awesome-quant by wilsonfreitas

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

created at Sept. 30, 2015, 9:53 a.m.

Python

681 +4

16,674 +76

2,487 +3

GitHub
stock_market_reinforcement_learning by kh-kim

This project provides a stock market environment using OpenGym with Deep Q-learning and Policy Gradient.

created at Oct. 4, 2016, 2:42 p.m.

Python

75 +0

785 +0

323 +0

GitHub
btgym by Kismuz

Scalable, event-driven, deep-learning-friendly backtesting library

created at May 24, 2017, 4:35 p.m.

Python

100 +0

979 +0

259 +0

GitHub
IBATS_HuobiFeeder_old by mmmaaaggg

【停止维护】新版本更新已迁移到 IBATS 项目组对应名称项目中。连接火币交易所,获取火币实时行情、火币历史行情,保存到mysql数据库同时redis广播,供 ABAT 交易平台进行策略回测、分析,交易使用

created at June 21, 2018, 1:39 a.m.

Python

4 +0

39 +0

15 +0

GitHub
tf-quant-finance by google

High-performance TensorFlow library for quantitative finance.

created at July 24, 2019, 4:09 p.m.

Python

167 +0

4,354 +6

558 +1

GitHub
rqalpha by ricequant

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

created at July 20, 2016, 10:38 a.m.

Python

419 -1

5,251 +12

1,598 +0

GitHub
Personae by Ceruleanacg

📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.

created at March 10, 2018, 11:22 a.m.

Python

123 +0

1,330 +1

335 -2

GitHub
LSTM-Crypto-Price-Prediction by SC4RECOIN

Predicting price trends in cryptomarkets using an lstm-RNN for the use of a trading bot

created at April 8, 2018, 2:06 p.m.

Python

19 +0

281 +1

59 +0

GitHub
tf_deep_rl_trader by miroblog

Trading Environment(OpenAI Gym) + PPO(TensorForce)

created at Aug. 25, 2018, 10:38 a.m.

Python

14 +0

232 +0

65 +1

GitHub
ArbitrageBot by BatuhanUsluel

Arbitrage bot that currently works on bittrex & poloniex

created at Aug. 10, 2017, 2 a.m.

Python

26 +0

170 +0

60 +0

GitHub
quant-trading by je-suis-tm

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

created at April 3, 2018, 2:08 p.m.

Python

236 +0

5,415 +18

1,111 +4

GitHub
abu by bbfamily

阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构

created at Sept. 19, 2016, 3:31 p.m.

Python

739 +1

11,505 +37

3,687 +5

GitHub
tensortrade by tensortrade-org

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

created at July 30, 2019, 9:28 p.m.

Python

239 +0

4,435 +10

1,011 +1

GitHub
trading-rl by Kostis-S-Z

Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019

created at April 22, 2019, 10:03 a.m.

Python

12 +0

216 +0

46 +0

GitHub
backtrader by mementum

Python Backtesting library for trading strategies

created at Jan. 10, 2015, 7:14 a.m.

Python

608 -1

13,411 +47

3,744 +7

GitHub
Crypto-Signal by CryptoSignal

Github.com/CryptoSignal - Trading & Technical Analysis Bot - 4,100+ stars, 1,100+ forks

created at Sept. 16, 2017, 11:49 p.m.

Python

305 +0

4,769 +7

1,241 +3

GitHub
High-Frequency-Trading-Model-with-IB by jamesmawm

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

created at May 18, 2014, 7:20 p.m.

Python

246 +0

2,435 +3

658 -2

GitHub
financial-machine-learning by firmai

A curated list of practical financial machine learning tools and applications.

created at March 21, 2019, 9 p.m.

Python

252 +1

6,343 +30

1,171 +0

GitHub
catalyst by enigmampc

An Algorithmic Trading Library for Crypto-Assets in Python

created at June 13, 2017, 10:31 p.m.

Python

167 +0

2,462 +2

718 +0

GitHub
CoinMarketCapBacktesting by JimmyWuMadchester

This project tests bt(http://pmorissette.github.io/bt) and Quantopian Zipline(https://github.com/quantopian/zipline) as backtesting frameworks for coin trading strategy.

created at Aug. 15, 2017, 9:31 a.m.

Python

2 +0

3 +0

1 +0

GitHub