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Top 23 trading-algorithm Open-Source Projects
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awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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InfluxDB
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.
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quant-trading
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
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backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
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pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators
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Superalgos
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.
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading. (by paperswithbacktest)
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DataFrame
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
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gym-anytrading
The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
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robin_stocks
This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at
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awesome-systematic-trading
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)
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hftbacktest
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.
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AutoTrader
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
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crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
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EA31337
🤖📈 EA31337 Lite, Advanced and Rider - Forex multi-strategy trading robot for MT4/MT5 platforms
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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.
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.
Project mention: quant-trading: NEW Derivatives and Hedging - star count:4620.0 | /r/algoprojects | 2023-10-28
We chose backtesting.py for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.
I do not know what is the difference between MACD and MACDFIX but maybe you can take a look how MACD is implemented in pandas_ta library and modify it a bit to achive a behavior you want.
Project mention: New multithreaded version of C++ DataFrame was released | news.ycombinator.com | 2024-02-13
Project mention: surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us | /r/algoprojects | 2023-07-08
Project mention: awesome-systematic-trading: NEW Extended Research - star count:1040.0 | /r/algoprojects | 2023-08-28
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
Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | news.ycombinator.com | 2023-10-30
Project mention: algotrading: NEW Extended Research - star count:858.0 | /r/algoprojects | 2023-06-10
Project mention: trading-bot: Implementation of deep reinforcement learning using Deep Q Network (DQN). Only supports single security at the moment. Idea is roughly based [here](https://keon.github.io/deep-q-learning/) and uses tensorflow/keras. Interesting helper py | /r/algoprojects | 2023-12-10
Project mention: crypto-rl: Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders) | /r/algoprojects | 2023-12-10
NOTE:
The open source projects on this list are ordered by number of github stars.
The number of mentions indicates repo mentiontions in the last 12 Months or
since we started tracking (Dec 2020).
trading-algorithms related posts
- 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 -
- 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 -
- surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us
- surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us
- surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us
- surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us
- surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us
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A note from our sponsor - WorkOS
workos.com | 25 Apr 2024
Index
What are some of the best open-source trading-algorithm projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | awesome-quant | 15,910 |
| 2 | Lean | 8,655 |
| 3 | jesse | 5,233 |
| 4 | quant-trading | 5,171 |
| 5 | backtesting.py | 4,797 |
| 6 | pandas-ta | 4,732 |
| 7 | Superalgos | 3,850 |
| 8 | awesome-systematic-trading | 2,893 |
| 9 | eiten | 2,655 |
| 10 | DataFrame | 2,258 |
| 11 | gym-anytrading | 2,015 |
| 12 | ta4j | 1,959 |
| 13 | surpriver | 1,672 |
| 14 | robin_stocks | 1,615 |
| 15 | awesome-systematic-trading | 1,613 |
| 16 | awesome-deep-trading | 1,388 |
| 17 | hftbacktest | 1,011 |
| 18 | algotrading | 993 |
| 19 | awesome-pinescript | 984 |
| 20 | trading-bot | 871 |
| 21 | AutoTrader | 849 |
| 22 | crypto-rl | 799 |
| 23 | EA31337 | 799 |
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