quantitative-trading

There are 273 repositories under quantitative-trading topic.

• wilsonfreitas / awesome-quant

  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

  algorithmic-trading-enginealgorithmic-trading-libraryalgotradingarbitrage-botawesomeawesome-listfinancefinance-apifinancial-datafinancial-instrumentsgoogle-financequantquantitative-financequantitative-tradingstock-datatechnical-analysistrading-algorithmstrading-bottrading-strategiesyahoo-finance
  Language:Python 15887

• microsoft / qlib

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  algorithmic-tradingauto-quantdeep-learningfinancefintechinvestmentmachine-learningpaperplatformpythonquantquant-datasetquant-modelsquantitative-financequantitative-tradingresearchresearch-paperstock-data
  Language:Python 14127

• bbfamily / abu

  阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构

  quanttrademachine-learningbitcoinalgorithmic-tradingquantitative-tradingstockpandasmatplotlibnumpytrading
  Language:Python 11218
• Qbot

  UFund-Me / Qbot

  [🔥updating ...] AI 自动量化交易机器人 AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

  bitcoinblockchaindeep-learningfintechfundsmachine-learningpytradeqlibquant-tradequant-traderquantitative-financequantitative-tradingquantizationstrategiestrade-bottrademarks
  Language:Jupyter Notebook 5757
• quant-trading

  je-suis-tm / quant-trading

  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

  trading-strategiesquantitative-tradingtrading-botquantitative-financealgorithmic-tradingmacdstatistical-arbitragebollinger-bandsmomentum-trading-strategyoptions-tradingoptions-strategiescommodity-tradingquanttrading-algorithmstrading-systemstrading-strategymomentum-strategyquantitative-trading-strategiesquantimental-analysispair-trading
  Language:Python 5226

• ranaroussi / quantstats

  Portfolio analytics for quants, written in Python

  algo-tradingalgorithmic-tradingalgotradingfinanceplottingpythonquantquantitative-analysisquantitative-financequantitative-tradingvisualization
  Language:Python 4251
• Superalgos

  Superalgos / Superalgos

  Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.

  algorithmic-tradingalgotradingbitcoin-tradingbitcoin-trading-botscryptocrypto-tradingcrypto-trading-botscrypto-trading-strategiescryptocurrenciescryptocurrencycryptocurrency-trading-botsfreeopen-sourcequantitative-tradingtradingtrading-algorithmstrading-bottrading-platformtrading-strategiestrading-systems
  Language:JavaScript 3848

• kungfu-origin / kungfu

  Kungfu Trader

  quantitative-tradinglow-latencyhftctpxtpkungfu
  Language:C++ 3140

• zvtvz / zvt

  modular quant framework.

  stockquantfintechtrading-platformtechnical-analysiscryptocurrencyfundamental-analysisalgorithmic-tradingtrading-strategiesbacktestingquantitative-financetrading-botquantitative-tradingstock-marketzvtpythonmlmachine-learning
  Language:Python 2980

• paperswithbacktest / awesome-systematic-trading

  A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

  financeawesomebookpapertrading-botalgotradingquantawesome-listtrading-strategiestrading-algorithmsquantitative-financealgorithmic-tradingquantitative-tradingarbitrage-botfutures-historical-dataalphafuturesfutures-marketfuturesmarkets
  Language:Python 2887

• EliteQuant / EliteQuant

  A list of online resources for quantitative modeling, trading, portfolio management

  quantitative-tradingquantitative-financetrading-platformtrading-systemsportfolio-managementasset-managementasset-pricingmathematical-financemachine-learningalgorithmic-trading
  2741

• achillesrasquinha / bulbea

  :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

  deep-learningstock-marketmachine-learningfinancesentiment-analysisquantitative-financequantitative-tradingstock-market-predictionstock-predictionpython-libraryprediction
  Language:Python 1972

• refraction-ray / xalpha

  基金投资管理回测引擎

  backtestcrawlerfinanceinvestmentquantitative-trading
  Language:Python 1930

• rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy

  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

  high-frequency-tradinglimit-order-bookpythonmachine-learningfeature-selectionfeature-engineeringbacktesting-trading-strategiesmodel-selectiontrading-strategiesquantitative-tradingalgorithmic-tradinginvestmentorderbook-tick-dataquanttradingmarket-makingmarket-makermarket-microstructureorderbook
  Language:Jupyter Notebook 1792

• letianzj / QuantResearch

  Quantitative analysis, strategies and backtests

  quantitative-financequantitative-tradingportfolio-managementrisk-managementderivatives-pricingmachine-learningdeep-learningbacktesting-trading-strategiestrading-strategiesstatistical-arbitrageasset-managementasset-allocationalgotradingtrading-algorithmsfinancial-analysispairs-tradingalgorithmic-tradingdata-sciencereinforcement-learningbacktests
  Language:Jupyter Notebook 1677

• wangzhe3224 / awesome-systematic-trading

  A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

  systematic-tradingquantitative-tradingawesome-listtradingquantbacktestingalphatrading-botalgorithmic-tradingtrading-strategiespythonfinancesystematic-trading-strategiesfinancestrading-algorithmsrustgolangcryptocurrencybitcoincryptocurrencies
  Language:HTML 1612

• LastAncientOne / Stock_Analysis_For_Quant

  Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

  stock-marketstock-analysistrading-strategiestechnical-analysistechnical-indicatorsstock-predictionsignalsquantitative-financequantitative-tradingquantitative-analysisfinancial-analysisfinancial-datafinancial-engineeringexcelrpython3powerbitableauvba
  Language:Jupyter Notebook 1559

