quantitative-trading

There are 280 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 16228

• 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 14283

• 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 11338
• 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 6036
• 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 5309

• ranaroussi / quantstats

  Portfolio analytics for quants, written in Python

  algo-tradingalgorithmic-tradingalgotradingfinanceplottingpythonquantquantitative-analysisquantitative-financequantitative-tradingvisualization
  Language:Python 4343
• 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 3911

• kungfu-origin / kungfu

  Kungfu Trader

  ctphftkungfulow-latencyquantitative-tradingxtp
  Language:C++ 3265

• 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 3018

• zvtvz / zvt

  modular quant framework.

  algorithmic-tradingbacktestingcryptocurrencyfintechfundamental-analysismachine-learningmlpythonquantquantitative-financequantitative-tradingstockstock-markettechnical-analysistrading-bottrading-platformtrading-strategieszvt
  Language:Python 3016

• EliteQuant / EliteQuant

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

  algorithmic-tradingasset-managementasset-pricingmachine-learningmathematical-financeportfolio-managementquantitative-financequantitative-tradingtrading-platformtrading-systems
  2771

• 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 1983

• refraction-ray / xalpha

  基金投资管理回测引擎

  financequantitative-tradingcrawlerbacktestinvestment
  Language:Python 1950

• 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 1813

• 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 1704

• 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 1681

• 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 1574

• 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
  1399

• TradeMaster-NTU / TradeMaster

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

  financefintechinvestment-strategiesjupyter-notebookmachine-learningpythonpytorchquantitative-tradingreinforcement-learningstock-markettrading-platform
  Language:Jupyter Notebook 1186

• 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++ 1128

• 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.

  algorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategiesbinancebinance-futurescontributions-welcomecrypto-tradinghfthigh-frequency-tradinglimit-order-bookmarket-makermarket-makingorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmstrading-bottrading-simulator
  Language:Rust 1085

• LongOnly / Quantitative-Notebooks

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

  quantitative-financequantitative-tradingasset-managementasset-allocationalgotradingtrading-algorithmstrading-strategiesfinancial-analysispairs-tradingalgorithmic-tradingasset-pricingstock-tradingpythonmachine-learningdata-analysisdata-sciencejupyternotebook
  Language:Jupyter Notebook 941

• 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 865

• 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
  702

• 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 702

• dingran / quant-notes

  Quantitative Interview Preparation Guide, updated version here ==>

  quantitative-financeinterview-questionscalculuslinear-algebraprobabilitystatisticscoding-interviewsnumerical-methodsoptimizationfinancequantquantitative-tradingmachine-learninginterview-preparationdata-sciencedeep-learningpython
  Language:Jupyter Notebook 670

• 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 616

• letianzj / quanttrader

  Backtest and live trading in Python

  quantitative-tradingbacktesting-trading-strategiestrading-strategiestrading-platformtrading-algorithmstrading-systemsquant-tradingquant-traderstockbacktestsinterval-strategyalgotradingalgorithmic-tradingalgo-trading
  Language:HTML 437

• josephchenhk / qtrader

  A Light Event-Driven Algorithmic Trading Engine

  tradingpythonbacktestingquantitative-trading
  Language:Python 426
• 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# 422

• TheFourGreatErrors / alpha-rptr

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

  algorithmic-tradingcryptocryptocurrencytrading-bottrading-systemsquantitative-tradingbitmexbinancebinance-futuresbotpythonalgowebsockettradingftxftx-exchangebybitbitcoin
  Language:Python 420
• alphagen

  RL-MLDM / alphagen

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

  quantitative-tradingreinforcement-learningsymbolic-regression
  Language:Python 396

• 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 380

• 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 347

• 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 318

• 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 267