stock-bot
github.comAn open-source Python backtesting engine for designing and evaluating daily stock trading algorithms against real historical market data.
- GitHub stars
- 321
- Language
- Python
- Code license
- AGPL-3.0
DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 7,309–7,344 of 14,444 resources
An open-source Python backtesting engine for designing and evaluating daily stock trading algorithms against real historical market data.
A nimble options research and backtesting library for Python
Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical…
A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
Financial Portfolio Optimization Routines in Python
A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers
Technical Analysis Indicators for polars
PyIndicators is a powerful and user-friendly Python library for financial technical analysis indicators, metrics and helper functions for pandas and polars…
Modern C# port of TA-Lib: 200+ technical analysis indicators supporting Double, Float, and Decimal via Generic Math
A Black-Scholes-based options backtesting simulator
Quant is a python-based system for stock trading strategy backtesting
Event-driven backtesting and live trading framework built with Python for the MetaTrader 5 platform.
High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) and finding their…
Backtesting engine in Zig
PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading strategies with ease.
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Backtesting engine written in Rust
Framework for building reproducible data-science and research pipelines from notebooks and scripts.
Prefect is a workflow orchestration framework for building resilient data pipelines in Python.
OptiPie is an open source strategy optimizer automation tool for TradingView written in js.
Algorithmic trading and backtesting framework in pure julia
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report.…
Open Source Multi-Asset Market Simulator
Deep Reinforcement Learning for Trading.
Experiment-tracking platform for logging, comparing and sweeping machine-learning research runs.
FMZ backtest engine python package
Parameterize, execute, and analyze Jupyter notebooks for reproducible batch research runs.
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
Reactive Julia notebook environment used for interactive quantitative research.
JupyterLab computational environment.
SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization
Python-based research interface for blackbox and hyperparameter optimization, based on the internal Google Vizier Service.
MCP server providing stock screening, fundamental analysis, news, and SEC filing tools powered by Finviz.
Norn-StockScreener is a powerful U.S. stock screening tool that helps investors filter stocks based on key fundamentals, expert strategies, and advanced…
Technical indicators to run technical analysis with JavaScript & TypeScript.