146 Open Source Algorithmic Trading Software Projects
Free and open source algorithmic trading code projects including engines, APIs, generators, and tools.
Mlfinlab 1866 ⭐
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Gocryptotrader 1590 ⭐
A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
Pyportfolioopt 1386 ⭐
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Elitequant 1281 ⭐
A list of online resources for quantitative modeling, trading, portfolio management
Quant Trading 1166 ⭐
Python quantitative trading strategies including Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Backtesting.py 684 ⭐
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Sgx Full Orderbook Tick Data Trading Strategy 594 ⭐
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Wardbradt Peregrine 551 ⭐
Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries
Pandapy 439 ⭐
PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
Stock Analysis Engine 449 ⭐
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
Quantdom 405 ⭐
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
Quantitative Notebooks 288 ⭐
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Opentrade 257 ⭐
An open source OEMS, and intraday algorithmic trading platform in modern C++ for institutional investors
Darwinexlabs 230 ⭐
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Tai 214 ⭐
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Stock Price Prediction Lstm 193 ⭐
OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
51bitqunt 190 ⭐
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Example Scalping 183 ⭐
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
Dwx Zeromq Connector 181 ⭐
Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
Paperbroker 156 ⭐
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
Openalgo 148 ⭐
:chart: openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.
Tradingview Data Scraper 151 ⭐
Extract price and indicator data from TradingView charts to create ML datasets
Fetching Financial Data 129 ⭐
Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.
Lstm Crypto Price Prediction 102 ⭐
Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot
Neuroevolution Btc Trader 89 ⭐
Using tensorflow to build a population of models that trade crypto and breed/mutate iteratively
Trading Server 99 ⭐
Multi-asset, multi-strategy, event-driven trade execution and management platform for automated buy-side trading of common markets, using MongoDB for storage and Telegram for user notifications/trade consent.
Coderaio Quant 80 ⭐
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Statistical Arbitrage Algorithmic Trading 78 ⭐
A Project to identify statistical arbitrage opportunities between cointegrated pairs. This is referred to as 'Pairs Trading' which is a bet on the mean reversion property of the spread.
Sequence To Sequence Learning Of Financial Time Series In Algorithmic Trading 57 ⭐
My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓
Crypto Bot 54 ⭐
This repository contains a crypto currency trading bot. The bot implements some strategies (donchian, ema, atr) and works on the Bitfinex crypto currency exchange.
Stock.indicators 61 ⭐
Stock indicator technical analysis library package for .NET. Send in stock quote history and get back the desired technical indicators. Nothing more. It can be used in any kind of stock analysis software. We had private trading algorithms, machine learning, and charts in mind when originally creating this open library. Current indicators include: Accumulation Distribution Line (ADL), Aroon, Average Directional Index (ADX), Average True Range (ATR), Beta Coefficient, Bollinger Bands, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, ConnorsRSI, Commodity Channel Index (CCI), Correlation Coefficient, Donchian Channel, Double EMA, Exponential Moving Average, Heikin-Ashi, Hull Moving Average, Ichimoku Cloud, Keltner Channel, Linear Regression and Slope, Money Flow Index (MFI), Momentum Oscillator, Moving Average Convergence/Divergence (MACD), On-balance Volume (OBV), Parabolic SAR, Price Momentum Oscillator (PMO), Price [Comparative] Relative Strength, Rate of Change (ROC), Relative Strength Index (RSI), R-Squared, Simple Moving Average, Standard Deviation, Stochastic Oscillator, Stochastic RSI, Triple Exponential Moving Average (TEMA), Trix, Ulcer Index, Ultimate Oscillator, Linear Weighted Moving Average (WMA / LWMA), William %R, Zig Zag
Reinforcement_learning_financial_trading 45 ⭐
MATLAB example on how to use Reinforcement Learning for developing a financial trading model
Stock Return Prediction Using Knn Svm Guassian Process Adaboost Tree Regression And Qda 39 ⭐
Forecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning to Forecast Stock Return. Approach Used by Hedge Funds to Select Tradeable Stocks
Sibyl 30 ⭐
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
Option Arbitrage 27 ⭐
A Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.
Algorithms Leetcode 25 ⭐
:art:I practiced some LeetCode's algorithm problems with C++, Java, Python and Go, and also implemented some classical algorithms.
Python_quantfinance_research 25 ⭐
Python based Quant Finance Models, Tools and Algorithmic Decision Making