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
empyrical by quantopian

Common financial risk and performance metrics. Used by zipline and pyfolio.

created at March 18, 2016, 10:22 a.m.

Python

71 +0

1,235 +1

383 +1

GitHub
yahoo-finance by yahoo-finance

Python module to get stock data from Yahoo! Finance

created at May 2, 2014, 9:12 p.m.

Python

112 +0

1,302 +0

353 +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

1,329 +2

337 +0

GitHub
IbPy by blampe

Python API for the Interactive Brokers on-line trading system.

created at Sept. 25, 2011, 1:38 a.m.

Python

200 +0

1,354 +3

500 +0

GitHub
TradingGym by Yvictor

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

created at May 1, 2017, 1:53 p.m.

Python

104 +0

1,500 +2

349 +1

GitHub
PGPortfolio by ZhengyaoJiang

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

created at Nov. 12, 2017, 4:08 p.m.

Python

131 +0

1,711 +2

746 +0

GitHub
finta by peerchemist

Common financial technical indicators implemented in Pandas.

created at Sept. 1, 2016, 9:02 p.m.

Python

83 +0

2,073 +6

676 +0

GitHub
bitcoin-arbitrage by maxme

Bitcoin arbitrage - opportunity detector

created at Jan. 31, 2013, 11:43 a.m.

Python

285 +0

2,418 +1

850 +2

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

2,432 +8

660 +1

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

2,460 +0

718 -1

GitHub
zvt by zvtvz

modular quant framework.

created at April 4, 2019, 8:06 a.m.

Python

133 +0

3,050 +5

841 -1

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

4,348 +8

557 +3

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

4,425 +8

1,010 +1

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

4,762 +7

1,238 +0

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

420 +0

5,239 +7

1,598 +1

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 +1

5,397 +19

1,107 +3

GitHub
trump2cash by maxbbraun

A stock trading bot powered by Trump tweets

created at Jan. 22, 2017, 3:54 a.m.

Python

286 +0

6,244 +3

855 -1

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

251 +1

6,313 +26

1,171 +5

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

738 +0

11,468 +20

3,682 -1

GitHub