VectorBT is an open-source Python backtesting library that vectorizes strategy research: it packs thousands of parameter combinations into NumPy arrays and accelerates them with Numba and an optional Rust engine, plus portfolio analytics and interactive Plotly visualization.
Open source. Open possibilities.
Discover quality open-source projects, submit projects anonymously, and claim and edit your own project.
A little curiosity. A world of open source.
THE FIRST COLLECTIONBacktesting.py is a Python library for backtesting trading strategies. It offers a simple API, fast execution, a built-in optimizer, composable base strategies, and interactive visualizations for analyzing OHLC(V) financial data.
A local-first paper trading and quantitative research engine tailored for China A-share rules. It features built-in strategies, T+1/lot size/limit price validation, multi-source data verification, layered risk control, and Docker deployment with offline deterministic demos.
An autonomous crypto trading AI orchestrator built on Model Context Protocol (MCP), featuring multi-agent LLM consensus, agentic backtesting, Telegram command center, and a cyberpunk 3D dashboard with real-time market data visualizations.
ABU Quantitative Trading System is an open-source Python framework for quantitative investment, supporting US stocks, A-shares, HK stocks, futures, options, and Bitcoin. It features backtesting, position management, and machine learning optimization.
Freqtrade is a free open-source crypto trading bot in Python with backtesting, dry-run, ML-based strategy optimization, FreqAI adaptive prediction, Telegram/WebUI control, and support for major spot and futures exchanges.
Qlib is an AI-oriented quantitative investment platform designed to cover the full ML pipeline from data processing and model training to back-testing and production.