A list of online resources for quantitative modeling, trading, portfolio management
There are lots of other valuable online resources. We are not trying to be exhaustive. Please feel free to send a pull request if you believe something is worth recommending. A general rule of thumb for open source projects is having already received 100 stars on github.
- Quantitative Trading Platform
- Trading System
- Quantitative Library
- Quantitative Model
- Trading API
- Data Source
- Cryptocurrency
- Companies
- Fintech
- Websites Forums Blogs
awesome-quant - Awesome quant is another curated list of quant resources
Quantopian - First Python-based online quantitative trading platform; its core library zipline and its performance evaluation library pyfolio; and alphalens
QuantConnect - C# based online quantitative trading platform; its core library Lean
Quantiacs - The Marketplace For Algorithmic Trading Strategies; its Matlab and Python toolbox
Numerai - crowd-sourced trading strategies; its Python API
Collective2 - The platform that allows investors subscribe to top-traders; its algotrades system
ZuluTrade - The platform that allows investors subscribe to top-traders
Tradingview - It provides free widgets used for example Huobi
Investing.com - Real time multi-assets and markets
KloudTrader Narwhal - Trading algorithm deployment platform with flat-rate commission-free brokerage
MetaTrader 5 - Multi-Asset trading system
TradeStation - Trading system
SmartQuant(OpenQuant) - C# Trading system
RightEdge - Trading system
AmiBroker - Trading system
Algo Terminal - C# Trading system
NinjaTrader - Trading system
QuantTools - Enhanced Quantitative Trading Modelling in R
vnpy - A popular and powerful trading platform
pyalgotrade - Python Algorithmic Trading Library
finmarketpy - Python library for backtesting trading strategies
IBridgePy - A Python system derived from zipline
Backtrader - Blog, trading community, and github
IbPy - Interactive Brokers Python API
PyLimitBook - Python implementation of fast limit-order book
qtpylib - Pythonic Algorithmic Trading via IbPy API and its Website
Quantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI]
ib_insync - Python sync/async framework for Interactive Brokers API
rqalpha - A popular trading platform
bt - flexible backtesting for Python
TradingGym - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
btgym - Gym-compatible backtesting
prophet - Python backtesting and trading platform
OpenHFT - Java components for high-frequency trading
libtrading - C API, low latency, fix support
thOth - open-source high frequency trading library in C++ 11
qt_tradingclient - multithreaded Qt C++ trading application, QuantLib-1.2.1, CUDA 5.0
SubMicroTrading - Java Ultra Low Latency Trading Framework
WPF/MVVM Real-Time Trading Application - Architechture
TradeLink - TradeLink, one of the earliest open source trading system
Reactive Trader - using reactive Rx framework, includes Reactive Trader and Reactive Trader Cloud. The demo is here.
