Displaying 1 to 15 from 15 results

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).

QuantLib - The QuantLib C++ library

  •    C++

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.

tf-quant-finance - High-performance TensorFlow library for quantitative finance.

  •    Jupyter

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.

go-finance - Flexible, simple financial markets data in Go.

  •    HTML

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.

JQuantLib - Comprehensive framework for quantitative finance

  •    Java

JQuantLib 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.

pymarketstore - Python driver for MarketStore

  •    Python

Construct a client object with endpoint. You can build parameters using pymkts.Params.

MindGoWrapper - 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

  •    Python

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.

wanderings - Jupyter notebooks on my wanderings into various things

  •    Jupyter

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.

q4q - 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.

QuantLib-SWIG - The QuantLib extension modules

  •    Python

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.