Awesome Open Source
Awesome Open Source

EliteQuant

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

  • 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

  • Quantiacs - Matlab toolbox

  • 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

Quantitative Model

Trading API

Data Source

Cryptocurrency

  • 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

  • Peatio - An open-source crypto currency exchange on github

  • 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

  • bcoin - Javascript bitcoin library for node.js and browsers

  • 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

  • bitex - Open Source Bitcoin Exchange; and its front-end

  • 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

Companies

Not trying to be exhaustive

Commodity Focused

Fintech

Websites Forums Blogs


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quantitative-finance (77
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