Projects sharing features with ElegantRL

FinRL-Library is a reinforcement learning trading framework and algorithmic trading library used to develop and backtest automated financial trading strategies. It functions as a quantitative trading pipeline and financial market simulator, allowing users to build decision policies that optimize asset trading across various financial markets. The framework features a modular integration system for swapping reinforcement learning algorithms through a consistent API. It utilizes a standardized environment wrapper to encapsulate market dynamics into a state-action-reward interface, facilitating

This project is a collection of PyTorch learning resources and educational guides designed to teach the construction and training of neural networks. It serves as a comprehensive deep learning tutorial covering various model architectures and practical implementation strategies. The resources provide specific guidance on implementing computer vision tasks, such as image classification and synthetic imagery generation, as well as reinforcement learning agents using value networks and experience replay. It also covers sequential data modeling through recurrent networks and generative modeling u

TradeMaster is a reinforcement learning trading framework and algorithmic trading simulator designed for designing and testing quantitative trading strategies. The system provides a platform for developing reinforcement learning agents, managing quantitative portfolios, and optimizing trade execution using financial market data. The project features specialized components for multi-modality data preprocessing, a high-fidelity market environment simulation for strategy backtesting, and a quantitative portfolio manager for capital reallocation across multiple assets. It includes a trade executi

TensorTrade is a reinforcement learning trading framework designed for training and deploying autonomous agents that optimize financial market strategies. It provides an algorithmic trading simulation environment where agents can be tested against market data using simulated broker environments. The framework features a distributed training system using RLlib to optimize decision policies across large datasets. It includes a walk-forward validation tool that evaluates trading strategies through windowed performance analysis to prevent overfitting and measure real-world viability. The project

This project is a machine learning implementation library featuring a collection of code examples that implement supervised, unsupervised, and reinforcement learning algorithms from scratch. It provides a comprehensive set of toolkits for core machine learning components, including a natural language processing toolkit, a reinforcement learning framework, and suites for data dimensionality reduction and pattern mining. The library includes specialized implementations for reinforcement learning, such as Q-Learning, Deep Q-Networks, and Actor-Critic agents. The natural language processing capab

This project is a comprehensive collection of practical code examples and implementation libraries for machine learning. It provides a wide array of reference materials for building supervised, unsupervised, and reinforcement learning algorithms. The repository serves as a multi-domain resource, featuring specific implementation suites for financial AI, Bayesian statistical modeling, and deep learning architectures. It includes a framework for training intelligent agents using policy gradients and actor-critic models, as well as practical guides for fine-tuning transformers and utilizing larg

This project provides a framework for managing multi-agent systems, designed to automate complex software development, infrastructure, and business workflows. It functions as a multi-agent workflow orchestrator that routes tasks to domain-specific workers while maintaining state persistence and infrastructure automation. By leveraging large language models, the system decomposes high-level objectives into actionable plans, ensuring that complex operations are executed with consistency and reliability. The framework distinguishes itself through its hierarchical agent registry and policy-driven

QuantResearch is a quantitative research framework and specialized toolkit for algorithmic simulation, financial time-series analysis, and systematic trading. It provides an event-driven backtesting environment for validating strategies against historical tick and bar data, alongside a dedicated portfolio optimization engine for calculating asset weights and risk metrics. The project distinguishes itself through a machine learning finance toolkit that implements recurrent neural networks for price prediction and reinforcement learning for derivative pricing. It also features advanced statisti

Kronos is a financial time-series forecasting framework and quantitative trading strategy simulator. It functions as a research environment designed to analyze historical market data, train predictive models, and evaluate the performance of automated trading signals. The platform distinguishes itself through its deep learning sequence predictors and probabilistic market modeling tools. By utilizing sequence-based architectures and statistical sampling, the system generates multiple potential price trajectories and volatility estimates to quantify uncertainty. It also supports transfer learnin

StockSharp is an algorithmic trading platform and quantitative framework used for developing and deploying trading robots across stock, forex, and cryptocurrency markets. It functions as a multi-asset trading gateway and a dedicated development environment for building, debugging, and scheduling automated strategies. The platform includes a visual strategy workflow editor that maps logic blocks to executable code and a simulation engine that replays historical tick data to validate trading logic. It utilizes a plugin-based broker integration system to normalize diverse exchange protocols into

Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies across global equities, futures, and cryptocurrencies. It integrates an event-driven backtesting engine, a multi-market execution gateway for order routing, and a quantitative data pipeline for ingesting and storing multi-asset market data. The system features a Rust-accelerated financial library that utilizes Apache Arrow for high-performance technical indicator calculation and zero-copy data processing. It provides a containerized infrastructure model designed for orchestrati

tqsdk-python is a quantitative trading SDK and framework designed for developing automated strategies for futures, options, and stocks using Python. It functions as an algorithmic trading engine and financial market data API, providing the tools necessary to backtest strategies, analyze historical data, and execute live trades across multiple brokerage accounts. The project distinguishes itself through a specialized option analytics library that calculates Greeks, implied volatility, and volatility surfaces using the Black-Scholes model. It further supports complex order execution patterns, s

This project is a Python quantitative trading framework and library designed for developing, backtesting, and deploying automated financial strategies. It serves as both an algorithmic trading backtester for evaluating historical performance and an event-driven trading engine for executing trades based on quantitative rules. The framework functions as an educational toolkit, providing guided lessons and resources for quantitative finance learning and the application of mathematical models to market data. The system provides capabilities for algorithmic trading automation and financial strate

