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

EliteQuant

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

Quantitative Trading Platform

• awesome-quant - Awesome quant is another curated list of quant resources

• 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 widgets used for example Huobi

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

• KloudTrader Narwhal - Trading algorithm deployment platform with flat-rate commission-free brokerage

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

• vnpy - A popular and powerful trading platform

• 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

• rqalpha - A popular trading platform

• bt - flexible backtesting for Python

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

• btgym - Gym-compatible backtesting

• prophet - Python backtesting and trading platform

• 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

• awesome-deep-trading - A list of machine learning resources for trading

• Awesome-Quant-Machine-Learning-Trading - Another list of machine learning resources for trading

• awesome-ai-in-finance - A collection of AI resources in finance

• 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

• 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

• DeepDow - Portfolio optimization with deep learning

• Personae - Quantitative trading with deep learning

• tensortrade - Reinforcement learning and trading

• stockpredictionai - AI models such as GAN and PPO applied to stock markets

• machine-learning-for-trading - Machine learning for algorithmic trading book

• algorithmic-trading-with-python - Algorithmic Trading with Python book (2020)

• machine-learning-asset-management - Machine Learning in Asset Management by firmai.org

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 - historical 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

• SEC EDGAR API – Query company filings on SEC EDGAR

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

• hummingbot - free open source crypto trading bot that supports both DEXes and CEXes

• 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 130 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 front-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

• tai - An open source, composable, real time, market data and trade execution toolkit. Written in Elixir

• crypto-signal - Technical signals for multiple exchanges

Companies

Not trying to be exhaustive

• Sell Side

• FIA PTG and FIA Europe

• Allston Trading

• CTC

• Citadel

• D.E. Shaw

• DRW

• Flow Traders

• GTS

• HRT

• IMC

• Infinium

• Jane Street

• Jump Trading

• Millennium

• Optiver

• Quantlab Financial

• Renaissance

• Bridgewater Associates

• Man Group, AHL

• SIG

• Tower Research

• Tradebot Systems

• Two Sigma

• Virtu Financial

• XR Trading

• XTX Markets

Commodity Focused

• Cargill

• Glencore

• Mercuria

• Trafigura

• Vigor

Fintech

• Alpaca

• Knesho

• Neotic

• Numerai

• Symphony

Websites Forums Blogs

• 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/old version - 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

• quant365 - 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/old version - 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

• Quant Blog - Quantitative trading, portfolio management, and machine learning, with source codes on Github

• 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

• BlackArbs - blog and machine learning notebooks on Github