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StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, bitcoins and options)
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 bitcoinQuantLib - The QuantLib C++ library
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. QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.
quantitative-financetf-quant-finance - High-performance TensorFlow library for quantitative finance.
This 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 - Flexible, simple financial markets data in Go.
go-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-librarypymarketstore - Python driver for MarketStore
Construct a client object with endpoint. You can build parameters using pymkts.Params.
marketstore pip pandas pandas-dataframe analytics timeseries quantitative-financeQuandl-Machine-Learning - Using the Quandl API to (try) to apply ML to the stock market
Using the Quandl API to (try) to apply ML to the stock market
machine-learning quantitative-finance quandl-api quandl-machine-learningDarwinexLabs - Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex (www
Datasets, 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-analysislubeck - High level linear algebra library for Dlang
See 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 hedgefundMindGoWrapper - 辣鸡同花顺 MindGo 量化交易平台的回测框架 Some wrapper for sh*t quant platform 10qjka MindGo
Some 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 10jqkawanderings - Jupyter notebooks on my wanderings into various things
Some 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-financeq4q - Source Code for "Q for Quants"
Clone 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 - The QuantLib extension modules
QuantLib-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-financefast_arrow - A simple yet robust API client for Robinhood
Want to propose a feature? Open a feature request or open a Pull Request.
robinhood robinhood-api robinhood-python robinhood-portfolio quantitative-finance trading
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