Statistical and Algorithmic Investing Strategies for Everyone
- machine-learning
- algorithmic-trading
- investment-portfolio
- portfolio-optimization
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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
基金投资管理回测引擎
AKQuant is a high-performance quantitative research and trading framework built on Rust and Python! 开源量化回测框架
A Java library for technical analysis.
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.
为前端设计的无需 Python、无需后端服务、零依赖的获取股票数据 JavaScript SDK。
qstock由“Python金融量化”公众号开发,试图打造成个人量化投研分析包,目前包括数据获取(data)、可视化(plot)、选股(stock)和量化回测(策略backtest)模块。 qstock将为用户提供简洁的数据接口和规整化后的金融市场数据。可视化模块为用户提供基于web的交互图形的简单接口; 选股模块提供了同花顺的选股数据和自定义选股,包括RPS、MM趋势、财务指标、资金流模型等; 回测模块为大家提供向量化(基于pandas)和基于事件驱动的基本框架和模型。 关注“Python金融量化“微信公众号,获取更多应用信息。
📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
Scalable, event-driven, deep-learning-friendly backtesting library
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.
TranslatedMulti-market intelligent quantitative workbench (A-shares/Hong Kong stocks/US stocks) — secondary development based on shy3130/tickflow-stock-panel, adding multi-market support for Hong Kong and US stocks. Self-hosted stock screening + monitoring + backtesting. MIT.
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.
TranslatedLow-code quant backtesting for China A-shares
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
AI-Powered Quantitative Trading Engine — Evolve strategies with genetic algorithms
Simple, modern ETH backtesting project using Pandas/Numpy: data prep, MA signals, portfolio simulation, and result visualization.