Alternatives and similar repositories for aioquant

Users that are interested in aioquant are comparing it to the libraries listed below

• freepai / freepai-quant
  基于 TheNextQuant 的量化交易框架
  ☆20Updated 2 years ago
• getjake / AIOQuant-Frontend
  The Interactive Frontend Built for Aioquant.
  ☆13Updated 3 years ago
• supervik / crypto-exchanges-latencies-test
  data and hummingbot script testing crypto CEX latencies
  ☆13Updated last year
• tpim / thenextquant
  Asynchronous driven quantitative trading framework.
  ☆15Updated 2 years ago
• CongZhengithub / aioquant
  Asynchronous event I/O driven quantitative trading framework.
  ☆12Updated 4 years ago
• josephchenhk / qtrader_strategies
  Demonstrative examples for developing quantitative and systematic strategies
  ☆38Updated last year
• guhhhhaa / aioquant-add-triangular-arbitrage
  Asynchronous event I/O driven quantitative trading framework.
  ☆19Updated 4 years ago
• jinjuo / thousandTrading
  Quantized transaction strategy open source
  ☆30Updated 5 years ago
• shaojintian / multifactor_quant_learning
  multifactor_quant_learning
  ☆13Updated this week
• liujiaecit / kfx-broker-okx
  OKX crypto
  ☆28Updated last year
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated last month
• jifengthu / awesome_hft_factors
  ☆26Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• veighna-global / vnpy_mt5
  MT5 trading gateway for VeighNa Evo
  ☆23Updated last year
• veighna-global / vnpy_bybit
  Bybit trading gateway for VeighNa Evo
  ☆24Updated 9 months ago
• algosenses / Order_Imbalance_HFT
  非平衡订单流高频交易模型
  ☆108Updated 6 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆57Updated 2 years ago
• akenshaw / btcusdt-orderflow
  Python GUI visualizing real-time market trading activity
  ☆21Updated last year
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆23Updated 2 years ago
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆37Updated last week
• SimoHaiLiu / thenextquant
  事件驱动的量化交易/做市框架。
  ☆82Updated 6 years ago
• veighna-global / vnpy_deribit
  VeighNa框架的Deribit交易接口
  ☆19Updated 2 years ago
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆65Updated 5 years ago
• xic18 / High-frequency-prediction-of-stock-returns
  High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.
  ☆15Updated 2 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 5 years ago
• tysonwu / stack-orderflow
  Orderflow chart GUI using finplot and pyqt5graph
  ☆111Updated 2 years ago
• FinHackCN / xlib
  一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能
  ☆46Updated 3 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆45Updated 7 years ago
• Ktry1991 / quant
  量化交易策略-多行业协整配对交易策略
  ☆25Updated 7 years ago
• weiqingv / DEAP-alpha-learner
  Alpha mining with DEAP-based genetic programming.
  ☆9Updated last year