221 Open Source Algorithmic Trading Software Projects
Free and open source algorithmic trading code projects including engines, APIs, generators, and tools.
Mlfinlab 2721 ⭐
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 2235 ⭐
A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
Pyportfolioopt 2545 ⭐
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Elitequant 1853 ⭐
A list of online resources for quantitative modeling, trading, portfolio management
Quant Trading 2471 ⭐
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
Backtesting.py 2049 ⭐
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Sgx Full Orderbook Tick Data Trading Strategy 897 ⭐
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Wardbradt Peregrine 860 ⭐
Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries
Vectorbt 1569 ⭐
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
Pandapy 491 ⭐
PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
Stock Analysis Engine 744 ⭐
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 526 ⭐
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
Quantitative Notebooks 456 ⭐
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 297 ⭐
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Tai 337 ⭐
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Stock Price Prediction Lstm 324 ⭐
OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
51bitqunt 483 ⭐
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 440 ⭐
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
Dwx Zeromq Connector 287 ⭐
Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
Paperbroker 201 ⭐
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
Openalgo 173 ⭐
: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 296 ⭐
Extract price and indicator data from TradingView charts to create ML datasets
Fetching Financial Data 154 ⭐
Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.
Lstm Crypto Price Prediction 206 ⭐
Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot
Roq API 204 ⭐
The Roq C++17 API used for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation
Neuroevolution Btc Trader 128 ⭐
Building a population of models that trade crypto and mutate iteratively
Trading Server 363 ⭐
A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.
Coderaio Quant 119 ⭐
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 257 ⭐
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
Sequence To Sequence Learning Of Financial Time Series In Algorithmic Trading 64 ⭐
My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓
Crypto Bot 78 ⭐
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 368 ⭐
Stock Indicators for .NET is a C# library package that produces financial market technical indicators. Send in historical price quotes and get back desired indicators such as moving averages, Relative Strength Index, Stochastic Oscillator, Parabolic SAR, etc. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library.
Reinforcement_learning_financial_trading 87 ⭐
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 66 ⭐
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
Roq Samples 79 ⭐
Demonstrates how to use the Roq C++17 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation
Sibyl 36 ⭐
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 29 ⭐
Python based Quant Finance Models, Tools and Algorithmic Decision Making