QuantTrading - Pure C# trading system
StockTrading - C# system utilising WPF, WCF, PRISM, MVVM, Threading
Quanter - StockTrader
StockSharp - C# trading system
SharpQuant - C# trading system
QuantSys - C# trading system
StockTicker - C# trading system
gotrade - Electronic trading and order management system written in Golang
gofinance - Financial information retrieval and munging in golang
goib - Pure Go interface to Interactive Brokers IB API
Matlab Trading Toolbox - Official toolbox from Matlab; acommpanying Introduction to Matlab Trading Toolbox, and webinar Automated Trading System Development with MATLAB, and webinar Automated Trading with MATLAB, as well as webinar A Real-Time Trading System in MATLAB, Automated Trading with Matlab, Commodities Trading with Matlab, Cointegration and Pairs Trading with Econometrics Toolbox
Matlab risk management Toolbox - Official toolbox from Matlab
Matlab Walk Forward Analysis Toolbox - toolbox for walk-forward analysis
IB4m - matlab interface to interactive broker
IB-Matlab - introduction to another matlab interface to interactive broker and demo video
openAlgo Matlab - openAlgo's Matlab library
MatTest - Matlab backtest system
Quantlib - famous C++ library for quantitative finance; tranlated into other langugages via Swig
TA-Lib - Python wrapper for TA-Lib
DX Analytics - Python-based financial analytics library
FinMath - Java analytics library
OpenGamma - Java analytics library named STRATA
pyflux - Open source time series library for Python
arch - ARCH models in Python
flint - A Time Series Library for Apache Spark
Statsmodels - Statsmodels’s Documentation
awesome-deep-trading - A list of machine learning resources for trading
Awesome-Quant-Machine-Learning-Trading - Another list of machine learning resources for trading
awesome-ai-in-finance - A collection of AI resources in finance
deepstock - Technical experimentations to beat the stock market using deep learning
qtrader - Reinforcement Learning for Portfolio Management
stockPredictor - Predict stock movement with Machine Learning and Deep Learning algorithms
stock_market_reinforcement_learning - Stock market environment using OpenGym with Deep Q-learning and Policy Gradient
deep-algotrading - deep learning techniques from regression to LSTM using financial data
deep_trader - Use reinforcement learning on stock market and agent tries to learn trading.
Deep-Trading - Algorithmic trading with deep learning experiments
Deep-Trading - Algorithmic Trading using RNN
100 Day Machine Learning - Machine Learning tutorial with code
Multidimensional-LSTM-BitCoin-Time-Series - Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
QLearning_Trading - Learning to trade under the reinforcement learning framework
bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling
PGPortfolio - source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
gym-trading - Environment for reinforcement-learning algorithmic trading models
Thesis - Reinforcement Learning for Automated Trading
DQN - Reinforcement Learning for finance
Deep-Trading-Agent - Deep Reinforcement Learning based Trading Agent for Bitcoin
deep_portfolio - Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation.
Deep-Reinforcement-Learning-in-Stock-Trading - Using deep actor-critic model to learn best strategies in pair trading
Stock-Price-Prediction-LSTM - OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
DeepDow - Portfolio optimization with deep learning
Personae - Quantitative trading with deep learning
tensortrade - Reinforcement learning and trading
stockpredictionai - AI models such as GAN and PPO applied to stock markets
machine-learning-for-trading - Machine learning for algorithmic trading book
algorithmic-trading-with-python - Algorithmic Trading with Python book (2020)
machine-learning-asset-management - Machine Learning in Asset Management by firmai.org
Interactive Brokers - popular among retail trader
Bloomberg API - from Bloomberg
Quandl - free and premium data sources
iex - free market data
one tick - historical tick data
iqfeed - real time data feed
quantquote - tick and live data
algoseek - historical intraday
EOD data - historical data
EOD historical data - historical data
intrinio - financial data
arctic - High performance datastore from Man AHL for time series and tick data
SEC EDGAR API -- Query company filings on SEC EDGAR
Blockchain-stuff - Blockchain and Crytocurrency Resources
cryptrader - Node.js Bitcoin bot for MtGox/Bitstamp/BTC-E/CEX.IO; cryptrade
BitcoinExchangeFH - Cryptocurrency exchange market data feed handler
hummingbot - free open source crypto trading bot that supports both DEXes and CEXes
blackbird - C++ trading system that does automatic long/short arbitrage between Bitcoin exchanges
Qt Bitcoin Trader - Qt C++ Bitcoin trading
ccxt - A JavaScript / Python / PHP cryptocurrency trading library with support for more than 130 bitcoin/altcoin exchanges
r2 - Qan automatic arbitrage trading system powered by Node.js + TypeScript
XChange - Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges
Krypto-trading-bot - Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
freqtrade - Simple High Frequency Trading Bot for crypto currencies
Gekko - A bitcoin trading bot written in node
viabtc_exchange_server - A trading engine with high-speed performance and real-time notification
catalyst - An Algorithmic Trading Library for Crypto-Assets in Python Enigma
buttercoin - Opensource Bitcoin Exchange Software
zenbot - A command-line cryptocurrency trading bot using Node.js and MongoDB.
