EliteQuant

A list of online resources for quantitative modeling, trading, portfolio management

Besides those in this list and in gitee list, there are lots of other valuable online resources. We are not trying to be exhaustive. Please feel free to contact us if you believe something is worth recommending. A general rule of thumb for open source projects is having already received 10 stars on github.

• Quantitative Trading Platform
• Trading System
• Quantitative Library
• Quantitative Model
• Trading API
• Data Source
• Cryptocurrency
• Websites Forums Blogs
• Papers and Books

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Quantitative Trading Platform

• 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 widges used for example Huobi

• Investing.com - Real time multi-assets and markets

Trading System

• 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

• 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

• bt - flexible backtesting for Python

• TradingGym - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

• 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

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

• 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

• Day-Trading-Application -- Use deep learning to make accurate future stock return predictions

• 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

Trading API

• Interactive Brokers - popular among retail trader

• Bloomberg API - from Bloomberg

Data Source

• Quandl - free and premium data sources

• iex - free market data

• one tick - hostorical 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

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

• 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 90 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 frint-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

Websites Forums Blogs

• My Quant Blogs - Personal blog for quant trading, portfolio management, and machine learning.

• 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 - 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

• Trading with Python

• 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

• www.quant365.com -- Henry Moo's blog and trading system; including Sentosa,pysentosa binding, rsentosa binding and qblog.

• hpc quantlib -- HPC + QuantLib

• Quant Corner

• 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 - 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

• Quantitative Research and Trading

• 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

• The Practical Quant

• Tr8dr - strategies, statistics, computer science, numerical techniques

• Deniz's Note - blog of a quant Deniz Turan

• Quant at risk - quantitative analysis and risk management

• 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

• Meb Faber Research

• Big Mike Trading - Youtube chanel in quant trading

• Mechanical Markets

• Humble Student of the Markets

• Predict Stock Prices Using RNN

Papers and Books

• AQR Research and Related

  • Ilmanen, Antti. Expected returns: An investor's guide to harvesting market rewards. John Wiley & Sons, 2011.
  • Pedersen, Lasse Heje. Efficiently inefficient: how smart money invests and market prices are determined. Princeton University Press, 2015.

• Ernie Chan's trilogy

  • Chan, Ernie. Quantitative trading: how to build your own algorithmic trading business. Vol. 430. John Wiley & Sons, 2009.
  • Chan, Ernie. Algorithmic trading: winning strategies and their rationale. Vol. 625. John Wiley & Sons, 2013.
  • Chan, Ernest P. Machine Trading: Deploying Computer Algorithms to Conquer the Markets. John Wiley & Sons, 2017.