QuantStart.com - QSTrader backtesting simulation engine.
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QuantStart.com - QSTrader backtesting simulation engine.
Statistical and Algorithmic Investing Strategies for Everyone
面向 A 股日K、分钟K与ETF分钟数据的本地量化引擎,集成增量同步、本地缓存、复权、批量查询、回测与指标计算。
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
Open-source Rust framework for building event-driven live-trading & backtesting systems
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
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.
High-performance technical analysis indicators and backtesting framework in Go. Zero dependencies. ✨ See how! 👀
A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.
QuantJourney Backtester
Trady is a handy library for computing technical indicators, and it targets to be an automated trading system that provides stock data feeding, indicator computing, strategy building and automatic trading. It is built based on .NET Standard 2.0.
Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot
Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being replaced by automated trading robots. Algorithmic trading market has experienced significant growth rate and large number of firms are using it. I have tried to build a Deep Q-learning reinforcement agent model to do automated stock trading.
DYT CN: reproducible China-market research CLI and agent skills
Deterministic, dependency-free Chan-theory (缠论) structure engine + multi-market trading workstation (A-shares / HK / US / crypto) with teaching chart annotations and a mobile PWA.
Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.
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.
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
Wisp CLI — Interactive trading platform for backtesting and live trading across spot, perpetual futures, options, and prediction markets
Bitcoin - MACD Crossover Trading Strategy Backtest
Simple, modern ETH backtesting project using Pandas/Numpy: data prep, MA signals, portfolio simulation, and result visualization.