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.
algorithmic-trading trading machine-learning stock-analysisCatalyst 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.
cryptocurrency trading algorithmic-trading cryptocurrenciesRobinhood is a commission-free, online securities brokerage. As you would expect, being an online service means everything is handled through a request that is made to a specific URL. Before I go too far, I must say that this is a big, messy work in progress. I'll continue to update this as I figure more out. Sections marked TODO are in my head but I haven't found the time to describe them yet. Work in progress and all.
robinhood stocks nasdaq nyse brokerage stock-market stock-data robinhood-api broker-api api-documentation algorithmic-tradingPyAlgoTrade is a Python Algorithmic Trading Library with focus on backtesting and support for paper-trading and live-trading. Let’s say you have an idea for a trading strategy and you’d like to evaluate it with historical data and see how it behaves. PyAlgoTrade allows you to do so with minimal effort.
trading stock algorithmic-trading library trading-strategiesAlphalens 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.
finance pandas numpy algorithmic-trading jupyterquantmod 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).
r time-series finance charting data-import algorithmic-tradingNowTrade is an algorithmic trading library with a focus on creating powerful strategies using easily-readable and simple Python code. With the help of NowTrade, full blown stock/currency trading strategies, harnessing the power of machine learning, can be implemented with few lines of code. NowTrade strategies are not event driven like most other algorithmic trading libraries available. The strategies are implemented in a sequential manner (one line at a time) without worrying about events, callbacks, or object overloading.
trading technical-indicators neural-network random-forest stock currency algorithmic-trading-library machine-learning algorithmic-tradingIBCSharp consists of an improved version of Karl Schulze's Interactive Brokers C# API, a WinForms C# algorithmic daytrading program, and a WinForms C# long term trading program.
interactive-brokers trading algorithmic-trading api chess????????? ??? ???????? ??????? - http://stocksharp.com/
algo-trading algorithmic-trading hft stock tradingAlgorithmic Trading Bitcoin. Lightweight, extensible program for algorithmically trading cryptocurrencies and derivatives across multiple exchanges.
gemini exchange gdax poloniex kraken algorithmic-trading bitcoin cryptocurrency python3 coinbase itbit ethereum bitcoin-cash zcashThat is to say, this is already a working solution for placing automated trades with various exchanges via Trading View strategies. Resources. Email. Meeting.
bitfinex itbit drivewealth automated-trading tradingview pinescript trading-algorithms trading-strategies algorithmic-tradingThis program trades futures using a systematic trend following strategy, similar to most managed futures hedge funds. It produces returns of around ~20% per year, based on a volatility of 25%. You can read more about trend following in the /docs folder. Start with introduction to trend following. If you just want to play with futures data, see working with prices. It is recommended (though not required) to have data subscriptions for both Quandl and IB. Quandl has more historical contracts and works well for backtesting, while IB data is usually updated more frequently and is better for live trading.
algorithmic-trading trading trading-bot systematic-trading-strategiesThis is my bachelor's thesis that I wrote over the course of two months during my final year of studies, earning my Bachelor of Science in Computer Science degree. The thesis was co-authored by my good friend Tobias Ånhed. Click here for revised edition on DiVA.
lstm-neural-networks research-paper bachelor-thesis sequence-to-sequence machine-learning finance trading forex algorithmic-trading recurrent-neural-networks forex-trading technical-analysis technical-indicators artificial-neural-networks keras time-series-analysis financial-analysis white-paper publication trading-algorithmsThe Enigma Data Marketplace is the platform layer that lays in between the protocol and application layers of the Enigma network. It provides the decentralized and secure data infrastructure on top of which applications can be built, like Catalyst. The Data Marketplace is currently in Phase 1 of its development. The current implementation includes the on-chain portion, dealing with contextual information about data-sets, namespaces, and subscriptions. The on-chain logic is coded in smart contracts deployed on the Ethereum network, and is operated directly with Enigma tokens (ENG). In this first implementation, all data sets are provided off-chain by several providers, and their storage is managed independently from the logic embedded in the smart contract.
cryptocurrency trading algorithmic-trading cryptocurrenciesDatasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex (www.darwinex.com)
quantitative-finance data-science algorithmic-trading investing trading-strategies systematic-trading-strategies machine-learning artificial-intelligence neural-networks deep-learning sentiment-analysisComplete Python interface to IEX HTTP and WS APIs (https://iextrading.com/developer/docs/)
python3 finance algorithmic-trading iex stock-market stocks stock-dataHeads up: This is a framework in development, with only basic functionality. An event-driven backtesting framework to test stock trading strategies based on fundamental analysis. Preferably this package will be the core of a backend service exposed via a REST API.
backtesting-frameworks financial-analysis finance algorithmic-tradingCrypto AlgoTrading Framework is a repository with tools to build and run working trading bots, backtest strategies, assist on trading, define simple stop losses and trailing stop losses, etc. This framework work with data directly from Crypto exchanges API, from a DB or csv files. Can be used for data-driven and event-driven systems. Made exclusively for crypto markets for now and written in Python. In realtime, Trading Bot operates in real time, with live data from exchanges APIs. It doesn't need pre stored data or DB to work. In this mode, bot can trade real money, simulate or alert user when is time to buy or sell, based on entry and exit strategies defined by user. Can also simulate user's strategies and present the results in real time.
crypto cryptocurrency cryptocurrencies cryptocurrency-exchanges algorithmic-trading algotrading framework hft hft-trading bot backtest backtesting-trading-strategies backtesting-frameworks realtime trading trading-bot trading-algorithms trading-simulator trading-apiThis is the Alpaca official docker container packages zipline. With this container image, you can easily run your Quantopian algorithm with live trading. This is to run your algorithm in your computer, or server by yourself, and Alpaca is also desiging a "one-click" solution to run your algorithm without having your server. All you need is docker installed in your system.
trading trading-bot python3 algorithmic-trading algo-trading zipline zipline-live quantopian docker-image alpaca
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