• cbailes / awesome-deep-trading

  List of awesome resources for machine learning-based algorithmic trading

  deep-tradingdeep-learningtrading-algorithmstrading-botquantitative-tradingfintechstock-tradingtrading-botsmachine-learningfrequency-tradingdeep-reinforcement-learningdeep-neural-networkscryptocurrency
  1386

• TradeMaster-NTU / TradeMaster

  TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:

  financefintechpytorchreinforcement-learningstock-markettrading-platformmachine-learninginvestment-strategiesjupyter-notebookpythonquantitative-trading
  Language:Jupyter Notebook 1120

• man-group / ArcticDB

  ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

  big-datadatadata-analysisdata-sciencedatabasedataframepandasquantitative-analysisquantitative-financequantitative-trading
  Language:C++ 1078

• nkaz001 / hftbacktest

  A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

  backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmsbinancebinance-futurescontributions-welcomecrypto-tradingtrading-simulator
  Language:Rust 1010

• LongOnly / Quantitative-Notebooks

  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

  algorithmic-tradingalgotradingasset-allocationasset-managementasset-pricingdata-analysisdata-sciencefinancial-analysisjupytermachine-learningnotebookpairs-tradingpythonquantitative-financequantitative-tradingstock-tradingtrading-algorithmstrading-strategies
  Language:Jupyter Notebook 928

• kieran-mackle / AutoTrader

  A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

  algorithmic-tradingalgo-tradingforexcryptostocksfinanceinvestingtradingtrading-strategiestrading-bottrading-platformoandatrading-algorithmspythonquantitative-financequantitative-tradingtechnical-analysisautotrader
  Language:Python 849

• joelowj / awesome-algorithmic-trading

  A curated list of awesome algorithmic trading frameworks, libraries, software and resources

  algorithmic-trading-strategiesfactor-modelmachine-learningpairs-tradingquantitative-analysisquantitative-financequantitative-tradingtradingtrading-strategies
  691

• PyPatel / Options-Trading-Strategies-in-Python

  Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

  options-tradingquantitative-financequantitative-tradingindicatorsmachine-learningmachine-learning-algorithmspythonpython3quantitativequantitative-investmentquantitative-strategiesoptions-trading-strategiestechnical-indicators
  Language:Python 678

• dingran / quant-notes

  Quantitative Interview Preparation Guide, updated version here ==>

  quantitative-financeinterview-questionscalculuslinear-algebraprobabilitystatisticscoding-interviewsnumerical-methodsoptimizationfinancequantquantitative-tradingmachine-learninginterview-preparationdata-sciencedeep-learningpython
  Language:Jupyter Notebook 660

• s-brez / trading-server

  Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital allocation. Supports event-driven backtesting across all desired instruments, venues and strategies under a single parameterized portfolio.

  algo-tradingquantitative-tradingalgorithmic-tradingtradingtrading-executiontrading-botcryptocurrencyderivativesfuturesbitmexbinancemongodbtelegramtrading-platformtechnical-analysiscryptocryptocurrenciesbitcoinorder-management-system
  Language:Python 612

• letianzj / quanttrader

  Backtest and live trading in Python

  quantitative-tradingbacktesting-trading-strategiestrading-strategiestrading-platformtrading-algorithmstrading-systemsquant-tradingquant-traderstockbacktestsinterval-strategyalgotradingalgorithmic-tradingalgo-trading
  Language:HTML 424
• TuringTrader

  fbertram / TuringTrader

  The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

  backtestingstocksoptionsportfoliostradingtrading-algorithmstrading-platformtrading-strategiestrading-botc-sharpstock-indicatorsfinancealgorithmic-tradingquantquantitative-tradingportfolio-optimizationportfolio-managementquantitative-financetechnical-analysistechnical-indicators
  Language:C# 418

• josephchenhk / qtrader

  A Light Event-Driven Algorithmic Trading Engine

  backtestingpythonquantitative-tradingtrading
  Language:Python 415

• TheFourGreatErrors / alpha-rptr

  A trading bot for automated algorithmic trading on Binance Futures, Bybit, BitMEX and FTX written in python.

  algoalgorithmic-tradingbinancebinance-futuresbitcoinbitmexbotbybitcryptocryptocurrencyftxftx-exchangepythonquantitative-tradingtradingtrading-bottrading-systemswebsocket
  Language:Python 412
• alphagen

  RL-MLDM / alphagen

  Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

  quantitative-tradingreinforcement-learningsymbolic-regression
  Language:Python 370

• PyPatel / Machine-Learning-and-AI-in-Trading

  Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.

  machine-learningmachine-learning-algorithmsaiartificial-intelligenceartificial-neural-networkstradingtrading-bottrading-algorithmstrading-strategiesfinancequantitative-financequantitative-tradingquantitative-investmentpredictionbitcoin
  Language:Python 369

• golsun / deep-RL-trading

  playing idealized trading games with deep reinforcement learning

  deep-reinforcement-learningmachine-learningdeep-learningtradingneural-networktime-seriesdqnreinforcement-learningq-learningstockstock-marketquantitative-trading
  Language:Python 346

• lukstei / trading-backtest

  A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

  financetradingcointegrationkalman-filterquantitative-financequantitative-tradingbacktesting-enginebacktestcointegration-strategypairs-tradingstockjava
  Language:Java 315

• Grademark / grademark

  An API for backtesting trading strategies in JavaScript and TypeScript.

  data-forgetrading-strategiesjavascripttypescriptbacktesting-trading-strategiesplot-chartsdrawdown-chartequity-curvetradedrawdowntradingbacktestingtrading-strategytrading-systemquantitative-tradingalgorithmic-trading
  Language:TypeScript 265