From 9ea616f958bfcaa7029271909326bd3b4e10064e Mon Sep 17 00:00:00 2001 From: tg12 Date: Wed, 22 Jul 2026 11:49:02 +0200 Subject: [PATCH] Add FAIG to Trading & Backtesting (#429) Co-authored-by: Wilson Freitas --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 9df4572..52bdcf4 100644 --- a/README.md +++ b/README.md @@ -167,6 +167,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Wickra](https://github.com/wickra-lib/wickra) - `Rust` `Python` `JavaScript` `C++` `C#` `Golang` `Java` `R` - Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results. ## Trading & Backtesting +- [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.