218 Open source projects that are alternatives of or similar to Zipline

modular quant framework.

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

Python live trade execution library with zipline interface.

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

pyEX + Zipline

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

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

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

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

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.

A curated list of practical financial machine learning tools and applications.

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

Cloud-native Financial Reinforcement Learning

Portfolio analytics for quants, written in Python

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

Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.

💹 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.

Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot

API for algorithmic and high-frequency trading

A utility for fundamentals data of China commodity futures

GPU-accelerated Factors analysis library and Backtester

基于Event-driven的量化交易解决方案

Unofficial Documentation of Robinhood Trade's Private API

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

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

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

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.

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.

An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.

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

Backtesting toolbox for trading strategies - DEPRECATED

Quantitative Interview Preparation Guide, updated version here ==>

火币量化交易 指标组合策略 简单的数值策略 这个项目只是提供一个思路。

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.

30天掌握量化交易 (持续更新)

PyTrendFollow - systematic futures trading using trend following

Statistical and Algorithmic Investing Strategies for Everyone

hummingbot中文资源

An Algorithmic Trading Library for Crypto-Assets in Python

event-driven backtesting framework written in golang

SQuant是使用scala语言编写的量化开发工具箱，提供开箱即用的A股股票数据和外汇数据（docker镜像），以及高效的回测框架与交易模块。方便Java/Scala爱好者进行量化投资研究。 QQ群：281599099，微信公众号：Python量化交易实战。对，我已经转python了。。。

中国的Quant相关资源索引

🚀 Websocket based trading bot for 💰cryptocurrencies 📈

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

Vectorized backtester and trading engine for QuantRocket

Asynchronous driven quantitative trading framework.

Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa

rqalpha拓展数据和事件源，支持分钟级别回测，实时交易，支持quantos数据源

QTPyLib, Pythonic Algorithmic Trading

Performance analysis of predictive (alpha) stock factors

QUANTAXIS 策略文档中心

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.

通达信数据读取接口

A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.

Python SDK for Tiger Open API

iexcloud api wrapper written in typescript (asynchronous interface)

天勤量化开发包, 期货量化, 实时行情/历史数据/实盘交易

rqopen-client：本地拿到Ricequant上实盘模拟交易策略的交易信号和持仓