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

674 +4

16,366 +125

2,454 +16

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

784 +1

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

980 +0

259 +1

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

166 +0

4,321 +3

552 +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

420 +0

5,219 +9

1,594 -1

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

1,322 +2

337 +0

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

278 +0

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

231 +0

64 +0

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

58 +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

235 +0

5,325 +13

1,098 +2

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

11,374 +26

3,674 +4

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

240 +0

4,396 +0

1,009 +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

607 +2

13,242 +45

3,718 +5

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 -1

4,734 +6

1,235 +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

2,423 +1

657 +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

238 +0

5,585 +11

1,109 +4

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

2,456 -2

719 +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