The Top 85 Algorithmic Trading Open Source Projects

https://awesomeopensource.com/projects/algorithmic-trading?categoryPage=12

Zipline ⭐ 13,698

Zipline, a Pythonic Algorithmic Trading Library

 

Abu ⭐ 7,752

阿布量化交易系統(股票，期權，期貨，比特幣，機器學習) 基於python的開源量化交易，量化投資架構

Freqtrade ⭐ 7,552

Free, open source crypto trading bot

Qlib ⭐ 4,774

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

Mlfinlab ⭐ 2,292

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Jesse ⭐ 2,195

An advanced crypto trading bot written in Python

 

Catalyst ⭐ 2,098

An Algorithmic Trading Library for Crypto-Assets in Python

Pyportfolioopt ⭐ 1,893

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Eiten ⭐ 1,881

Statistical and Algorithmic Investing Strategies for Everyone

Gocryptotrader ⭐ 1,857

A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.

Alphalens ⭐ 1,847

Performance analysis of predictive (alpha) stock factors

Quant Trading ⭐ 1,766

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

Robinhood ⭐ 1,523

Unofficial Documentation of Robinhood Trade's Private API

Elitequant ⭐ 1,510

A list of online resources for quantitative modeling, trading, portfolio management

Zvt ⭐ 1,467

modular quant framework.

Qtpylib ⭐ 1,275

QTPyLib, Pythonic Algorithmic Trading

Aialpha ⭐ 1,205

Use unsupervised and supervised learning to predict stocks

Backtesting.py ⭐ 1,203

🔎 📈 🐍 💰 Backtest trading strategies in Python.

Machine Learning Asset Management ⭐ 1,071

Machine Learning in Asset Management (by @firmai)

Finta ⭐ 956

Common financial technical indicators implemented in Pandas.

Machinelearningstocks ⭐ 930

Using python and scikit-learn to make stock predictions

Vectorbt ⭐ 902

Ultimate Python library for time series analysis and backtesting at speed and scale

Quantstats ⭐ 880

Portfolio analytics for quants, written in Python

Sgx Full Orderbook Tick Data Trading Strategy ⭐ 747

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

Superalgos ⭐ 742

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.

Research ⭐ 714

Notebooks based on financial machine learning.

Peregrine ⭐ 658

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries

Stock Analysis Engine ⭐ 617

Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

Quantmod ⭐ 583

Quantitative Financial Modelling Framework

Introneuralnetworks ⭐ 489

Introducing neural networks to predict stock prices

Algotrader ⭐ 477

Simple algorithmic stock and option trading for Node.js.

Pylivetrader ⭐ 476

Python live trade execution library with zipline interface.

Pandapy ⭐ 473

PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)

Quantdom ⭐ 459

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

Tdameritrade ⭐ 434

Python interface to TD Ameritrade (https://developer.tdameritrade.com)

Optopsy ⭐ 393

A nimble options backtesting library for Python

Tickgrinder ⭐ 372

Low-latency algorithmic trading platform written in Rust

Quantitative Notebooks ⭐ 367

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Algo Coin ⭐ 366

Python library for algorithmic trading cryptocurrencies across multiple exchanges

Qtrader ⭐ 365

Reinforcement Learning for Portfolio Management

Pyex ⭐ 319

Python interface to IEX and IEX cloud APIs

51bitquant ⭐ 307

51bitquant Python數字貨幣量化交易視頻 CCXT框架 爬取交易所數據 比特幣量化交易 交易機器人51bitquant tradingbot cryptocurrency quantitative trading btc trading

Example Scalping ⭐ 285

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

Opentrade ⭐ 280

An open source OEMS, and intraday algorithmic trading platform in modern C++ for institutional investors

Algotrading ⭐ 275

Algorithmic trading framework for cryptocurrencies.

Tai ⭐ 273

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

Automated Trading ⭐ 273

Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth

Darwinexlabs ⭐ 255

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

Ttr ⭐ 241

Technical analysis and other functions to construct technical trading rules with R

Stock Price Prediction Lstm ⭐ 239

OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network

Dwx Zeromq Connector ⭐ 239

Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.

