation, and result visualization.