backtesting-trading-strategies

A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

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UpdatedMay 14, 2025
Rust

letianzj /QuantResearch

Star2.5k

Quantitative analysis, strategies and backtests

data-science machine-learning reinforcement-learning deep-learning algotrading trading-strategies trading-algorithms quantitative-finance financial-analysis algorithmic-trading backtesting-trading-strategies asset-allocation quantitative-trading pairs-trading risk-management asset-management statistical-arbitrage portfolio-management derivatives-pricing backtests

UpdatedAug 26, 2023
Jupyter Notebook

Mathieu2301 /TradingView-API

Sponsor

Star2.1k

📈 Get real-time stocks from TradingView

charts crypto bitcoin trading ethereum cryptocurrency stocks backtesting-trading-strategies backtesting tradingview stocks-api tradingview-scraper stocks-prices tradingview-api realtime-stocks tradingview-indicator tradingview-replay

UpdatedApr 16, 2025
JavaScript

rorysroes /SGX-Full-OrderBook-Tick-Data-Trading-Strategy

Star2k

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

python machine-learning trading feature-selection model-selection quant trading-strategies investment market-maker feature-engineering algorithmic-trading backtesting-trading-strategies limit-order-book quantitative-trading orderbook market-microstructure high-frequency-trading market-making orderbook-tick-data

UpdatedAug 27, 2022
Jupyter Notebook

whittlem /pycryptobot

Star2k

Python Crypto Bot (PyCryptoBot)

python trading telegram-bot trading-bot python3 cryptocurrency trading-strategies technical-analysis backtester backtesting-trading-strategies backtesting medium-article binance binance-api kucoin kucoin-api coinbase-pro coinbase-pro-api medium-articles

UpdatedMay 21, 2024
Python

Yvictor /TradingGym

Star1.7k

Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.

python reinforcement-learning trading trading-bot trading-api trading-platform trading-strategies trading-simulator backtesting-trading-strategies backtest

UpdatedFeb 11, 2024
Python

barter-rs /barter-rs

Sponsor

Star1.3k

Open-source Rust framework for building event-driven live-trading & backtesting systems

rust trading-bot algo-trading event-driven algotrading quant trading-platform trading-strategies hft quantitative-finance algorithmic-trading trading-simulator backtesting-trading-strategies backtesting-engine backtesting trading-systems high-frequency-trading backtesting-frameworks market-making crypto-bot

UpdatedMay 15, 2025
Rust

ivopetiz /algotrading

Star1.3k

Algorithmic trading framework for cryptocurrencies.

bot framework crypto trading realtime trading-bot trading-api cryptocurrency algotrading trading-algorithms cryptocurrencies hft hft-trading algorithmic-trading trading-simulator backtesting-trading-strategies backtest high-frequency-trading cryptocurrency-exchanges crypto-algotrading

UpdatedJul 6, 2024
Python

michaelchu /optopsy

Sponsor

Star1.1k

A nimble options backtesting library for Python

options trading option-pricing dataframe algorithmic-trading-engine algorithmic-trading algorithmic-trading-library backtesting-trading-strategies backtest algorithmic backtesting options-framework options-trading options-spreads backtesting-frameworks options-strategies trade-options option-chain option-strategies

UpdatedJul 6, 2024
Python

Lumiwealth /lumibot

Star1k

Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

finance crypto trading trading-bot investing forex cryptocurrency broker strategy trading-strategies trading-algorithms trade quantitative-finance backtester algorithmic-trading backtesting-trading-strategies backtesting-engine alpaca backtesting crypto-bot

UpdatedMay 17, 2025
Python

Kismuz /btgym

Star1k

Scalable, event-driven, deep-learning-friendly backtesting library

reinforcement-learning time-series tensorflow deep-reinforcement-learning openai-gym unreal policy-gradient a3c hacktoberfest algorithmic-trading-library quantitive-finance backtesting-trading-strategies statistical-arbitrage gym-environment advantage-actor-critic backtrader policy-optimisation algoritmic-trading

UpdatedAug 28, 2021
Python

letianzj /quanttrader

Star596

Backtest and live trading in Python

algo-trading stock algotrading trading-platform trading-strategies trading-algorithms algorithmic-trading backtesting-trading-strategies quantitative-trading trading-systems quant-trading backtests quant-trader interval-strategy

UpdatedJun 20, 2024
HTML

quarkfin /qf-lib

Star585

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

python finance trading quant trading-strategies quantitative-finance trading-simulator backtesting-trading-strategies backtesting investment-analysis backtesting-frameworks