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
- Quantitative Model
- Trading API
- Data Source
- Cryptocurrency
- Companies
- Fintech
- Websites Forums Blogs
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awesome-quant- Awesome quant is another curated list of quant resources
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Quantopian- First Python-based online quantitative trading platform; its core libraryziplineand its performance evaluation librarypyfolio;andAlpha lens
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QuantConnect- C# based online quantitative trading platform; its core libraryLean
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Quantiacs- The Marketplace For Algorithmic Trading Strategies; itsMatlab and Python toolbox
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Numerai- crowd-sourced trading strategies; itsPython API
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Collective2- The platform that allows investors subscribe to top-traders; itsalgotrades system
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ZuluTrade- The platform that allows investors subscribe to top-traders
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Tradingview- It provides free widgets used for exampleHuobi
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Investing- Real time multi-assets and markets
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KloudTrader Narwhal- Trading algorithmdeployment platformwith flat-rate commission-free brokerage
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MetaTrader 5- Multi-Asset trading system
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TradeStation- Trading system
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SmartQuant(OpenQuant)- C# Trading system
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RightEdge- Trading system
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AmiBroker- Trading system
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Algo Terminal- C# Trading system
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NinjaTrader- Trading system
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QuantTools- Enhanced Quantitative Trading Modelling in R
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vnpy- A popular and powerful trading platform
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pyalgotrade- Python Algorithmic Trading Library
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finmarketpy- Python library for backtesting trading strategies
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IBridgePy- A Python system derived from zipline
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Backtrader- Blog, trading community, andgithub
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IbPy- Interactive Brokers Python API
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PyLimitBook- Python implementation of fast limit-order book
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qtpylib- Pythonic Algorithmic Trading via IbPy API and itsWebsite
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Quantdom- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI]
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ib_insync- Python sync/async framework for Interactive Brokers API
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rq Alpha- A popular trading platform
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bt- flexible backtesting for Python
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TradingGym- Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
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btgym- Gym-compatible backtesting
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prophet- Python backtesting and trading platform
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OpenHFT- Java components for high-frequency trading
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libtrading- C API, low latency, fix support
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thOth- open-source high frequency trading library in C++ 11
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qt_tradingclient- multithreaded Qt C++ trading application, QuantLib-1.2.1, CUDA 5.0
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SubMicroTrading- Java Ultra Low Latency Trading Framework
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WPF/MVVM Real-Time Trading Application- Architechture
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TradeLink- TradeLink, one of the earliest open source trading system
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Reactive Trader- using reactive Rx framework, includesReactive TraderandReactive Trader Cloud.The demo ishere.
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QuantTrading- Pure C# trading system
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StockTrading- C# system utilising WPF, WCF, PRISM, MVVM, Threading
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Quanter- StockTrader
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StockSharp- C# trading system
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SharpQuant- C# trading system
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QuantSys- C# trading system
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StockTicker- C# trading system
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gotrade- Electronic trading and order management system written in Golang
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gofinance- Financial information retrieval and munging in golang
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goib- Pure Go interface to Interactive Brokers IB API
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Matlab Trading Toolbox- Official toolbox from Matlab; acommpanyingIntroduction to Matlab Trading Toolbox,andwebinar Automated Trading System Development with MATLAB,andwebinar Automated Trading with MATLAB,as well aswebinar A Real-Time Trading System in MATLAB,Automated Trading with Matlab,Commodities Trading with Matlab,Cointegration and Pairs Trading with Econometrics Toolbox
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Matlab risk management Toolbox- Official toolbox from Matlab
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Matlab Walk Forward Analysis Toolbox- toolbox for walk-forward analysis
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IB4m- matlab interface to interactive broker
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IB-Matlab- introduction to another matlab interface to interactive broker anddemo video
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openAlgo Matlab- openAlgo's Matlab library
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MatTest- Matlab backtest system
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Quantlib- famous C++ library for quantitative finance; tranlated into other langugages via Swig
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TA-Lib- Python wrapper for TA-Lib
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DX Analytics- Python-based financial analytics library
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FinMath- Java analytics library
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OpenGamma- Java analytics library named STRATA
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pyflux- Open source time series library for Python
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arch- ARCH models in Python
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flint- A Time Series Library for Apache Spark
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Statsmodels- Statsmodels’s Documentation
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awesome-deep-trading- A list of machine learning resources for trading
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Awesome-Quant-Machine-Learning-Trading- Another list of machine learning resources for trading
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awesome-ai-in-finance- A collection of AI resources in finance
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deepstock- Technical experimentations to beat the stock market using deep learning
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qtrader- Reinforcement Learning for Portfolio Management
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stockPredictor- Predict stock movement with Machine Learning and Deep Learning algorithms
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stock_market_reinforcement_learning- Stock market environment using OpenGym with Deep Q-learning and Policy Gradient
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deep-algotrading- deep learning techniques from regression to LSTM using financial data
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deep_trader- Use reinforcement learning on stock market and agent tries to learn trading.
