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).
stocksharp hft trading-strategies trading-robots trading-platform algorithmic-trading-engine forex bitcoins c-sharp broker markets nasdaq quantitative-finance trading fixprotocol finance hft-trading iqfeed interactive-brokers fxcm bitcoinThe QuantLib project (http://quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.
quantitative-financeMlFinlab is a python package which helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools. This repo is public facing and exists for the sole purpose of providing users with an easy way to raise bugs, feature requests, and other issues.
finance machine-learning research trading investing portfolio-optimization quantitative-finance algorithmic-trading portfolio-management financial-machine-learningThis library provides high-performance components leveraging the hardware acceleration support and automatic differentiation of TensorFlow. The library will provide TensorFlow support for foundational mathematical methods, mid-level methods, and specific pricing models. The coverage is being rapidly expanded over the next few months. Foundational methods. Core mathematical methods - optimisation, interpolation, root finders, linear algebra, random and quasi-random number generation, etc.
tensorflow quantitative-finance finance numerical-methods numerical-optimization numerical-integration high-performance high-performance-computing gpu gpu-computing quantlibgo-finance is a Go library for retrieving financial data for quantitative analysis.If you find this repo helpful, please give it a star! If you wish to discuss changes to it, please open an issue. This project is not as mature as it could be, and financial projects in Go are in drastic need of some basic helpful dependencies.
financial-data finance fintech quantitative-finance money accounting go-libraryJQuantLib is a comprehensive framework for quantitative finance, written in 100% Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments. JQuantLib is based on QuantLib, a well known open-source library for quantitative finance, written in C++. JQuantLib aims to be a complete rewrite of QuantLib, offering features Java developers expect to find. It aims to be fast, correct, strongly typed, well-documented, and user-friendly.
technical-analysis trading quantitative-finance shares optionsConstruct a client object with endpoint. You can build parameters using pymkts.Params.
marketstore pip pandas pandas-dataframe analytics timeseries quantitative-financeUsing the Quandl API to (try) to apply ML to the stock market
machine-learning quantitative-finance quandl-api quandl-machine-learningDatasets, 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-analysisSee wiki: Link with CBLAS & LAPACK. This work has been sponsored by Symmetry Investments and Kaleidic Associates.
dlang linear-algebra ndslice numerical-methods matlab octave quantitative-finance big-data numpy native-code high-performance symmetry-investments blas hedgefundSome wrapper for sh*t quant platform MindGo. In backtest panel: Run Cell 0 from a Jupyter notebook in root directory then you are ready to go.
python3 quantitative-finance mindgo 10jqkaSome Jupyter notebooks from learning, researching and exploring concepts in machine learning, data science, quantitative finance... in short, the results of my wanderings through different topics. This repo is full of rough and uncut ideas (and yes, probably some garbage), but if you're lucky you might find something that interests you. This repository is under the MIT licence, but there might be some code that I've copied from other sources. If you find anything that violates another licence, please let me know, and I'll remove it.
jupyter-notebook bayesian quantitative-financeClone this project and start q with either of the following commands to see q load and analyze either 'trade and sales' or 'best bid and offer' data. All six data sets are downloaded, but only one is loaded. Change the file saved in variable f to load a different data set.
kdb q quantitative-financeQuantLib-SWIG provides the means to use QuantLib from a number of languages including Python, Ruby, Perl, C# and Java. The QuantLib project (http://quantlib.org) is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.
quantitative-financeWant to propose a feature? Open a feature request or open a Pull Request.
robinhood robinhood-api robinhood-python robinhood-portfolio quantitative-finance tradingWe maintain an elegant (lightweight, efficient and stable) FinRL lib, allowing researchers and quant traders to develop algorithmic strategies easily. Lightweight: The core codes have less than 800 code lines, using PyTorch and NumPy.
machine-learning-algorithms deep-reinforcement-learning openai-gym pytorch quant quantitative-finance algorithmic-trading
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