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The most complete open-source, self-hosted Agentic Trading OS—AI research, Python strategies, factor discovery, backtesting, optimization, paper/live multi-asset execution, risk controls, monitoring, MCP, and multi-tenant SaaS in one auditable stack.
An open-source, high-performance quantitative trading framework in C++/Python focused on strategy analysis and backtesting Trading model R&D · Ultra-fast engine · Efficient backtesting
bt - flexible backtesting for Python
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
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.
High-performance technical analysis indicators and backtesting framework in TypeScript. Zero dependencies. ✨ See how! 👀
Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python
Optimized Python fork of Backtrader for strategy backtesting and live trading, with vectorized and event-driven modes, multi-timeframe data, technical indicators, and portfolio analytics.
Python-based quant trading research project for short-term reversal option setups, universe selection, staged-entry backtesting, and live paper trading.
TradingView MCP server — real-time market data, technical analysis, screeners & backtesting for Claude, ChatGPT, Cursor & any MCP client. Stocks, crypto, forex & futures across global exchanges. Hosted or self-host.
Powered by NVIDIA cuOpt: a GPU-accelerated portfolio optimization toolkit for building, backtesting, and scaling Mean-CVaR and Mean-Variance investment workflows with CUDA-X Data Science.
Crypto trading bot — backtesting, paper trading, live trading with risk management
Extremely fast quantitative factor cleaning and backtesting library, based on Polars
AI-powered Vibe Investing for NASDAQ, S&P500 & crypto: LLM quant trading tools, multi-agent backtesting, and data-driven market columns (mNAV arbitrage, BTC-Nasdaq coupling, Alpha Arena). 미국 주식·가상화폐 AI 투자 큐레이션·칼럼·트레이딩 봇.
The first open-source strategy backtesting engine for Polymarket. Test your prediction market strategies using historical data, order book snapshots, and AI-driven simulations. Optimize your ROI before trading live on Polygon.
Open-source C++17 engine for backtesting and forward execution, with a versioned C ABI; Pine Script v6 runs through code generation. Against TradingView's own trade lists, all 7,989 graded probes (309 open-corpus strategies, 741 closed-test scripts) grade excellent or strong: 7,983 excellent, 6 strong. Apache-2.0.
Educational C# code examples for NinjaTrader 8 NinjaScript API. Open-source scripts for learning automated trading algorithms, backtesting, and data charts.
Production-ready MetaTrader 5 (MT5) algorithmic trading bot framework. Features automated execution, real-time market data integration via Python API, risk management, and backtesting infrastructure for systematic strategies.
开源中国股市（A股）本地数据湖：沪深股票行情、A股股票数据与金融数据，面向量化研究、量化交易与回测，含财务数据、期货数据、资金流向、公告、指数行业与宏观。55 个日更数据集，复权与历史成分内置，行级溯源、PIT，MCP 原生。免注册、免 Token，自托管。Open-source China stock market data lake for quant research, backtesting and AI agents.