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QTPyLib, Pythonic Algorithmic Trading
Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
AI agents that actually place the trade. 12 brokers, real backtests, stocks options futures forex crypto and prediction markets.
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Rust library for quantitative finance.
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
Machine Learning in Asset Management (by @firmai)
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
Open source analytics and market risk library from OpenGamma
Model Context Protocol (MCP) to enable AI LLMs to trade using MetaTrader platform
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
A Python library for mathematical finance
Quantitative Finance tools
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
Open Source Algorithmic Trading Engine
QLNet C# Library
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Vectorized backtester and trading engine for QuantRocket
Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests
The fastest way from backtest to live trading.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
A JavaScript library to allocate and optimize financial portfolios.
Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher
Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.