Curate archived trading and visualization projects

README.md

@@ -184,7 +184,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [pyhood](https://github.com/jamestford/pyhood) - `Python` - Robinhood API client for unattended automation: after the first approved login, sessions renew from a stored refresh token with no password or device approval prompt. Covers stocks, equity and index options with Greeks, futures, IRA accounts, and the official Crypto Trading API.
 - [honest-signals](https://github.com/MarvinRey7879/honest-signals) - `Python` - Scores detected chart patterns against the pattern-free baseline for the same market, timeframe and horizon, reporting lift with cluster-robust confidence intervals instead of a hit rate against 50%.
 - [rulelint](https://github.com/momoddo/rulelint) - `Python` - Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and regime-drifted absolute thresholds before you trust a backtest.
-- [FAIG](https://github.com/tg12/FAIG) - `Python` - Fully automated trading bot for the IG Index platform (spread betting and CFDs), supporting demo and live accounts.
 - [quantify](https://github.com/Zhanghanser/quantify) - `Python` - Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks.
 - [purgedcv](https://github.com/eslazarev/purged-cross-validation) - `Python` - scikit-learn-compatible purged, group-purged, and combinatorial purged (CPCV) cross-validation, walk-forward splitting, and backtest-overfitting statistics (deflated and probabilistic Sharpe ratios, PBO, minimum backtest length) to prevent leakage and overfitting when backtesting trading strategies.
 - [AlgoVault](https://github.com/AlgoVaultLabs/crypto-quant-signal-mcp) - `TypeScript` - MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage and an on-chain Merkle-verified track record. Free tier.
@@ -209,7 +208,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [zipline-reloaded](https://github.com/stefan-jansen/zipline-reloaded) - `Python` - Zipline, a Pythonic Algorithmic Trading Library.
 - [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - `Python` - Python-based open source software framework designed to support portfolio construction and management.
 - [quantitative](https://github.com/jeffrey-liang/quantitative) - `Python` - Quantitative finance, and backtesting library.
-- [analyzer](https://github.com/llazzaro/analyzer) - `Python` - Python framework for real-time financial and backtesting trading strategies.
 - [bt](https://github.com/pmorissette/bt) - `Python` - Flexible Backtesting for Python.
 - [qis](https://github.com/ArturSepp/QuantInvestStrats) - `Python` - Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting.
 - [backtrader](https://github.com/backtrader/backtrader) - `Python` - Python Backtesting library for trading strategies.
@@ -217,7 +215,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [TrendFollowingSystems](https://github.com/ArturSepp/TrendFollowingSystems) - `Python` - Closed-form expected returns, Sharpe ratios, and skewness of trend-following systems, with complete implementations and multi-decade futures backtests.
 - [backtest-bias](https://github.com/Finance-broski/backtest-bias) - `Python` - Checks whether backtest price data is survivor-only: dead-name detection, measured bias benchmarks, CI integrity gates.
 - [falsification-ledger](https://github.com/holdout-labs/falsification-ledger) - `Python` - Hash-chained pre-registration and falsification ledger for research claims: write down what evidence would kill your claim before seeing the data; append-only JSONL with a sha256 chain (`fl verify` detects any edit), Wilson-CI hit-rate vs the random baseline, fail-closed falsification report contracts. [PyPI](https://pypi.org/project/falsification-ledger/)
-- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - `Python` - Python Algorithmic Trading Library.
 - [basana](https://github.com/gbeced/basana) - `Python` - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
 - [algobroker](https://github.com/joequant/algobroker) - `Python` - This is an execution engine for algo trading.
 - [finmarketpy](https://github.com/cuemacro/finmarketpy) - `Python` - Python library for backtesting trading strategies and analyzing financial markets.
@@ -234,10 +231,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [tw-stock-radar](https://github.com/carsonchou/tw-stock-radar) - `Python` - AI-powered Taiwan stock scanner for all 1,900+ TWSE/TPEX listed stocks; chips module (T86 institutional net buy/sell + TDCC 16-tier retail distribution), 13 technical indicators scored 0–100, ATR Chandelier signals with TP1/TP2, dark three.js HUD dashboard. 100% free open data, ~110 unit tests, no API key required.
 - [aat](https://github.com/timkpaine/aat) - `Python` - Async Algorithmic Trading Engine.
 - [Backtesting.py](https://kernc.github.io/backtesting.py/) - `Python` - Backtest trading strategies in Python.
-- [catalyst](https://github.com/enigmampc/catalyst) - `Python` - An Algorithmic Trading Library for Crypto-Assets in Python.
 - [quantstats](https://github.com/ranaroussi/quantstats) - `Python` - Portfolio analytics for quants, written in Python.
 - [jquantstats](https://github.com/Jebel-Quant/jquantstats) - `Python` - Modern variation of quantstats, with additional features and performance improvements.
