Awesome Quant

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.

Python toolkit for quantitative finance

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

An advanced crypto trading bot written in Python

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

modular quant framework.

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

Algorithmic Trading in Python with Machine Learning

Statistical and Algorithmic Investing Strategies for Everyone

A Java library for technical analysis.

🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.

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

Python library for portfolio optimization built on top of scikit-learn

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

Machine Learning in Asset Management (by @firmai)

Python AutoML for Trading Systems and Sports Betting

Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.

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.

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

Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

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.

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

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

A Python library for evaluating option trading strategies.

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

Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

Start developing and backtesting your own automated trading strategies

Quantitative systematic trading strategy development and backtesting in Julia

Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.

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

An open-source toolkit for quantitative analysis of crypto & stock markets, featuring an advanced market screener, portfolio backtester, and companion tools for the Gunbot trading bot.

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.

This repository contains the source code and content for the website algotradinglib.com, focused on algorithmic trading and financial market analysis.

📚 MesoSim's Strategy Library

Fast, Transparent Backtesting

Sextant is a local Python Financial Backtest app with a Streamlit interface. The core is a strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent) — fully deterministic, with a complete JSON audit trail of every event.