wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

finance awesome trading-bot algotrading quant awesome-list trading-strategies trading-algorithms quantitative-finance technical-analysis stock-data algorithmic-trading-engine financial-data algorithmic-trading-library yahoo-finance quantitative-trading google-finance finance-api financial-instruments arbitrage-bot

Updated Nov 5, 2020

QuantConnect / Lean

Star

Open

DeMark Indicator

AlexCatarino commented Nov 5, 2020

Implement a DeMark Indicator in LEAN.

Expected Behavior

Support for DeMark Indicator

Actual Behavior

No support in LEAN for DeMark Indicator

Potential Solution

Implement from examples:

https://www.forextraders.com/forex-education/forex-indicators/demarker-indicator-explained-demarker-indicator/

Checklist

I have completely filled out this template
[x

Market Profile Indicator

Open

YahooDataDownloader failing download split & dividend

1

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tradytics / eiten

Star

Statistical and Algorithmic Investing Strategies for Everyone

machine-learning opensource statistics ai genetic-algorithm free-software portfolio-optimization trading-strategies trading-algorithms algorithmic-trading eigenvalues hedgefund investment-portfolio tradytics

Updated Sep 22, 2020
Python

je-suis-tm / quant-trading

Star

Python quantitative trading strategies including Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

trading-bot quant trading-strategies trading-algorithms quantitative-finance algorithmic-trading quantitative-trading trading-systems statistical-arbitrage macd options-trading bollinger-bands options-strategies momentum-strategy quantitative-trading-strategies trading-strategy pair-trading momentum-trading-strategy commodity-trading quantimental-analysis

Updated Nov 3, 2020
Python

xFFFFF / Gekko-Strategies

Star

Strategies to Gekko trading bot with backtests results and some useful tools.

crypto trading trading-bot stock cryptocurrency stock-price-prediction trading-platform trading-strategies trading-algorithms cryptocurrencies technical-analysis trading-simulator strategies gekko rsi hodl cryptocurrency-exchanges gekko-strategies gekko-backtest backtest-database

Updated Jan 9, 2020
JavaScript

tradytics / surpriver

Star

Find big moving stocks before they move using machine learning and anomaly detection

machine-learning ai trading stock algotrading trading-algorithms investment finance-application stock-analysis anomaly-detection

Updated Sep 21, 2020
Python

coinbase / coinbase-pro-trading-toolkit

Star

DEPRECATED — The Coinbase Pro trading toolkit

trading trading-bot cryptocurrency trading-algorithms bitfinex foreign-exchange-rates gdax websocket-api poloniex

Updated Jan 16, 2020
TypeScript

ta4j / ta4j

Star

A Java library for technical analysis.

java bitcoin trading ethereum ripple forex java-library trading-strategies trading-algorithms stocks litecoin tachnical-analysis

Updated Oct 17, 2020
Java

kernc / backtesting.py

Star

Open

Python 3.5 "end of life"

3

kernc commented Oct 26, 2020

With Python 3.5.x having reached its end of life/support, we can (drop supposed 3.4 support 😆 and) begin to use "advanced" features from Python 3.6:

f-strings
[variable annotations](https://docs.python.org/3

Suggestion for Faster way to optimize vs GridSearch

10

hosseinmoein / DataFrame

Star

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types, continuous memory storage, and no pointers are involved

machine-learning cpp pandas statistical-analysis data-analysis trading-strategies trading-algorithms statistical dataframe numerical-analysis efficient-implementations financial-engineering multidimensional-data heterogeneous-data financial-data-analysis large-data dataframe-performance

Updated Nov 6, 2020
C++

peerchemist / finta

Star

Common financial technical indicators implemented in Pandas.

python trading pandas fintech algotrading trading-algorithms technical-analysis algorithmic-trading trading-strategy

Updated Nov 4, 2020
Python

jmfernandes / robin_stocks

Star

This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at

trading trading-api cryptocurrency stock-market trading-algorithms robinhood robinhood-api quantitative-finance stock-trading options-trading robinhood-portfolio robinhood-python

Updated Oct 15, 2020
Python

twopirllc / pandas-ta

Star

Open

Add Renko

1

Winthan commented Oct 20, 2020

Which version are you running? The lastest version is Github. Pip is for major releases.

import pandas_ta as ta
print(ta.version)

Upgrade.

