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
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
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
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
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 main features of quantaxis/quantaxis are: Algorithmic Trading Frameworks, Trading Strategy Backtesters, Technical Indicator Calculators, Automated Trading Execution, Multi-Account Trading Protocols, Position Tracking, Quantitative Trading Platforms, Market Data.
Open-source alternatives to quantaxis/quantaxis include: fasiondog/hikyuu — Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading… yutiansut/quantaxis — Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies… edtechre/pybroker — pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for… shinnytech/tqsdk-python — tqsdk-python is a quantitative trading SDK and framework designed for developing automated strategies for futures,… mementum/backtrader — Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading… jesse-ai/jesse — Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading…