Native C++20 desktop terminal for financial research with Qt6 UI and embedded Python analytics, covering market data, equity research and portfolios.
"Vibe-Trading: Your Personal Trading Agent"
A curated list of libraries, packages, and resources for quantitative finance across many languages and topics.
Open Data Platform for analysts, quants and AI agents.
LLM 驱动的多市场股票智能分析系统:多源行情、实时新闻、决策看板与自动推送,支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Open-source AI-oriented quantitative investment platform covering data, strategy research, backtesting, simulated and live trading.
A股行情分析与AI智能投研智能体:股票分析、量化交易分析、盘后复盘桌面工作台——easy stock
中国 A 股数据基础设施。55个日更数据集:股票行情、基本面、期货数据、资金面、公告事件、指数行业、宏观与风险。行级溯源、PIT 语义、复权与历史成分内置,MCP 原生。自托管,零注册、零 API Token
Open-source AI Trading OS, agent trading, and vibe trading, with Jev System One integration. Research, build Python strategies, backtest, and paper/live trade across crypto, stocks, and forex. Launch your own multi-tenant trading SaaS with built-in user management, billing, payments, and settlement.
A股全栈数据工具包:行情K线·当日逐笔·研报·信号·资金面·新闻·财务·公告·打板·ETF期权·舆情·宏观利率·期货大宗(含大商所日K)·事件驱动·可转债 | 15层·87端点·34数据源·除iwencai外免Key | A-share data for AI agents: K-lines, ticks, reports, fund flow, news, financials, filings, options, macro, futures, events, convertibles | 15 layers·87 endpoints·34 sources
Algorithmic Trading in Python with Machine Learning
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.
Open source software that helps you create and deploy high-frequency crypto trading bots
QuestDB is a high performance, open-source, time-series database
Python wrapper for TA-Lib (http://ta-lib.org/).
The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Python and Jupyter reproductions of quant strategies from Chinese brokerage research reports, covering A-share timing, factors, value and portfolio optimization.
A股多Agent投研框架 — 适配A股数据源(龙虎榜/游资/解禁等),7位分析师基于A股规则的辩论决策,基于TradingAgents深度改造,适配大A。A-share multi-agent investment research framework — 7 AI analysts, bull/bear debate, risk assessment。
面向 A 股日K、分钟K与ETF分钟数据的本地量化引擎,集成增量同步、本地缓存、复权、批量查询、回测与指标计算。
AI agents that actually place the trade. 12 brokers, real backtests, stocks options futures forex crypto and prediction markets.
AI+金融(量化):1.多因子股票量化框架开源教程 2.学界和业界的经典资料收录 3.AI + 金融的相关工作,包括LLM, Agent, benchmark(evaluation), etc.
TradingView Screener API - Stock, Crypto, Forex, Bond, Futures, Coin
Event-driven algorithmic trading engine for .NET. Write a strategy once and run it unchanged in backtest, paper and live trading, deterministic, with fixed-point money and adapters for Binance, Bybit, OKX, Kraken, Bitget, Gate, KuCoin and Hyperliquid.
Finathink — Financial Research Optimizer for auditable, point-in-time research, mathematical learning, and constrained portfolio analysis.
Agentic quant research workbench with CSV data inspection, local Codex and compatible APIs, predictive models, independent reviews, and reproducible backtests.
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
The QuantLib C++ library
Transparent and Efficient Financial Analysis
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
Python library for portfolio optimization built on top of scikit-learn
Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
The Official Python SDK for Alpaca API
Open source analytics and market risk library from OpenGamma
Run Pine Script® anywhere. PineTS is LuxAlgo's open-source Pine Script® runtime for Node.js and the browser.
OSS trading workspace with your favorite agents
Open-source quantitative finance models in Python: option pricing and Greeks, volatility surfaces, deep hedging, portfolio construction and Monte Carlo. Every model runs on free data, with the full write-up on davidariasfinance.com
低代码的 A 股量化回测工具 · Low-code quant backtesting for China A-shares
An advanced crypto trading bot written in Python
Collection of notebooks about quantitative finance, with interactive python code.
Portfolio Optimization in Python
为前端设计的无需 Python、无需后端服务、零依赖的获取股票数据 JavaScript SDK。
Rust library for quantitative finance.
A beginner-friendly yet powerful Python toolkit for financial analysis and automation — built to make modern investing accessible to everyone
A package that lets you create TradingView screeners in Python
Docker image with IB Gateway/TWS and IBC
Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.
Autonomous LLM Trading Asterism — a research-only multi-agent trading platform with evidence-first research, an auditable console, Shadow simulation and explicitly authorized broker execution.
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
The Go FIX Protocol Library :rocket:
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Intuitive Data Workflows
Stock market MCP server for Yahoo Finance data, technical analysis, portfolio tracking, and Python backtesting. Runs locally with no API key for core tools.
a high-performance, easy-to-use, multi-symbol, multi-strategy, multi-period, multi-account event-driven trading bot
Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python
A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine learning applications in finance.
A data platform for investment research. Ingests financial data sources and computes point-in-time financial metrics for valuation and screening. Delivered as an MCP server.
Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.
Live Jev trader on Hyperliquid