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.
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
Free open source crypto trading bot to automate AI, Grid, DCA and TradingView strategies on Binance, Hyperliquid and 15+ exchanges, with a simple interface.
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.
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
📈 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
Say It Simply, Test It Properly. Agent-powered strategy research with independent ledger checks and reproducible reports.
Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.
- gekko
- backtesting-trading-strategies
- gekko-backtesttool
- backtest
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