Awesome Quant

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.

基于Python的开源量化交易平台开发框架

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

Zipline, a Pythonic Algorithmic Trading Library

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

Portfolio analytics for quants, written in Python

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

modular quant framework.

Hikyuu Quant Framework 基于C++/Python的超高速开源量化交易研究框架，同时可基于策略部件进行资产重用，快速累积策略资产。

Open-source Rust framework for building event-driven live-trading & backtesting systems

Machine Learning in Asset Management (by @firmai)

高频量化交易平台 C++ Trade Platform for quant developer 【浮生着甚苦奔忙，量化之路阻且长。 行行代码凝心血，十年辛苦不寻常】

Indicator Go delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

quant framework for stock

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.

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

Python live trade execution library with zipline interface.

C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.

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

Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

QLNet C# Library

Open Source Algorithmic Trading Engine

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

Python API for accessing Lake high frequency tick trades & order book data

Open-source framework for agentic quantitative finance research.

Quantitative factor research skills for AI coding assistants

Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.

QUANTAXIS事务性后台和前端网站

Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.

Julia Incremental Technical Analysis Indicators (inspired by talipp)

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing

The first end-to-end C++20 implementation of special-relativistic geometry applied to financial OHLCV data. Computes Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data.

Manipulates Stock / ETF Data

Python package for Swiss financial data

Binance USDT-M futures scanner — 57 indicators × 12 timeframes + futures-microstructure/regime/MTF overlays, whale-divergence filter, one consensus verdict per symbol. Desktop (Python + React "Depth Terminal") & Android (Compose). Public data only, no keys.