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Top 54 quantitative-trading open source projects

Trading Backtest
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Quantiacs Python
Python version of Quantiacs toolbox and sample trading strategies
Coinquantitave
Digital currency quantitative trading
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.
Py Quantmod
Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Quiksharp
Коннектор к торговому терминалу ARQA QUIK (Квик), который делает доступным весь функционал QLUA из .NET (C#)
Interactivebrokers Algo System
Java/MySQL live algorithmic trading using Interactive Brokers API
Grademark
An API for backtesting trading strategies in JavaScript and TypeScript.
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
Strategems.jl
Quantitative systematic trading strategy development and backtesting in Julia
Quant
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Ft
算法交易系统,支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。
Gym Continuousdoubleauction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Xtp api java
中泰证券xtp java api for win\linux\mac
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
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.
Qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
Elitequant python
Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.
Elitequant cpp
C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.
Lazzyquant
期货/期权量化交易系统
Awesome Algorithmic Trading
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Options Trading Strategies In Python
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Quant-Strategies-HFT
source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
evolving
A free stock trading interface for CH stock-market. MacOS下控制同花顺进行交易, 无券商限制.
trading gym
a unified environment for supervised learning and reinforcement learning in the context of quantitative trading
DLQuant
Applying Deep Learning and NLP in Quantitative Trading
1-54 of 54 quantitative-trading projects