Top 6 algorithmic-trading-engine Open-Source Projects

• awesome-quant

  18 16,153 8.8 Python

  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Project mention: RustQuant: A Library for Quantitative Finance | news.ycombinator.com | 2024-02-01

No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant

Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.

Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.

• Lean

  25 8,738 9.7 C#

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

  

Project mention: What Happened to Quantconnect? | /r/algotrading | 2023-05-18

6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• StockSharp

  134 6,657 9.8 C#

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

  

Project mention: StockSharp: NEW Derivatives and Hedging - star count:6089.0 | /r/algoprojects | 2023-11-10

• nautilus_trader

  3 1,588 10.0 Python

  A high-performance algorithmic trading platform and event-driven backtester

  

Project mention: Is NautilusTrader compatible with MetaTrader5 Python Package? | /r/algotrading | 2023-06-21

I recently found NautilusTrader. According to NautilusTrader, it can be integrated with Brokers/Exchange that provides REST, WebSocket or FIX API. Not sure if there is a work around to integrate MetaTrader5 Python to NautilusTrader.

• optopsy

  22 917 5.0 Python

  A nimble options backtesting library for Python

• Wizardry

  2 39 2.6 Python

  💫 Wizardry is an open-source CLI for building powerful algorithmic trading strategies 交易框架 (by ssantoshp)

algorithmic-trading-engine related posts

• StockSharp: NEW Derivatives and Hedging - star count:6089.0

  1 project | /r/algoprojects | 10 Nov 2023

• StockSharp: NEW Derivatives and Hedging - star count:6089.0

  1 project | /r/algoprojects | 9 Nov 2023

• StockSharp: NEW Derivatives and Hedging - star count:5915.0

  1 project | /r/algoprojects | 6 Sep 2023

• StockSharp: NEW Derivatives and Hedging - star count:5886.0

  1 project | /r/algoprojects | 27 Aug 2023

• StockSharp: NEW Derivatives and Hedging - star count:5886.0

  1 project | /r/algoprojects | 26 Aug 2023

• StockSharp: NEW Derivatives and Hedging - star count:5886.0

  1 project | /r/algoprojects | 24 Aug 2023

• Is NautilusTrader compatible with MetaTrader5 Python Package?

  1 project | /r/algotrading | 21 Jun 2023
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