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Deep-Trading- Algorithmic trading with deep learning experiments
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Deep-Trading- Algorithmic Trading using RNN
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100 Day Machine Learning- Machine Learning tutorial with code
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Multidimensional-LSTM-BitCoin-Time-Series- Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
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QLearning_Trading- Learning to trade under the reinforcement learning framework
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bulbea- Deep Learning based Python Library for Stock Market Prediction and Modelling
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PGPortfolio- source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"
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gym-trading- Environment for reinforcement-learning algorithmic trading models
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Thesis- Reinforcement Learning for Automated Trading
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DQN- Reinforcement Learning for finance
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Deep-Trading-Agent- Deep Reinforcement Learning based Trading Agent for Bitcoin
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deep_portfolio- Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation.
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Deep-Reinforcement-Learning-in-Stock-Trading- Using deep actor-critic model to learn best strategies in pair trading
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Stock-Price-Prediction-LSTM- OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
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DeepDow- Portfolio optimization with deep learning
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Personae- Quantitative trading with deep learning
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tensortrade- Reinforcement learning and trading
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stockpredictionai- AI models such as GAN and PPO applied to stock markets
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machine-learning-for-trading- Machine learning for algorithmic trading book
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algorithmic-trading-with- Python- Algorithmic Trading with Python book (2020)
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machine-learning-asset-management- Machine Learning in Asset Management byfirmai.org
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Interactive Brokers- popular among retail trader
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Bloomberg API- from Bloomberg
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Quandl- free and premium data sources
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iex- free market data
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one tick- historical tick data
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iqfeed- real time data feed
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quantquote- tick and live data
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algoseek- historical intraday
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EOD data- historical data
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EOD historical data- historical data
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intrinio- financial data
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arctic- High performance datastore fromMan AHLfor time series and tick data
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SEC EDGAR API-- Query company filings on SEC EDGAR
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Blockchain-stuff- Blockchain and Crytocurrency Resources
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cryptrader- Node.js Bitcoin bot for MtGox/Bitstamp/BTC-E/CEX.IO;cryptrade
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BitcoinExchangeFH- Cryptocurrency exchange market data feed handler
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hummingbot- freeopen sourcecrypto trading bot that supports both DEXes and CEXes
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blackbird- C++ trading system that does automatic long/short arbitrage between Bitcoin exchanges
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Qt Bitcoin Trader- Qt C++ Bitcoin trading
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ccxt- A JavaScript / Python / PHP cryptocurrency trading library with support for more than 130 bitcoin/altcoin exchanges
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r2- Qan automatic arbitrage trading system powered by Node.js + TypeScript
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XChange- Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges
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Krypto-trading-bot- Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
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freqtrade- Simple High Frequency Trading Bot for crypto currencies
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Gekko- A bitcoin trading bot written in node
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viabtc_exchange_server- A trading engine with high-speed performance and real-time notification
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catalyst- An Algorithmic Trading Library for Crypto-Assets in PythonEnigma
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buttercoin- Opensource Bitcoin Exchange Software
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zenbot- A command-line cryptocurrency trading bot using Node.js and MongoDB.