QuantMuse is an algorithmic trading platform and quantitative trading framework that integrates large language models with mathematical analysis to automate market insights and trading strategies. It functions as a system for building, backtesting, and executing strategies using both historical and real-time market data. The framework is distinguished by its use of large language models for financial analysis and sentiment extraction from news and social media. It utilizes autonomous agents with chain-of-thought reasoning to generate market intelligence and strategic reports, while employing

QuantAxis is a quantitative trading platform and algorithmic trading framework. It provides a comprehensive local environment for backtesting strategies, managing financial market data, and executing trades across stocks, futures, and options markets. The system distinguishes itself through a distributed task scheduler that spreads asynchronous computations and heavy mathematical workloads across a network of remote agents. It incorporates a multi-account trading interface to standardize the monitoring of positions and the execution of orders across various brokerage accounts. The platform c

zvt is a quantitative trading framework designed for building, backtesting, and executing algorithmic trading strategies. It functions as a modular system that integrates a financial data pipeline for market data collection, an algorithmic backtesting engine for strategy evaluation, and an event-driven trading system to automate market executions. The project distinguishes itself through a hybrid approach to signal management, using a dynamic tagging system that combines automated quantitative logic with human intervention. It includes a quantitative analysis dashboard for visualizing researc

Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading strategies. It functions as a high-speed system that combines a financial time-series library, a multi-factor analysis tool, and a quantitative backtesting engine to support comprehensive trading research. The framework is distinguished by its high-speed computing core, which utilizes multi-threaded execution to process large volumes of market data for technical indicator generation. It supports a modular strategy composition model where signal, risk, and fund management component

Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading strategies. It provides a comprehensive environment for quantitative finance, allowing users to simulate trading logic against historical market data or connect directly to brokerage platforms for automated real-time trading. The project distinguishes itself through a unified event-driven architecture that treats backtesting and live trading with the same API. This consistency is supported by a flexible data-feed abstraction layer that normalizes diverse financial sources, ena

quant-wiki is a comprehensive knowledge base and structured reference for quantitative finance, financial engineering, and algorithmic trading. It serves as a centralized library of documentation covering mathematical models, financial instruments, and systematic trading strategies. The project integrates AI-driven capabilities through a modular retrieval-augmented generation framework that extracts structured data from research papers and news. It features a multi-agent workflow engine designed to discover and validate predictive alpha factors, alongside tools for local large language model

This project is a quantitative trading platform and algorithmic trading bot designed for market data aggregation, strategy backtesting, and trade execution. It functions as a comprehensive system for collecting financial data via APIs and web sources, simulating investment strategies against historical records, and programmatically managing investment positions through brokerage interfaces. The platform distinguishes itself through institutional sentiment analysis and market intelligence tools. It monitors institutional fund activity, tracks corporate actions like equity pledges, and crawls f

Practical_RL is a comprehensive educational curriculum and course for learning to design and implement agents that solve complex decision processes. It provides a structured study program covering the fundamentals of reinforcement learning, from basic trial-and-error behavior to advanced deep reinforcement learning. The project includes specialized guides and frameworks for imitation learning based on expert demonstrations, model-based reinforcement learning using planners, and the training of recurrent neural networks to solve partially observed environments. The materials cover a broad ran

aiquanttrade is an AI-driven quantitative trading platform that enables the development, backtesting, and deployment of trading strategies powered by machine learning and artificial intelligence. It provides a complete local environment for quantitative research, simulation, and automated live trading through brokerage APIs, supporting both historical backtesting and real-time paper trading without capital risk. The platform distinguishes itself through a modular, event-driven architecture that separates strategy logic from execution, allowing rule-based and machine learning models to be co

IsaacGymEnvs is a GPU-accelerated physics sandbox and robotics policy training suite designed for reinforcement learning. It serves as a vectorized robotic simulator that runs thousands of parallel environments on GPUs to accelerate the training of neural networks. The project provides a sim-to-real transfer framework that utilizes domain randomization and physics variations to ensure policies trained in simulation are robust enough for deployment on real hardware. It distinguishes itself through a high-performance architecture that uses tensor-based state management to handle observations an

czsc is a technical analysis library and quantitative research environment focused on Chan theory. It functions as a multi-timeframe fractal analyzer and backtesting framework used to identify market tops, bottoms, and trend structures. The system distinguishes itself through the use of bi-segment topological linking to analyze the directional flow of price. It utilizes a boolean signal composition engine to combine technical indicators with logical operators, creating complex executable rules for automated trading. The platform covers quantitative strategy research via a notebook-style loop

Easyquant is a quantitative trading framework and event-driven engine designed for executing automated trading strategies and managing real-time market data across multiple accounts. It includes an algorithmic strategy engine and a market data integration layer to process stock quotes and order book data from external providers. The system features a trading backtesting simulator that uses market time simulation to verify strategy behavior under specific timestamps. It supports dynamic strategy deployment via a hot-reloading module system, allowing trading logic to be updated and injected int

This is a PyTorch-based toolkit for training reinforcement learning agents, providing implementations of standard and hierarchical deep RL algorithms. It is designed as a library for deep reinforcement learning research and experimentation, supporting both discrete and continuous control tasks through a collection of algorithm implementations. The project distinguishes itself by offering a hierarchical reinforcement learning framework that decomposes complex long-horizon tasks into manageable sub-goals using meta-controllers and lower-level policies. It also includes a Hindsight Experience Re

Alphalens is a quantitative alpha factor analysis library designed to measure the predictive power of financial factors. It serves as a computational toolset for processing financial time series and calculating performance metrics to evaluate quantitative trading hypotheses. The library distinguishes itself through the use of quantile-based data binning to analyze return distributions across different factor strength levels. It aligns historical alpha signals with forward-looking price changes to isolate predictive effects and transforms these metrics into heatmaps and time-series charts for