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

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.

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.

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.

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.

📈 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.

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

⚡ OKX AlphaPilot | 面向 OKX 交易所的全链路 AI 量化交易中枢。基于强化学习（REINFORCE）与 Transformer 自动挖掘 Alpha 因子算子公式，支持多因子组合融合、WebSocket 实时行情/持仓推送、离线OKX AlphaPilot — AI Quant Trading Platform for OKX. Auto Alpha Factor Mining via Reinforcement Learning & Transformer. Supports Multi-Factor Portfolio Fusion, OKX v5 WebSocket Feed, Backtesting & Live Risk-controlled Trading.