Reddit Hyped Stocks ⭐ 237

A web application to explore currently hyped stocks on Reddit

Optimalportfolio ⭐ 232

An open source library for portfolio optimisation

Devalpha Node ⭐ 219

A stream-based approach to algorithmic trading and backtesting in Node.js

Tradingview Data Scraper ⭐ 213

Extract price and indicator data from TradingView charts to create ML datasets

Trading Server ⭐ 208

A multi-asset, multi-strategy, event-driven trade execution and management platform for running many algorithms/bots at many venues simultaneously with unified risk management and reporting. Uses MongoDB for storage and Telegram for user notifications/trade consent.

Paperbroker ⭐ 175

An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.

Stock.indicators ⭐ 175

Stock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library. Current indicators include: Accumulation/Distribution Line (ADL), Aroon Oscillator, Arnaud Legoux Moving Average (ALMA), Average Directional Index (ADX), Average True Range (ATR), Awesome Oscillator (AO), Balance of Power (BOP), Beta Coefficient, Bollinger Bands®, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, Choppiness Index (CHOP), Commodity Channel Index (CCI), ConnorsRSI, Correlation Coefficient, Donchian Channels, Double Exponential Moving Average (DEMA), Elder-ray Index, Exponential Moving Average (EMA), Force Index, Fractal Chaos Bands (FCB), Gator Oscillator, Heikin-Ashi, Hull Moving Average (HMA), Ichimoku Cloud, Kaufman's Adaptive Moving Average (KAMA), KDJ Index, Keltner Channels, Momentum Oscillator, Money Flow Index (MFI), MESA Adaptive Moving Averages (MAMA), Moving Average Convergence/Divergence (MACD), Moving Average Envelopes, On-balance Volume (OBV), Parabolic SAR (stop and reverse), Percentage Volume Oscillator (PVO), Pivot Points and Rolling Pivot Points, Price Channels, Price (Comparative) Relative Strength (PRS), Price Momentum Oscillator (PMO), Rate of Change (ROC), Relative Strength Index (RSI), R-Squared (Coefficient of Determination), Simple Moving Average (SMA), Slope and Linear Regression, Smoothed Moving Average (SMMA), Standard Deviation, Stoller Average Range Channel (STARC) Bands, Stochastic Oscillator, Stochastic RSI, SuperTrend, Tillson T3 Moving Average, Triple Exponential Moving Average (TEMA), Triple EMA Oscillator (TRIX), True Strength Index (TSI), Ulcer Index, Ultimate Oscillator, Volume Simple Moving Average, Volume Weighted Average Price (VWAP), Vortex Indicator (VI), Weighted Moving Average (WMA), Williams %R, Williams Alligator, Williams Fractal, and Zig Zag.

Algorithmictrading ⭐ 168

This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

Mixture_model_trading_public ⭐ 166

 

Openalgo ⭐ 160

💹 openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

Socktrader ⭐ 160

🚀 Websocket based trading bot for 💰cryptocurrencies 📈

Spectre ⭐ 160

GPU-accelerated Factors analysis library and Backtester

Grademark ⭐ 146

An API for backtesting trading strategies in JavaScript and TypeScript.

Lstm Crypto Price Prediction ⭐ 144

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

Tastyworks_api ⭐ 144

An unofficial, reverse-engineered Python API for tastyworks.

Fetching Financial Data ⭐ 141

Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.

Roq Api ⭐ 138

API for algorithmic and high-frequency trading

Turingtrader ⭐ 138

The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.

Pytrendfollow ⭐ 129

PyTrendFollow - systematic futures trading using trend following

Aat ⭐ 123

Asynchronous, event-driven algorithmic trading in Python and C++

Hummingbot_chinese ⭐ 119

hummingbot中文資源

Gobacktest ⭐ 115

event-driven backtesting framework written in golang

Quant ⭐ 105

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

Robinhood Playground ⭐ 99

 

Moonshot ⭐ 90

Vectorized backtester and trading engine for QuantRocket

Algobot ⭐ 80

A C++ stock market algorithmic trading bot

Iexcloud_api_wrapper ⭐ 80

iexcloud api wrapper written in typescript (asynchronous interface)

Gtrader ⭐ 72

a trading strategy trainer, back-tester and bot

Trading Stock Thailand ⭐ 53

 

Quant Finance Resources ⭐ 45

Courses, Articles and many more which can help beginners or professionals.

Deeptrading ⭐ 42

Deep Neural Network Trading collection of Tensorflow Jupyter notebooks

Sibyl ⭐ 32

Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks

Trading With Momentum ⭐ 29

Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable

Moonchart ⭐ 19

Performance tear sheets and backtest analysis for Moonshot