algorithmic-trading-quantitative

Backtesting & live trading engine built for AI agents. Zipline rebuilt on Polars with a native MCP server for Claude, Cursor & Codex. Stocks, ETFs, futures.

Drag-and-drop algorithmic trading bot builder for crypto. Features live charting, built-in risk management (kill-switches), and asynchronous execution via FastAPI and CCXT.

Four-layer backtesting framework for A-share quant strategies on personal PC

minibt：一站式量化交易策略开发库。极简 API 覆盖策略编写、指标计算、回测分析、参数优化到 TQSDK 实盘对接的完整链路；内置 TA-Lib、Pandas-TA、TradingView 等十余种指标库即插即用，集成 Bokeh/PyQt 可视化、Optuna 参数优化、ElegantRL 强化学习与 sklearn 机器学习，让量化落地更简单。

👑 Enterprise-grade, high-frequency quantitative scalp trading engine for XAUUSD (Gold). Driven by PyTorch (TCN + Self-Attention), Smart Money Concepts (SMC/ICT) , Win32 C++ MT5 IPC bindings, and a real-time FastAPI Canvas Web Dashboard.

ATLAS is an open-source algorithmic trading platform that can be used by a team on the same network. Developed by students at the University of Minnesota

키움증권 REST/WebSocket 기반 AI 스캘핑 엔진 — 메인 봇·위젯·에피소드 매매와 장후 EV 자동 튜닝

Momentum investing strategy backtester with statistical validation and interactive Streamlit dashboard

Discover the trading in Python with many strategies, including deep learning approaches. TradingInPython is an open software platform that empowers traders with advanced tools for stock market analysis and trading strategies. Leverage data-driven insights and automate your trading decisions with an open, flexible solution.

15-strategy algorithmic paper trading platform on AWS EC2 — systemd-supervised Python services, risk engine with kill-lines, market regime detection, and automated analytics pipeline

Production-grade quantitative volatility surfaces, Greek analytics, and backtesting signals. 2.6M+ IV ops/sec.

Autonomous Institutional Options Trading Swarm with Deterministic Zero-Hallucination Risk Gate & 24/7 Position Guardian. Built with FastAPI, Next.js, LangGraph & Alpaca.

Stock price prediction using Python, yfinance and Random Forest Regression.

AI-powered financial forecasting and analytics platform for stocks, cryptocurrencies, mutual funds, and commodities, combining machine learning models with market data to generate multi-horizon price predictions and investment insights.

High-performance Terminal User Interface (TUI) library for Go, engineered with almost zero heap allocations and zero GC pauses.

C++/Python hybrid limit order book simulator modeling order-flow dynamics, inventory risk, and bid-ask slippage across 100k+ simulated events. Optimized via zero-copy memory transfers to feed high-dimensional structural data directly into downstream numerical pipelines.

📈 Independent replication and out-of-sample validation of Zarattini, Aziz & Barbon (2024) "Beat the Market" intraday momentum on SPY and ES futures, with ex-ante frozen anti-overfitting protocols.

Open-source quantitative finance research engine — Black-Litterman, Ledoit-Wolf shrinkage, Hierarchical Risk Parity, leakage-free CPCV backtesting. Independently reproduces the DeMiguel-Garlappi-Uppal "1/N puzzle": no tested optimization method reliably beats naive equal-weighting once estimation error is properly controlled for.

LightGBM cross-sectional ranking on Indian equities (Nifty 100, MidCap 150), with walk-forward retraining, purged labels and real Zerodha costs. Execution layer ported to NautilusTrader and reconciled to the research engine on 93 of 93 rebalance dates.

A High-Performance Multi-Symbol Backtesting Engine Reflecting the Binance Futures Market Structure