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Top 132 algorithmic-trading open source projects

Ttr
Technical analysis and other functions to construct technical trading rules with R
Optimalportfolio
An open source library for portfolio optimisation
Dwx Zeromq Connector
Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
Devalpha Node
A stream-based approach to algorithmic trading and backtesting in Node.js
Reddit Hyped Stocks
A web application to explore currently hyped stocks on Reddit
Tradingview Data Scraper
Extract price and indicator data from TradingView charts to create ML datasets
Mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Trading Server
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.
Paperbroker
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
Stock.indicators
Stock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. 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. Current indicators include: Accumulation/Distribution Line (ADL), Aroon Oscillator, Arnaud Legoux Moving Average (ALMA), Average Directional Index (ADX), Average True Range (ATR), Awesome Oscillator (AO), Balance of Power (BOP), Beta Coefficient, Bollinger Bands®, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, Choppiness Index (CHOP), Commodity Channel Index (CCI), ConnorsRSI, Correlation Coefficient, Donchian Channels, Double Exponential Moving Average (DEMA), Elder-ray Index, Exponential Moving Average (EMA), Force Index, Fractal Chaos Bands (FCB), Gator Oscillator, Heikin-Ashi, Hull Moving Average (HMA), Ichimoku Cloud, Kaufman's Adaptive Moving Average (KAMA), KDJ Index, Keltner Channels, Momentum Oscillator, Money Flow Index (MFI), MESA Adaptive Moving Averages (MAMA), Moving Average Convergence/Divergence (MACD), Moving Average Envelopes, On-balance Volume (OBV), Parabolic SAR (stop and reverse), Percentage Volume Oscillator (PVO), Pivot Points and Rolling Pivot Points, Price Channels, Price (Comparative) Relative Strength (PRS), Price Momentum Oscillator (PMO), Rate of Change (ROC), Relative Strength Index (RSI), R-Squared (Coefficient of Determination), Simple Moving Average (SMA), Slope and Linear Regression, Smoothed Moving Average (SMMA), Standard Deviation, Stoller Average Range Channel (STARC) Bands, Stochastic Oscillator, Stochastic RSI, SuperTrend, Tillson T3 Moving Average, Triple Exponential Moving Average (TEMA), Triple EMA Oscillator (TRIX), True Strength Index (TSI), Ulcer Index, Ultimate Oscillator, Volume Simple Moving Average, Volume Weighted Average Price (VWAP), Vortex Indicator (VI), Weighted Moving Average (WMA), Williams %R, Williams Alligator, Williams Fractal, and Zig Zag.
Openalgo
💹 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.
Algorithmictrading
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.
Spectre
GPU-accelerated Factors analysis library and Backtester
Alphalens
Performance analysis of predictive (alpha) stock factors
Grademark
An API for backtesting trading strategies in JavaScript and TypeScript.
Tastyworks api
An unofficial, reverse-engineered Python API for tastyworks.
Fetching Financial Data
Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.
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
Lstm Crypto Price Prediction
Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot
Pytrendfollow
PyTrendFollow - systematic futures trading using trend following
Gobacktest
event-driven backtesting framework written in golang
Quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Moonshot
Vectorized backtester and trading engine for QuantRocket
Qtpylib
QTPyLib, Pythonic Algorithmic Trading
Iexcloud api wrapper
iexcloud api wrapper written in typescript (asynchronous interface)
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
Deeptrading
Deep Neural Network Trading collection of Tensorflow Jupyter notebooks
Sibyl
Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks
Trading With Momentum
Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable
Vectorbt
Ultimate Python library for time series analysis and backtesting at scale
Finta
Common financial technical indicators implemented in Pandas.
Moonchart
Performance tear sheets and backtest analysis for Moonshot
1-60 of 132 algorithmic-trading projects