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tribeca- A high frequency, market making cryptocurrency trading platform in node.js
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rbtc_arbitrage- A gem for automating arbitrage between Bitcoin exchanges.
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automated-trading- Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth
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gocryptotrader- A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang
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btcrobot- Golang bitcoin trading bot
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cryptoworks- A cryptocurrency arbitrage opportunity calculator. Over 800 currencies and 50 markets;cryptocurrency-arbitrage
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crypto-exchange- list of crypto exchanges to interact with their API's in a uniform fashion
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bitcoin-abe- block browser for Bitcoin and similar currencies
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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
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tai- An open source, composable, real time, market data and trade execution toolkit. Written in Elixir
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crypto-signal- Technical signals for multiple exchanges
Not trying to be exhaustive
Commodity Focused
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Top Geeky Quant Blogs- A quant blogs check out list
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Quantocracy- Aggregation of news on quants
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seeking Alpha- Seeking Alpha community
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Quantivity- quantitative and algorithmic trading
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Wilmott- quantitative finance community forum
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Elitetrader- trading forum
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nuclearphynance- quantitative finance forum
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Investopedia- The Encyclopedia of investments
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Quantpedia- The Encyclopedia of Quantitative Trading Strategies
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EpChan- Dr. Ernie Chan's blog
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Quantinsti- Quant Institute
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QuantStart- Michael Halls-Moore's quantstart, quant trading 101; its Python backtest platformqstraderandqsforex
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Algotrading 101- Algo trading 101
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Systematic Investor/old version-Michael Kapler's blog, one of the best R quantitative blog;Systematic Investor Toolkit
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R-Finance- R-Finance repository. It has backtestquantstrat,trade blotter,famousperformance analyticspackage, and packageportfolio analytics,portfolio attribution.
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quantmod- R modelling and trading framework
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r programming- Guy Yollin's R backtesting
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Seer Trading- R Backtest and live trading
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Python programming finance- Python finance tutorial and quantopian toturial
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Python for finance- Python finance
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Quant Econ- open source Python and julia codes for economic modeling; and lectures
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JuliaQuant- Quantitative Finance in Julia
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Portfolio Effect- real time portfolio and risk management
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quant365- Henry Moo's blog and trading system; including Sentosa,pysentosa binding,rsentosa binding andqblog.
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hpc quantlib- HPC + QuantLib
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quantstrat trader- Backtesting trading ideas with RQuantStratpackage
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Backtesting Strategies- Backtesting in R; codes atGithub
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The Quant MBA- good quant blog
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Foss Trading- Algorithmic trading with free open source software
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Gekko Quant- Quantitative Trading
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Investment Idiocy- Systematic Trading, Quantitative Finance, Investing, Financial Activism, Economic decision making by Robert Carver;his bookandhis Python library
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Quantifiable Edges/old version- Assessing market action with indicators and history
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My Simple Quant- Market analysis utilizing historical, back-tessted data
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Vix and more- discussions on Vix
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Timely Portfolio- Strategies and tests in R
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Qusma- Quantitative Systematic Market Analysis
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return and risk- Quantitative finance, analysis, and applications
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Physics of Finance- Inspiration from physics for thinking about economics, finance and social systems
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Quantum Financier- algorithmic trading
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Trading the Odds-- market timing & quantitative analysis
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CSSA- new concepts in quantitative research
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Tr8dr- strategies, statistics, computer science, numerical techniques
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Deniz's Note- blog of a quant Deniz Turan
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Quant at risk- quantitative analysis and risk management
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Quant Blog- Quantitative trading, portfolio management, and machine learning, withsource codes on Github
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The R Trader- Using R in quant finance
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rbresearch- Using R for trading strategy ideas in FX and equity markets
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NaN Quantivity- quant trading, statistical learning, coding and brainstorming
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Factor Investing- blog on wordpress
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Big Mike Trading- Youtube chanel in quant trading