Top 23 quantitative-trading Open-Source Projects

• awesome-quant

  18 16,056 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.

• qlib

  53 14,195 6.6 Python

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  

Project mention: Open-source AI-oriented quantitative investment platform | news.ycombinator.com | 2023-11-03

• 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.

  

• quant-trading

  147 5,171 0.0 Python

  Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

Project mention: quant-trading: NEW Derivatives and Hedging - star count:4620.0 | /r/algoprojects | 2023-10-28

• quantstats

  9 4,293 4.8 Python

  Portfolio analytics for quants, written in Python

• Superalgos

  157 3,885 9.6 JavaScript

  Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.

  

Project mention: Superalgos: NEW Data - star count:3568.0 | /r/algoprojects | 2023-10-28

• kungfu

  33 3,238 8.8 C++

  Kungfu Trader

Project mention: kungfu: NEW Extended Research - star count:2922.0 | /r/algoprojects | 2023-09-25

• zvt

  1 2,990 6.0 Python

  modular quant framework.

  

• SaaSHub

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• awesome-systematic-trading

  1 2,918 5.3 Python

  A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading. (by paperswithbacktest)

  

Project mention: Ask HN: How to Get into Quantitative Trading? | news.ycombinator.com | 2024-01-26

• bulbea

  97 1,969 0.0 Python

  :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

• SGX-Full-OrderBook-Tick-Data-Trading-Strategy

  35 1,749 0.0 Jupyter Notebook

  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Project mention: HFT: High frequency trading. Extended Research - star count:1469.0 | /r/algoprojects | 2023-07-08

• awesome-systematic-trading

  94 1,636 7.4 HTML

  A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资 (by wangzhe3224)

Project mention: awesome-systematic-trading: NEW Extended Research - star count:1040.0 | /r/algoprojects | 2023-08-28

• awesome-deep-trading

  37 1,390 0.0

  List of awesome resources for machine learning-based algorithmic trading

Project mention: awesome-deep-trading: curated list of papers/repos on topics like CNN/LSTM/GAN/Reinforcement Learning etc. Categorized as deep learning for now but there are other topics here. Manually maintained by cbailes Deep Learning And Reinforcement Learning - | /r/algoprojects | 2023-09-08

• TradeMaster

  38 1,148 8.9 Jupyter Notebook

  TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:

  

Project mention: TradeMaster: NEW Deep Learning And Reinforcement Learning - star count:910.0 | /r/algoprojects | 2023-12-09

• ArcticDB

  4 1,114 9.8 C++

  ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

  

Project mention: Speed Test - ArcticDB, HDF, Feather, Parquet | /r/algotrading | 2023-11-21

ArcticDB is a new data store for pandas DataFrames (https://arcticdb.io/). I have no affiliation with the project but wanted to see how it would compare on speed versus the other file format storage options available in Pandas: HDF, Feather, and Parquet. I could not find much on-line about how Arctic compares to the other options in terms of speed, so I ran some tests myself.

• hftbacktest

  16 1,047 9.2 Rust

  A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | news.ycombinator.com | 2023-10-30

• AutoTrader

  1 856 8.5 Python

  A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

• deep-RL-trading

  14 342 0.0 Python

  playing idealized trading games with deep reinforcement learning

• InteractiveBrokers-Algo-Trading-API

  7 228 1.8 Java

  Java/MySQL real-time algorithmic trading using Interactive Brokers API

• trading-strategy

  1 156 9.1 Python

  Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

  

• gym-continuousDoubleAuction

  5 136 0.0 Jupyter Notebook

  A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

• crypto-trading-strategy-backtester

  4 66 2.6 Python

  Easy-to-use cryptocurrency trading strategy simulator and backtester

• jupyter-quant

  1 47 9.3 Dockerfile

  A dockerized Jupyter quant research environment.

Project mention: How to test optimal parameters | /r/algotrading | 2023-12-09

I have put together a quant research jupyter container, it includes these packages and more. The idea is to have full research/back test environment ready to use.

• QuantitaveFinanceExamplesPy

  1 38 0.0 Jupyter Notebook

  Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

• SaaSHub

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quantitative-trading related posts

• quant-trading: NEW Derivatives and Hedging - star count:4620.0

  1 project | /r/algoprojects | 28 Oct 2023

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