811 Open source projects that are alternatives of or similar to Financial Machine Learning

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

modular quant framework.

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

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.

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51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading

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

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

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

Introducing neural networks to predict stock prices

Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI

quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

Java开源量化交易开发框架

Notebooks based on financial machine learning.

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

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Algorithmic Trading : A python framework to run backtest on stocks using your own custom algorithmic strategies

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Python interface to IEX and IEX cloud APIs

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.

Python client for Finnhub API

Cloud-native Financial Reinforcement Learning

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A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

Quantitative Interview Preparation Guide, updated version here ==>

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.

基于Python的开源量化交易平台开发框架

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

No description or website provided.

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

Courses, Articles and many more which can help beginners or professionals.

Asynchronous, event-driven algorithmic trading in Python and C++

National Stock Exchange (NSE), India based Stock screener program. Supports Live Data, Swing / Momentum Trading, Intraday Trading, Connect to online brokers as Zerodha Kite, Risk Management, Emotion Control, Screening, Strategies, Backtesting, Automatic Stock Downloading after closing, live free day trading data and much more

Technical analysis library for Rust language

🔬 A curated list of awesome machine learning strategies & tools in financial market.

Quantitative analysis, strategies and backtests

Algorithmic trading strategies

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

📈📆 Backtest trading strategies concurrently using historical chart data from various financial exchanges.

🔎 📈 🐍 💰 Backtest trading strategies in Python.

A financial trading method using machine learning.

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

QLNet C# Library

Qlib-Server is the data server system for Qlib. It enable Qlib to run in online mode. Under online mode, the data will be deployed as a shared data service. The data and their cache will be shared by all the clients. The data retrieval performance is expected to be improved due to a higher rate of cache hits. It will consume less disk space, too.

A C++ stock market algorithmic trading bot

Code for Machine Learning for Algorithmic Trading, 2nd edition.

Python interface to IEX and IEX cloud APIs

Use unsupervised and supervised learning to predict stocks

Extensible Algo-Trading Python Package.

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

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

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

⚠️ Deprecrated in favor of https://github.com/piquette/finance-go

event-driven backtesting framework written in golang