Open-source alternatives to Qlib

pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and

This project is an algorithmic trading platform designed to automate financial market analysis and the execution of investment strategies. It provides an end-to-end environment for processing real-time market data through automated decision models, allowing for the triggering of financial transactions based on predefined quantitative signals and risk parameters without manual intervention. The platform distinguishes itself through a modular pipeline architecture that decouples data ingestion, signal generation, and trade execution, facilitating the iterative refinement of investment models. I

Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading strategies. It functions as a trading strategy backtester and a machine learning trading platform, providing an environment to train predictive models on historical market data and deploy them into live strategies. The framework features a standardized crypto exchange connectivity layer that allows for the execution of automated spot and futures trades across multiple cryptocurrency exchanges via an exchange-agnostic interface. It includes a quantitative risk analysis toolset t

Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable

Nautilus Trader is a high-performance algorithmic trading framework built in Rust, designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive platform for managing multi-asset portfolios and interacting with diverse financial markets through a standardized connectivity suite. The system is engineered to handle high-frequency data processing and complex order execution while maintaining precise numerical accuracy across various asset classes. The framework distinguishes itself through an architecture centered on deterministic even

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

This project is a Python library designed for the programmatic retrieval and analysis of diverse financial datasets. It functions as a comprehensive toolkit for quantitative research, providing a unified interface to fetch historical and real-time market data across asset classes including equities, futures, bonds, cryptocurrencies, and foreign exchange. By abstracting complex network requests into simple, parameter-driven functions, it enables users to integrate financial data into research workflows and automated trading systems. The library distinguishes itself through its scraper-based ag

Backtrader is a Python backtesting framework and algorithmic trading platform. It provides a toolkit for developing automated trading rules and simulating investment strategies using historical financial time-series data. The system functions as a quantitative analysis tool, combining a simulation engine for testing trading rules with a financial data visualizer that generates price action charts. It allows for the calculation of technical indicators and the evaluation of portfolio performance through risk-adjusted returns. The platform covers live trading integration via brokerage APIs and

Awesome-quant is a curated directory of open-source software libraries and tools designed for quantitative finance, algorithmic trading, and financial data analysis. It serves as a central hub for discovering resources that support the entire lifecycle of financial modeling, from raw data ingestion to complex statistical research. The repository organizes specialized tools into categorized collections, enabling users to identify solutions for high-performance numerical computing, technical indicator calculation, and derivative pricing. It highlights frameworks that facilitate the construction

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

Abu is an algorithmic trading framework designed for the development, backtesting, and optimization of automated trading strategies. It functions as a quantitative financial analysis library that processes time-series data to identify market trends, volatility patterns, and key price levels. The platform distinguishes itself through a modular architecture that integrates diverse financial data sources and a rule-based engine for automated risk management. It enables users to construct complex trading signals by layering technical indicators and machine learning models, while simultaneously en

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

Zipline is a Python-based algorithmic trading library designed for the development and backtesting of investment strategies. It functions as a quantitative finance engine that processes historical market data to simulate trading interactions and evaluate strategy performance through custom metrics. The platform provides a modular, event-driven framework that manages portfolio state transitions based on time-series data streams. Beyond its core trading capabilities, the system includes a comprehensive financial data analysis toolkit for manipulating large-scale market datasets to support syste

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

This project is an automated cryptocurrency trading platform for the Binance exchange. It functions as a technical analysis trading tool and grid trader, executing strategies and managing assets without manual intervention. The platform is distinguished by its multi-service containerized architecture, which orchestrates a listener, cache, and database. It utilizes a secure web dashboard for monitoring active trades and adjusting bot parameters, protected by password and token-based authentication. The system covers a broad range of trading capabilities, including grid and trailing order auto

This project is an algorithmic trading engine designed for the automated execution of cryptocurrency strategies. It provides a modular execution core that connects to multiple centralized and decentralized exchanges, allowing users to deploy rule-based trading logic across various spot and futures markets. The platform serves as a comprehensive environment for the entire trading lifecycle, from initial strategy development to live market operations. What distinguishes this platform is its integrated suite for quantitative analysis and predictive modeling. It features a robust backtesting engi

Stock is an algorithmic trading framework designed for the development, backtesting, and execution of automated investment strategies. It provides a comprehensive environment for quantitative market analysis, enabling users to build systems that connect to brokerage interfaces for order placement based on predefined technical rules. The platform distinguishes itself through integrated data acquisition and analysis capabilities, including a financial data collection engine that utilizes proxy rotation and session persistence to maintain stable connectivity and bypass rate limits. It supports h

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

This project is a suite of machine learning and statistical tools designed for stock price prediction, financial time series forecasting, and the execution of algorithmic trading strategies. It provides a collection of deep learning and statistical models used to forecast asset prices and market trends. The system includes a market scenario simulator that uses Monte Carlo sampling to generate potential price paths and estimate financial risk. It further features a portfolio optimization tool for calculating asset distributions to maximize returns based on historical volatility, as well as a m

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

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

Stable-baselines3 is a reinforcement learning library built on the PyTorch deep learning framework. It provides a collection of reliable, standardized implementations of reinforcement learning algorithms designed for training, testing, and benchmarking agent policies in diverse simulated environments. The library functions as an agent training toolkit that emphasizes modularity and reproducibility. It features a unified environment interface and supports vectorized execution to accelerate data collection across multiple simulation instances. Users can customize neural network architectures, f

This project is a comprehensive framework for engineering financial data pipelines, designed to automate the collection, cleaning, and synchronization of large-scale market datasets. It functions as a quantitative trading data engine, providing the infrastructure necessary to manage historical and real-time asset pricing information for research and machine learning workflows. The system distinguishes itself through a configuration-driven approach to orchestration, allowing users to manage complex data acquisition tasks across multiple financial providers. It features resilient middleware tha

verl is a distributed training system designed for large language model alignment and reinforcement learning. It provides a framework for executing post-training pipelines, including supervised fine-tuning and reinforcement learning from human feedback, to refine model behavior and agentic capabilities. The system utilizes a hybrid training and inference engine that optimizes memory and communication when switching between model generation and gradient updates. It supports multi-modal reinforcement learning for models processing both image and text data, and implements algorithms such as PPO

TradingAgents-CN is a multi-agent framework designed for autonomous financial market analysis and automated trading execution. It functions as a containerized orchestrator that leverages large language models to perform complex reasoning, research, and decision-making tasks within financial environments. The platform distinguishes itself through a modular architecture that integrates diverse artificial intelligence providers and financial data sources into a unified pipeline. It provides granular control over agent behavior through prompt-driven logic configuration and multi-model orchestrati

AI-Trader is a framework for managing autonomous trading agents and executing simulated financial operations. It provides a structured environment for registering and authenticating agents, tracking their reputation, and managing simulated capital balances within a competitive market ecosystem. The platform distinguishes itself through integrated social trading and collaborative investment capabilities. Users can follow experienced participants to automatically mirror their market positions, or organize into teams to execute shared strategies, vote on collective investment proposals, and comp

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