AlgoTradingRepoList
AlgoTradingRepoList copied to clipboard
Published
20 hours ago •
Samvid95
Samvid95
This repository contains basic information about different algotrading repo I like.
Introduction
I have created this repository with the goal of documenting, learning & extending(maybe in future) some of the Algotrading repositories. The current list contains only the repository which are well maintained and/or with recent updates. Feel free to add!
Maintanance
I currently have no plans to update this list. If you see something which is outdated, feel free to open an Issue or Pull Request. I will respond to them quickly. If you think I missed your favorite one, please tell me and I will add it in the list.
BackTesting & AI
This repository contains basic information about different algotrading repo I like.
| Repository Name | Link | Last Update | Backtesting support | ML & DL Support | Portfolio Optimization |
|---|---|---|---|---|---|
| bt | https://github.com/pmorissette/bt | May 16 2021 | Yes | ||
| backtrader | https://github.com/mementum/backtrader | Feb 12 2021 | Yes | ||
| pandas-ta | https://github.com/twopirllc/pandas-ta | May 27 2021 | Yes | ||
| ta | https://github.com/bukosabino/ta | Nov 30 2020 | Yes | ||
| zvt | https://github.com/zvtvz/zvt | May 25 2021 | Yes | ||
| PyPortfolioOpt | https://github.com/robertmartin8/PyPortfolioOpt | May 18 2021 | Not Sure | Not Sure | Yes |
| mlfinlab | https://github.com/hudson-and-thames/mlfinlab | May 07 2021 | Yes(but paid) | Yes(but paid) | |
| pyqstart | https://github.com/abbass2/pyqstrat | May 05 2021 | Yes | ||
| pinkfish | https://github.com/fja05680/pinkfish | May 19 2021 | Yes | Probably Yes | |
| backtesting.py | https://github.com/kernc/backtesting.py | Apr 30 2021 | Yes | ||
| quantstats | https://github.com/ranaroussi/quantstats | May 05 2021 | May be | Yes | |
| algorithmic-trading-with-python | https://github.com/chrisconlan/algorithmic-trading-with-python | Book | Book | Book | |
| machine-learning-for-trading | https://github.com/stefan-jansen/machine-learning-for-trading | Book | Book | Book | |
| deepdow | https://github.com/jankrepl/deepdow | Feb 17 2021 | Yes | Yes | |
| qlib | https://github.com/microsoft/qlib | May 26 2021 | Yes | Yes | |
| Alphapy | https://github.com/ScottfreeLLC/AlphaPy | Feb 09 2021 | Yes | ||
| FinRL | https://github.com/AI4Finance-LLC/FinRL | May 05 2021 | Yes |
Samvid95