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finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library for simulating trading strategies against historical market data, computing the value of options contracts, and extracting trends from financial datasets. The system includes specialized engines for financial options pricing using numerical calculations and a backtesting library to assess risk and performance before live deployment. It further enables the detection of market seasonality and the execution of event studies to measure asset price behavior around specific time wi
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
Open-source Rust framework for building event-driven live-trading & backtesting systems
Asynchronous, event-driven algorithmic trading in Python and C++
The main features of asyncalgotrading/aat are: Trading Frameworks.
Projects with overlapping indexed features include: byrnexu/betterquant — 📈 Better Quant. cuemacro/finmarketpy — finmarketpy is a quantitative trading framework and financial market analysis tool. It provides a Python-based library… fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… gobacktest/gobacktest — event-driven backtesting framework written in golang. hfqr/flashfunk — High Performance Runtime in Rust. barter-rs/barter-rs — Open-source Rust framework for building event-driven live-trading & backtesting systems.
