gavindiaz/awesome-systematic-trading
1
0
Fork 0
mirror of https://github.com/wangzhe3224/awesome-systematic-trading.git synced 2026-07-27 18:57:53 +00:00
Code Issues Packages Projects Releases Wiki Activity

update

Browse Source
This commit is contained in:
Zhe Wang
2021-12-28 08:36:05 +00:00
parent bb6d2cd90a
commit eb19c2ea69
2 changed files with 31 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
LICENSE copy
+21
View File
@@ -0,0 +1,21 @@
MIT License
Copyright (c) 2021 Zhe Wang
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
Readme.md
+10 -11
View File
@@ -19,10 +19,9 @@
A curated list of awesome libraries, packages and resources for Systematic Trading (Quantitative Trading)
> Open access: all rights granted for use and re-use of any kind, by anyone, at no cost, under your choice of either the free MIT License or Creative Commons CC-BY International Public License.
>
>
> © 2021 Zhe Wang ( [知乎](https://www.zhihu.com/people/wangzhetju) | [wangzhetju@gmail.com](mailto:wangzhetju@gmai.com))
How do we pick the projects?
- Fit in Systematic Trading / Quantitative Trading domain
@@ -34,6 +33,8 @@ Overall, I tend to pick decent or promising libraries that closely related to sy
**Please raise a PR if you found some good fit projects for this repo or remove some outdated projects. Thanks!**
Search page by languages you are interested in to find related libraries. For example: `Ctrl+F`, `Rust`
- [Awesome Systematic Trading](#awesome-systematic-trading)
- [Backtest + live trading](#backtest--live-trading)
- [General purpose](#general-purpose)
@@ -75,15 +76,12 @@ Overall, I tend to pick decent or promising libraries that closely related to sy
Note: the one marked as `Live Trading` has reasonable live trading support for at least 1 broker. Otherwise, backtest
function only.
Search page by languages you are interested in to find related libraries. For example: `Ctrl+F`, `Rust`
- [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.
- [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.
- [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
- [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.
- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
- [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework
- [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework
- [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...)
- [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) | `Python`, `Cython`, `Rust`, `Live Trading` | - A high-performance algorithmic trading platform and event-driven backtester
- [QuantConnect](https://github.com/QuantConnect/Lean) | `C#`, `.NET`, `Live Trading` | - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) | `Python`, `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
@@ -103,15 +101,16 @@ Search page by languages you are interested in to find related libraries. For ex
### Crypto currency focus
- [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.
- [Hummingbot](https://github.com/CoinAlpha/hummingbot) | `Python`, `Cython` | - A client for crypto market making
- [Hummingbot](https://github.com/CoinAlpha/hummingbot) | `Python`, `Cython`, `Live Trading` | - A client for crypto market making
- [Jesse](https://github.com/jesse-ai/jesse) | `Python` | - Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.
- [OctoBot](https://github.com/Drakkar-Software/OctoBot) | `Python`, `Cython`| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface
- [Kelp](https://github.com/stellar/kelp) | `Go` | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
- [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
- [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
### Machine Learning / Reinforcement Learning Focused
> ML, RL
- [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.
- [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.
- [TradingGym](https://github.com/Yvictor/TradingGym) | `Python`, `Live Trading` | - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
@@ -206,7 +205,7 @@ Search page by languages you are interested in to find related libraries. For ex
## Data Source
### Stocks and General
### Stocks and General
- [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.
- [yfinance](https://github.com/ranaroussi/yfinance) |`Python`| - yfinance offers a threaded and Pythonic way to download market data from Yahoo!Ⓡ finance.
@@ -220,11 +219,11 @@ Search page by languages you are interested in to find related libraries. For ex
### Crypto
- [Cryptofeed](https://github.com/bmoscon/cryptofeed) |`Python`| - Cryptocurrency Exchange Websocket Data Feed Handler with Asyncio
- [ccxt](https://github.com/ccxt/ccxt) | `Python`, `JavaScript` | - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
## Broker APIs
- [Ib_insync](https://github.com/erdewit/ib_insync) | `Python` | - Python sync/async framework for Interactive Brokers API
- [ccxt](https://github.com/ccxt/ccxt) | `Python`, `JavaScript` | - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
- More is coming... (PR welcome)
## Resources