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Superalgos is a cryptocurrency algorithmic trading platform used for designing, backtesting, and deploying automated trading bots. It centers on a visual strategy designer that allows users to create indicators and trading logic through a graphical interface instead of writing manual code.
The main features of superalgos/superalgos are: Visual Strategy Builders, Trading Logic Design, Trading Logic Interfaces, Exchange Account Managers, Algorithmic Trading Platforms, Cryptocurrency Trading Platforms, Live Trading Execution, Trading Order Monitors.
Projects with overlapping indexed features include: jesse-ai/jesse — Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading… shinnytech/tqsdk-python — tqsdk-python is a quantitative trading SDK and framework designed for developing automated strategies for futures,… yutiansut/quantaxis — Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies… knowm/xchange — XChange is a cryptocurrency exchange integration library and API wrapper that provides a unified interface for… drakkar-software/octobot — OctoBot is an open-source automated trading platform that connects to over 15 cryptocurrency exchanges, enabling users… gbeced/pyalgotrade — pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated…
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
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
XChange is a cryptocurrency exchange integration library and API wrapper that provides a unified interface for connecting to multiple cryptocurrency exchanges. It serves as a multi-exchange trading interface and a market data streamer, normalizing raw data from various providers into standardized data objects. The project distinguishes itself through an adapter-based normalization system and a reactive WebSocket streaming model designed to receive real-time price and volume updates while minimizing thread usage. It includes a dedicated authentication handler for managing API keys, request non