Related Projects

Zipline - A Pythonic Algorithmic Trading Library

  •    Python

Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian -- a free, community-centered, hosted platform for building and executing trading strategies.Note: Installing Zipline via pip is slightly more involved than the average Python package. Simply running pip install zipline will likely fail if you've never installed any scientific Python packages before.

ccxt - A JavaScript / Python / PHP cryptocurrency trading library with support for more than 100 bitcoin/altcoin exchanges

  •    Javascript

A JavaScript / Python / PHP library for cryptocurrency trading and e-commerce with support for many bitcoin/ether/altcoin exchange markets and merchant APIs. The CCXT library is used to connect and trade with cryptocurrency / altcoin exchanges and payment processing services worldwide. It provides quick access to market data for storage, analysis, visualization, indicator development, algorithmic trading, strategy backtesting, bot programming, webshop integration and related software engineering.

Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.

  •    Javascript

Gekko Trading Bot. Repository of strategies which I found at Git and Google, orginal source is in README or .js file. Strategies was backtested, results are in backtest_database.csv file. I used ForksScraper and Gekko BacktestTool to create content of this repository.

Clairvoyant - Software designed to identify and monitor social/historical cues for short term stock movement

  •    Python

Using stock historical data, train a supervised learning algorithm with any combination of financial indicators. Rapidly backtest your model for accuracy and simulate investment portfolio performance.During the testing period, the model signals to buy or sell based on its prediction for price movement the following day. By putting your trading algorithm aside and testing for signal accuracy alone, you can rapidly build and test more reliable models.


Marketstore - DataFrame Server for Financial Timeseries Data

  •    Go

MarketStore is a database server optimized for financial timeseries data. You can think of it as an extensible DataFrame service that is accessible from anywhere in your system, at higher scalability. It is designed from the ground up to address scalability issues around handling large amounts of financial market data used in algorithmic trading backtesting, charting, and analyzing price history with data spanning many years, including tick-level for the all US equities or the exploding crypto currencies space. If you are struggling with managing lots of HDF5 files, this is perfect solution to your problem.

EclipseTrader

  •    Java

Stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading. Based on Eclipse RCP framework.

Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

  •    CSharp

Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows, Linux and Mac platforms. Lean drives the web based algorithmic trading platform QuantConnect.Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.

catalyst - An Algorithmic Trading Library for Crypto-Assets in Python

  •    Python

Catalyst is an algorithmic trading library for crypto-assets written in Python. It allows trading strategies to be easily expressed and backtested against historical data (with daily and minute resolution), providing analytics and insights regarding a particular strategy's performance. Catalyst also supports live-trading of crypto-assets starting with four exchanges (Binance, Bitfinex, Bittrex, and Poloniex) with more being added over time. Catalyst empowers users to share and curate data and build profitable, data-driven investment strategies. Please visit catalystcrypto.io to learn more about Catalyst. Catalyst builds on top of the well-established Zipline project. We did our best to minimize structural changes to the general API to maximize compatibility with existing trading algorithms, developer knowledge, and tutorials. Join us on the Catalyst Forum for questions around Catalyst, algorithmic trading and technical support. We also have a Discord group with the #catalyst_dev and #catalyst_setup dedicated channels.

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

  •    CSharp

StockSharp (shortly S#) – are free set of programs for trading at any markets of the world (American, European, Asian, Russian, stocks, futures, options, Bitcoins, forex, etc.). You will be able to trade manually or automated trading (algorithmic trading robots, conventional or HFT).Available connections: FIX/FAST, LMAX, Rithmic, Fusion/Blackwood, Interactive Brokers, OpenECry, Sterling, IQFeed, ITCH, FXCM, QuantHouse, E*Trade, BTCE, BitStamp and many other. Any broker or partner broker (benefits).

bitcoin-trader - :moneybag: Bitcoin trading bot based on a simple exponential moving average (trading via Coinbase)

  •    Python

💰 Bitcoin trading bot based on a simple exponential moving average (trading via Coinbase).I'm trying to write a simple bot that sells bitcoin the moment it makes enough profit to pay for transaction fees, plus a small margin. It will do this thousands of times per day, and hopefully profit in the long run as long as the market is volatile and trending upwards (i.e. as long as not too many people are running bots exactly like this one).

Market Analysis System

  •    Java

System for analysis of financial markets using technical analysis. Includes facilities for stock charting and futures charting, as well as automated generation of trading signals based on user-selected criteria. Operates on both daily and intraday data.

alphalens - Performance analysis of predictive (alpha) stock factors

  •    Jupyter

Alphalens is a Python Library for performance analysis of predictive (alpha) stock factors. Alphalens works great with the Zipline open source backtesting library, and Pyfolio which provides performance and risk analysis of financial portfolios.Check out the example notebooks for more on how to read and use the factor tear sheet.

Personae - 📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading

  •    Python

Personae is a repo that implements papers proposed methods in Deep Reinforcement Learning & Supervised Learning and applies them to Financial Market. It will start from 2018-08-24 to 2018-09-01 a timestamp that I successfully found a job.

gekko - A bitcoin trading bot written in node - https://gekko.wizb.it/

  •    Javascript

The most valuable commodity I know of is information.Gekko is a Bitcoin TA trading and backtesting platform that connects to popular Bitcoin exchanges. It is written in javascript and runs on nodejs.

tribeca - A high frequency, market making cryptocurrency trading platform in node.js

  •    TypeScript

tribeca is a very low latency cryptocurrency market making trading bot with a full featured web client, backtester, and supports direct connectivity to several cryptocoin exchanges. On modern hardware, it can react to market data by placing and canceling orders in under a millisecond. Runs on the latest node.js (v7.8 or greater). Persistence is acheived using mongodb. Installation is recommended via Docker, but manual installation is also supported.

Merchant of Venice

  •    Java

Venice is a stock market trading programme that supports portfolio management, charting, technical analysis, paper trading and genetic programming. Venice runs in a graphical user interface with online help and has full documentation.

TA-Lib : Technical Analysis Library

  •    CSharp

Technical analysis library with indicators like ADX, MACD, RSI, Stochastic, TRIX... This is not an end-user GUI trading or charting application. It is instead targeted to application developers using either Excel, .NET, Mono, Java, Perl, Python or C/C++.

quantmod - Quantitative Financial Modelling Framework

  •    R

quantmod is an R package that provides a framework for quantitative financial modeling and trading. It provides a rapid prototyping environment that makes modeling easier by removing the repetitive workflow issues surrounding data management and visualization. Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).