Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
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Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
- high-frequency-trading
- limit-order-book
- python
- machine-learning
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! 👀
- indicators
- technical-analysis
- stock-analysis
- stock-market
TranslatedA-share market analysis and AI intelligent investment research agent: a desktop workbench for stock analysis, quantitative trading analysis, and post-market review — easy stock
Common financial risk and performance metrics. Used by zipline and pyfolio.
📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
- reinforcement-learning
- supervised-learning
- stock-data
- trading
Scalable, event-driven, deep-learning-friendly backtesting library
- reinforcement-learning
- deep-reinforcement-learning
- gym-environment
- openai-gym
Python live trade execution library with zipline interface.
- python3
- python
- algorithmic-trading
- quant
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.
- strategy
- technical
- analysis
- stock
Oracle3: open-source trading engine and MCP server for prediction markets. Finds fee-adjusted no-arbitrage violations across related event contracts and trades them live on Kalshi, Polymarket and Solana, or on paper, under pre-trade risk limits. 13 MCP tools, JSON CLI, agent skills, 600+ tests.
- algorithmic-trading
- kalshi
- polymarket
- python
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
- trading
- trading-bot
- trading-systems
- cryptocurrency
Open Source Algorithmic Trading Engine
Translated子瑜量研 (Ziyu Quant Research, "Ziyu quantitative research") | A local A-share quantitative research workbench: factor research and evolution, strategy backtesting, simulation validation, and traceable evidence. Product introduction and interactive demo.
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.
- algotrading
- backtesting
- bollinger-bands
- cryptocurrency
Research experiments exploring uncommon quant techniques.
- analysis
- jupyter-notebook
- python
- quant
: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.
- cryptocurrency
- exchange
- trade
- data
Translated[Maintenance stopped] New version updates have been moved to the correspondingly named project under the IBATS project group. Connects to the Huobi exchange to get real-time and historical Huobi market data, saves it to a MySQL database and broadcasts it via Redis, for the ABAT trading platform to use for strategy backtesting, analysis, and trading.
- python
- python36
- huobi
- huobipro
AI-Powered Quantitative Trading Engine — Evolve strategies with genetic algorithms
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation