trading - doubility-sky/daydayup GitHub Wiki

Trading is the buying and selling of securities, such as stocks, bonds, currencies and commodities, on financial markets with the objective of generating returns that outperform buy-and-hold investing. Trading strategies often utilize technical analysis, chart patterns, and various market indicators to make decisions.

Quantitative Trading is a trading strategy that relies on mathematical and statistical models to identify and execute opportunities. It utilizes quantitative analysis, algorithmic trading systems, and often high-frequency approaches to implement trading strategies.

Learn

Academic

Technical Analysis

Trading Strategies

Risk Management

Automated Trading

Statistical Models

Communities

Libraries

  • Qlib is an open-source, AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms, including supervised learning, market dynamics modeling, and reinforcement learning.
  • QuantLib: a free/open-source library for quantitative finance
  • Zipline, a Pythonic Algorithmic Trading Library
  • TA-Lib - Technical Analysis Library
  • CCXT – CryptoCurrency eXchange Trading Library
  • Alpaca builds high performance APIs for Stock and Crypto Trading

Backtesting

  • Backtesting.py - Backtest trading strategies with Python.
  • vectorbt is a Python package for quantitative analysis that takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.
  • hftbacktest - Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
  • bt - Flexible Backtesting for Python
  • finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strategies using a simple to use API, which has prebuilt templates for you to define backtest.
  • backtrader - Python Backtesting library for trading strategies

Bots

  • 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 or webUI. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning.
  • Hummingbot is an open-source framework that helps you design and deploy automated trading strategies, or bots, that can run on many centralized or decentralized exchanges. Over the past year, Hummingbot users have generated over $34 billion in trading volume across 140+ unique trading venues.
  • Jesse - An advanced crypto trading bot written in Python
  • Octobot is a powerful open-source cryptocurrency trading robot.
  • Lumibot - A Backtesting and Trading Library for Stocks, Options, Crypto, Futures, FOREX and More!
  • Qbot is an AI-oriented automated quantitative investment platform, which aims to realize the potential, empower AI technologies in quantitative investment. Qbot supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

Frameworks

  • NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.
  • QuantConnect - Python and C# algorithmic trading platform
    • LEAN is an event-driven, professional-caliber algorithmic trading platform built with a passion for elegant engineering and deep quant concept modeling. Out-of-the-box alternative data and live-trading support.
  • vnpy 基于Python的开源量化交易平台开发框架 http://www.vnpy.com
  • zvt - modular quant framework.
  • NexusTrader is a professional-grade open-source quantitative trading platform
  • Howtrader: A crypto quant framework for developing, backtesting, and executing your own trading strategies. Seamlessly integrates with TradingView and other third-party signals. Simply send a post request to automate trading and order placement. Supports Binance and Okex exchanges.
  • RQAlpha 从数据获取、算法交易、回测引擎，实盘模拟，实盘交易到数据分析，为程序化交易者提供了全套解决方案。仅限非商业使用。
  • Basana is a Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

Platform

  • Interactive Brokers - A leading online brokerage firm that provides trading in stocks, options, futures, forex, and fixed income.
  • FTMO | The Modern Prop Trading Firm since 2015
  • Apex Trader Funding is the leading futures funding evaluation firm in the world.
  • StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

Tools

  • TradingView, a charting platform and social network used by 100M+ traders and investors worldwide to spot opportunities across global markets.
  • Trading Technologies - The most advanced trading solutions for modern traders.
  • MetaTrader 4 is a platform for trading Forex, analyzing financial markets and using Expert Advisors. Mobile trading, Trading Signals and the Market are the integral parts of MetaTrader 4 that enhance your Forex trading experience.
  • AI Hedge Fund - This is a proof of concept for an AI-powered hedge fund. The goal of this project is to explore the use of AI to make trading decisions. This project is for educational purposes only and is not intended for real trading or investment.

FAQs

Resources

  • Awesome Quant - A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
  • Awesome Systematic Trading - A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
  • Research Projects & Lecture Content - Quantitative research and educational materials