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Zhe Wang
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function only.
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- [aat](https://github.com/AsyncAlgoTrading/aat) | `Python`, `C++`, `Live Trading`| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.
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- [barter-rs](https://github.com/barter-rs/barter-rs) | `Rust` | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine.
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- [* barter-rs](https://github.com/barter-rs/barter-rs) | `Rust` | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine.
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- [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
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- [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
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- [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | - High Performance Runtime in Rust
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- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
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- [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework
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- [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...)
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- [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) | `Python`, `Cython`, `Rust`, `Live Trading` | - A high-performance algorithmic trading platform and event-driven backtester
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- [* nautilus_trader](https://github.com/nautechsystems/nautilus_trader) | `Python`, `Cython`, `Rust`, `Live Trading` | - A high-performance algorithmic trading platform and event-driven backtester
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- [QuantConnect](https://github.com/QuantConnect/Lean) | `C#`, `.NET`, `Live Trading` | - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
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- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) | `Python`, `Rust`, `Live Trading` | - QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案
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- [Rqalpha](https://github.com/ricequant/rqalpha) | `Python` | - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
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- [quanttrader](https://github.com/letianzj/quanttrader) | `Python` | - Backtest and live trading in Python. Event based. Similar to backtesting.py.
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- [sdoosa-algo-trade-python](https://github.com/sreenivasdoosa/sdoosa-algo-trade-python) | `Python` | - This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter.
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- [vnpy](https://github.com/vnpy/vnpy) | `Python`, `Stock`, `Futures`, `Crypto`, `Live Trading` | - Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform
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- [* vnpy](https://github.com/vnpy/vnpy) | `Python`, `Stock`, `Futures`, `Crypto`, `Live Trading` | - Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform
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- [WonderTrader](https://github.com/wondertrader/wondertrader) | `C++`, `Python` | - WonderTrader——量化研发交易一站式框架
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- [zvt](https://github.com/zvtvz/zvt) | `Python`, `Stock`, `Backtest` | - Modular quant framework
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- [zipline](https://github.com/quantopian/zipline) | `Python` | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.
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@@ -113,9 +113,9 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
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- [cryptotrader-core](https://github.com/monomadic/cryptotrader-core) | `Rust` | - Simple to use Crypto Exchange REST API client in rust.
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- [openlimits](https://github.com/nash-io/openlimits) | `Rust` | - A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.
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- [Freqtrade](https://github.com/freqtrade/freqtrade) | `Python` | - Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
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- [Hummingbot](https://github.com/CoinAlpha/hummingbot) | `Python`, `Cython`, `Live Trading` | - A client for crypto market making
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- [* Hummingbot](https://github.com/CoinAlpha/hummingbot) | `Python`, `Cython`, `Live Trading` | - A client for crypto market making
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- [Jesse](https://github.com/jesse-ai/jesse) | `Python` | - Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.
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- [OctoBot](https://github.com/Drakkar-Software/OctoBot) | `Python`, `Cython`, `Live Trading`| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
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- [* OctoBot](https://github.com/Drakkar-Software/OctoBot) | `Python`, `Cython`, `Live Trading`| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
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- [Kelp](https://github.com/stellar/kelp) | `Go`, `Live Trading` | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
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### Machine Learning / Reinforcement Learning Focused
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> ML, RL
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- [FinRL](https://github.com/AI4Finance-Foundation/FinRL) | `Python` | - FinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance.
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- [QLib (Microsoft)](https://github.com/microsoft/qlib) | `Python`, `Cython` | - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
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- [* QLib (Microsoft)](https://github.com/microsoft/qlib) | `Python`, `Cython` | - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
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- [TradingGym](https://github.com/Yvictor/TradingGym) | `Python`, `Live Trading` | - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
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- [Stock Trading Bot using Deep Q-Learning](https://github.com/pskrunner14/trading-bot) | `Python` | - Stock Trading Bot using Deep Q-Learning
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### Alpha
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- [OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) | `Python` | - Investment Research for Everyone, Anywhere.
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- [analyzingalpha](https://github.com/leosmigel/analyzingalpha)
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- [ThetaGang](https://github.com/brndnmtthws/thetagang) - ThetaGang is an IBKR bot for collecting money
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- https://www.reddit.com/r/options/comments/a36k4j/the_wheel_aka_triple_income_strategy_explained/
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@@ -242,6 +241,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
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### Stocks and General
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- [* OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) | `Python` | - Investment Research for Everyone, Anywhere.
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- [findatapy](https://github.com/cuemacro/findatapy) |`Python`| - findatapy creates an easy to use Python API to download market data from many sources including Quandl, Bloomberg, Yahoo, Google etc. using a unified high level interface.
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- [yfinance](https://github.com/ranaroussi/yfinance) |`Python`| - yfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.
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- [pandas-datareader](https://github.com/pydata/pandas-datareader) |`Python`| - Up to date remote data access for pandas, works for multiple versions of pandas.
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