$ pip install -U git+https://github.com/twopirllc/pandas-ta

Is your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I'm always frustrated when [

Variable Index Dynamic Average (VIDYA)

1

Open

return NaN when valid data points < length parameter

8

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Roibal / Cryptocurrency-Trading-Bots-Python-Beginner-Advance

Star

Crypto Trading Bots in Python - Triangular Arbitrage, Beginner & Advanced Cryptocurrency Trading Bots Written in Python

trading-bot algo cryptocurrency trading-strategies trading-algorithms python-binance crypto-bot-trading cryptocurrency-trading-bots binance-trading-bot bitcoin-trading-bots crypto-trading-strategies crypto-trading-algorithms

Updated Jan 18, 2019
Python

wardbradt / peregrine

Star

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries

python trading-bot cryptocurrency algotrading trading-algorithms algorithmic-trading arbitrage bellman-ford arbitrage-bot ccxt

Updated Jan 11, 2020
Python

jesse-ai / jesse

Star

An advanced crypto trading framework written in Python

python bot framework crypto trading trading-bot algo-trading cryptocurrency trading-strategies trading-algorithms algorithmic-trading jesse bitocin crypto-bot

Updated Nov 5, 2020
Python

AminHP / gym-anytrading

Star

The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

reinforcement-learning trading openai-gym q-learning forex typical dqn trading-algorithms stocks gym-environments trading-environments

Updated Aug 16, 2020
Python

stellar / kelp

Star

Open

Kelp GUI: rate offset section should be moved right after price feeds section in UI (before levels)

nikhilsaraf opened Apr 8, 2020

GUI feature request good first issue help wanted

Open

Kelp GUI: adjustments to rate offset should reflect changes in estimated price in GUI

Open

[1] MIN_PRICE and MAX_PRICE for buysell strategy and in GUI too

Find more good first issues →

mdeverdelhan / ta4j-origins

Star

A Java library for technical analysis ***Not maintained anymore, kept for archival purposes, see #192***

java bitcoin trading ethereum ripple forex java-library trading-strategies trading-algorithms technical-analysis litecoin

Updated Sep 27, 2017
Java

Ameobea / tickgrinder

Star

Low-latency algorithmic trading platform written in Rust

time-series algo-trading forex trading-platform trading-algorithms algorithmic-trading-engine backtester algorithmic-trading

Updated Dec 9, 2019
Rust

cbailes / awesome-deep-trading

Star

List of awesome resources for machine learning-based algorithmic trading

machine-learning deep-neural-networks deep-learning trading-bot deep-reinforcement-learning cryptocurrency fintech trading-algorithms quantitative-trading stock-trading frequency-trading deep-trading trading-bots

Updated Jun 5, 2020

alpacahq / example-hftish

Star

Example Order Book Imbalance Algorithm

python finance real-time trading async numpy python3 asyncio trading-algorithms hft hft-trading orderbook alpaca nats-streaming

Updated Feb 6, 2020
Python

timolson / cointrader

Star

Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event processing and triggering, and backtesting - paper trading - live trading.

trading-bot cryptocurrency trading-platform trading-algorithms trading-cryptocurrencies

Updated Oct 22, 2020
Java

LongOnly / Quantitative-Notebooks

Star

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

python data-science machine-learning jupyter notebook algotrading data-analysis trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading asset-pricing asset-allocation quantitative-trading pairs-trading stock-trading asset-management

Updated Jul 2, 2020
Jupyter Notebook

sadighian / crypto-rl

Star

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Updated Nov 5, 2020
Python

bevry-trading / automated-trading

Star

Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth

trading-strategies trading-algorithms bitfinex algorithmic-trading automated-trading tradingview pinescript itbit drivewealth

Updated Dec 17, 2019
JavaScript

Ekliptor / WolfBot

Star

Crypto currency trading bot written in TypeScript for NodeJS

Updated Sep 10, 2020
TypeScript

PyPatel / Machine-Learning-and-AI-in-Trading

Star

Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.

finance machine-learning ai bitcoin trading machine-learning-algorithms trading-bot prediction artificial-intelligence artificial-neural-networks trading-strategies trading-algorithms quantitative-finance quantitative-trading quantitative-investment

Updated Oct 29, 2019
Python

unageanu / jiji2

Star

Forex algorithmic trading framework using OANDA REST API.

ruby finance ai trading forex trading-algorithms trading-robots

Updated May 25, 2020
JavaScript

greyblake / ta-rs

Star

Technical analysis library for Rust language

Updated Nov 3, 2020
Rust

trading-algorithms

Here are 260 public repositories matching this topic...

wilsonfreitas / awesome-quant

QuantConnect / Lean

Expected Behavior

Actual Behavior

Potential Solution

Checklist

tradytics / eiten

je-suis-tm / quant-trading

xFFFFF / Gekko-Strategies

tradytics / surpriver

coinbase / coinbase-pro-trading-toolkit

ta4j / ta4j

kernc / backtesting.py

hosseinmoein / DataFrame

peerchemist / finta

jmfernandes / robin_stocks

twopirllc / pandas-ta

Roibal / Cryptocurrency-Trading-Bots-Python-Beginner-Advance

wardbradt / peregrine

jesse-ai / jesse

AminHP / gym-anytrading

stellar / kelp

mdeverdelhan / ta4j-origins

Ameobea / tickgrinder

cbailes / awesome-deep-trading

alpacahq / example-hftish

timolson / cointrader

LongOnly / Quantitative-Notebooks

sadighian / crypto-rl

bevry-trading / automated-trading

Ekliptor / WolfBot

PyPatel / Machine-Learning-and-AI-in-Trading

unageanu / jiji2

greyblake / ta-rs

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