Introduction

I have created this repository with the goal of documenting, learning & extending(maybe in future) some of the Algotrading repositories. The current list contains only the repository which are well maintained and/or with recent updates. Feel free to add!

Maintanance

I currently have no plans to update this list. If you see something which is outdated, feel free to open an Issue or Pull Request. I will respond to them quickly. If you think I missed your favorite one, please tell me and I will add it in the list.

BackTesting & AI

This repository contains basic information about different algotrading repo I like.

Repository Name	Link	Last Update	Backtesting support	ML & DL Support	Portfolio Optimization
bt	https://github.com/pmorissette/bt	May 16 2021	Yes
backtrader	https://github.com/mementum/backtrader	Feb 12 2021	Yes
pandas-ta	https://github.com/twopirllc/pandas-ta	May 27 2021	Yes
ta	https://github.com/bukosabino/ta	Nov 30 2020	Yes
zvt	https://github.com/zvtvz/zvt	May 25 2021	Yes
PyPortfolioOpt	https://github.com/robertmartin8/PyPortfolioOpt	May 18 2021	Not Sure	Not Sure	Yes
mlfinlab	https://github.com/hudson-and-thames/mlfinlab	May 07 2021	Yes(but paid)	Yes(but paid)
pyqstart	https://github.com/abbass2/pyqstrat	May 05 2021	Yes
pinkfish	https://github.com/fja05680/pinkfish	May 19 2021	Yes		Probably Yes
backtesting.py	https://github.com/kernc/backtesting.py	Apr 30 2021	Yes
quantstats	https://github.com/ranaroussi/quantstats	May 05 2021	May be		Yes
algorithmic-trading-with-python	https://github.com/chrisconlan/algorithmic-trading-with-python	Book	Book	Book
machine-learning-for-trading	https://github.com/stefan-jansen/machine-learning-for-trading	Book	Book	Book
deepdow	https://github.com/jankrepl/deepdow	Feb 17 2021		Yes	Yes
qlib	https://github.com/microsoft/qlib	May 26 2021		Yes	Yes
Alphapy	https://github.com/ScottfreeLLC/AlphaPy	Feb 09 2021		Yes
FinRL	https://github.com/AI4Finance-LLC/FinRL	May 05 2021		Yes

About

This repository contains basic information about different algotrading repo I like.