-- [qtpylib](https://github.com/ranaroussi/qtpylib) - `Python` - QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>.
 - [Quantdom](https://github.com/constverum/Quantdom) - `Python` - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:.]
 - [freqtrade](https://github.com/freqtrade/freqtrade) - `Python` - Free, open source crypto trading bot.
 - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - `Python` - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.
@@ -252,8 +247,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [bulbea](https://github.com/achillesrasquinha/bulbea) - `Python` - Deep Learning based Python Library for Stock Market Prediction and Modelling.
 - [ib_nope](https://github.com/ajhpark/ib_nope) - `Python` - Automated trading system for NOPE strategy over IBKR TWS.
 - [OctoBot](https://github.com/Drakkar-Software/OctoBot) - `Python` - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.
-- [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - `Python` - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.
-- [AutoTrader](https://github.com/kieran-mackle/AutoTrader) - `Python` - A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading.
 - [fast-trade](https://github.com/jrmeier/fast-trade) - `Python` - A library built with backtest portability and performance in mind for backtest trading strategies.
 - [qf-lib](https://github.com/quarkfin/qf-lib) - `Python` - QF-Lib is a Python library that provides high quality tools for quantitative finance.
 - [tda-api](https://github.com/alexgolec/tda-api) - `Python` - Gather data and trade equities, options, and ETFs via TDAmeritrade.
@@ -302,7 +295,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [Tai](https://github.com/fremantle-capital/tai) - `Elixir/Erlang` - Open Source composable, real time, market data and trade execution toolkit.
 - [Workbench](https://github.com/fremantle-industries/workbench) - `Elixir/Erlang` - From Idea to Execution - Manage your trading operation across a globally distributed cluster.
 - [Prop](https://github.com/fremantle-industries/prop) - `Elixir/Erlang` - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.
-- [Kelp](https://github.com/stellar/kelp) - `Golang` - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).
 - [TradeFrame](https://github.com/rburkholder/trade-frame) - `CPP` - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.
 - [Hikyuu](https://github.com/fasiondog/hikyuu) - `Python` `C++` - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.
 - [OrderMatchingEngine](https://github.com/PIYUSH-KUMAR1809/order-matching-engine) - `CPP` - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.
@@ -593,7 +585,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [finvizfinance](https://github.com/lit26/finvizfinance) - `Python` - Finviz analysis python library.
 - [market-analy](https://github.com/maread99/market_analy) - `Python` - Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.
 - [LightweightCharts.jl](https://github.com/bhftbootcamp/LightweightCharts.jl) - `Julia` - Julia wrapper for Lightweight Charts™ by TradingView.
-- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) - `JavaScript` - An awesome visualization center based on quantaxis.
 - [dxcharts-lite](https://github.com/devexperts/dxcharts-lite) - `JavaScript` - Flexible financial charting library based on HTML5 canvas.
 - [Exeria Charts](https://github.com/efixdata/exeria-charts) - `JavaScript` - High-performance, native Canvas/WebGL financial charting library for self-hosted applications without iframe limits.
 - [MyLinedChart](https://mylinedchart.com) - `Desktop` - Technical-analysis charting app for Interactive Brokers (IBKR) that exports drawings, notes, indicators and OHLCV as JSON/XLSX/CSV, and exposes chart context to AI agents over MCP.
@@ -786,6 +777,11 @@ A curated list of insanely awesome libraries, packages and resources for Quants
 - [dynts](https://github.com/quantmind/dynts) - `Python` `Historical` - Archived reference implementation of a financial time-series expression language with NumPy and R backends.
 - [GetHFData](https://github.com/msperlin/GetHFData) - `R` `Historical` - Archived reference implementation for parsing and aggregating local Bovespa tick and order files after public FTP access ended.
 - [Rbitcoin](https://github.com/jangorecki/Rbitcoin) - `R` `Historical` - Archived toolkit retained as an early reference for cryptocurrency wallet valuation, cross-currency conversion, and historical balance tracking.
+- [AutoTrader](https://github.com/kieran-mackle/AutoTrader) - `Python` `Historical` - Archived trading framework retained as a reference for virtual-broker order simulation and backtesting.
+- [Kelp](https://github.com/stellar-deprecated/kelp) - `Go` `Historical` - Archived Stellar DEX trading bot retained for studying configurable market-making and order-book mirroring.
+- [catalyst](https://github.com/scrtlabs/catalyst) - `Python` `Historical` - Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution.
+- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - `Python` `Historical` - Archived event-driven trading library retained for studying its original backtesting broker and order-execution models.
+- [qtpylib](https://github.com/ranaroussi/qtpylib) - `Python` `Historical` - Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ.
 
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