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Backtestable AI trading agents and Python algorithmic trading strategies for stocks, options, crypto, futures, forex, SEC filings, FRED macro data, and real brokers.

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)

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! 👀

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Open source analytics and market risk library from OpenGamma

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.

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

QLNet C# Library

Open Source Algorithmic Trading Engine

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

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

The fastest way from backtest to live trading.

A JavaScript library to allocate and optimize financial portfolios.

Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher

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

Quantitative systematic trading strategy development and backtesting in Julia