tribeca - A high frequency, market making cryptocurrency trading platform in node.js
rbtc_arbitrage - A gem for automating arbitrage between Bitcoin exchanges.
automated-trading - Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth
gocryptotrader - A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang
btcrobot - Golang bitcoin trading bot
cryptoworks - A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets; cryptocurrency-arbitrage
crypto-exchange - list of crypto exchanges to interact with their API's in a uniform fashion
bitcoin-abe - block browser for Bitcoin and similar currencies
MultiPoolMiner - Monitors crypto mining pools in real-time in order to find the most profitable for your machine. Controls any miner that is available via command line
tai - An open source, composable, real time, market data and trade execution toolkit. Written in Elixir
crypto-signal - Technical signals for multiple exchanges
Not trying to be exhaustive
FIA PTG and FIA Europe
Commodity Focused
Top Geeky Quant Blogs - A quant blogs check out list
Quantocracy - Aggregation of news on quants
seekingalpha - Seeking Alpha community
Quantivity - quantitative and algorithmic trading
Wilmott - quantitative finance community forum
Elitetrader - trading forum
nuclearphynance - quantitative finance forum
Investopedia - The Encyclopedia of investments
Quantpedia - The Encyclopedia of Quantitative Trading Strategies
EpChan - Dr. Ernie Chan's blog
Quantinsti - Quant Institute
QuantStart - Michael Halls-Moore's quantstart, quant trading 101; its Python backtest platform qstrader and qsforex
Algotrading 101 - Algo trading 101
Systematic Investor/old version - Michael Kapler's blog, one of the best R quantitative blog; Systematic Investor Toolkit
R-Finance - R-Finance repository. It has backtest quantstrat, trade blotter, famous performance analytics package, and package portfolio analytics, portfolio attribution.
quantmod - R modelling and trading framework
r programming - Guy Yollin's R backtesting
Seer Trading - R Backtest and live trading
python programming finance - python finance tutorial and quantopian toturial
python for finance - python finance
Quant Econ - open source python and julia codes for economic modeling; and lectures
JuliaQuant - Quantitative Finance in Julia
Portfolio Effect - real time portfolio and risk management
quant365 - Henry Moo's blog and trading system; including Sentosa, pysentosa binding, rsentosa binding and qblog.
hpc quantlib - HPC + QuantLib
quantstrat trader - Backtesting trading ideas with R QuantStrat package
Backtesting Strategies - Backtesting in R; codes at Github
The Quant MBA - good quant blog
Foss Trading - Algorithmic trading with free open source software
Gekko Quant - Quantitative Trading
Investment Idiocy - Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making by Robert Carver; his book and his Python library
Quantifiable Edges/old version - Assessing market action with indicators and history
My Simple Quant - Market analysis utilizing historical, back-tessted data
Vix and more - discussions on Vix
Timely Portfolio - Strategies and tests in R
Qusma - Quantitative Systematic Market Analysis
return and risk - Quantitative finance, analysis, and applications
Physics of Finance - Inspiration from physics for thinking about economics, finance and social systems
Quantum Financier - algorithmic trading
Trading the Odds -- market timing & quantitative analysis
CSSA - new concepts in quantitative research
Tr8dr - strategies, statistics, computer science, numerical techniques
Deniz's Note - blog of a quant Deniz Turan
Quant at risk - quantitative analysis and risk management
Quant Blog - Quantitative trading, portfolio management, and machine learning, with source codes on Github
The R Trader - Using R in quant finance
rbresearch - Using R for trading strategy ideas in FX and equity markets
NaN Quantivity - quant trading, statistical learning, coding and brainstorming
Factor Investing - blog on wordpress
Big Mike Trading - Youtube chanel in quant trading
BlackArbs - blog and machine learning notebooks on Github