Global

> Kronos is the first open-source foundation model for financial candlesticks (K-lines), > trained on data from over 45 global exchanges.

模块 一句话 详见 🔀 能力路由 多数据集(日K/除权/实时/分钟/盘口/财务,持续扩展)按源能力独立路由,任选组合 custom-data-source.md 🔍 选股引擎 25 个内置策略 + 分钟策略 + 自定义信号 + AI 生成,Polars 毫秒级扫全 A 股 strategy.md 📊 指标流水线 MA/EMA/MACD/RSI/KDJ/布林/量比等 68 列指标与信号,一次扫表落盘 enriched Parquet features.md 🧪 回测研究 因子/策略/分钟回测 +…

"Vibe-Trading: Your Personal Trading Agent"

Actions 标签 → I understand my workflows, go ahead and enable them

FinceptTerminal is a modern finance application offering advanced market analytics, investment research, and economic data tools, designed for interactive exploration and data-driven decision-making in a user-friendly environment.

Open Data Platform by OpenBB (ODP) is the open-source toolset that helps data engineers integrate proprietary, licensed, and public data sources into downstream applications like AI copilots and research dashboards.

Production-grade Rust-native trading engine with deterministic event-driven architecture

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions.

Open-source AI Trading OS, agent trading, and vibe trading, with Jev System One integration. Research, build Python strategies, backtest, and paper/live trade across crypto, stocks, and forex.

We have coded and run 4,843 of these papers over their own full history. Some numbers worth knowing before you pick one to implement:

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

This is a proof of concept for an AI-powered hedge fund. The goal of this project is to explore the use of AI to make trading decisions. This project is for educational purposes only and is not intended for real trading or investment.

除了基于VeighNa Station的图形化启动方式外，也可以在任意目录下创建run.py，写入以下示例代码：

桌面 Browser Bridge 优先复用 Electron 持久浏览器会话，按照订阅配置访问雪球或淘股吧主页、发现并读取文章；缺少桌面桥接时，可由所选 Agent 配合 agent-browser 采集。Go 复盘服务完成元数据整理、去重、归档与 AI 提炼。

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

阿布量化交易系统(股票，期权，期货，比特币，机器学习) 基于python的开源量化交易，量化投资架构

NET. Write a strategy once and run it unchanged in backtest, paper and live trading, deterministic, with fixed-point money and adapters for Binance, Bybit, OKX, Kraken, Bitget, Gate, KuCoin and Hyperliquid.

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

Research and development (R&D) is crucial for the enhancement of industrial productivity, especially in the AI era, where the core aspects of R&D are mainly focused on data and models.

image:: :alt: License :scale: 100% :target: .. image:: :alt: Travis-ci Build Status :scale: 100% :target: .. image:: :alt: Python versions :scale: 100% :target:

] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: ✨ :news: qbot-mini:

A vector index built on TurboQuant, written in Rust with Python bindings

MACD oscillator is trading strategy 101. MACD refers to Moving Average Convergence/Divergence. It is a momentum trading strategy which holds the belief that upward/downward momentum has more impact on short term moving average than long term moving average.

说明：镜像内已包含 Playwright 运行所需的系统依赖；Chromium 浏览器会在容器首次启动时自动下载并安装到挂载卷（默认 /app/data/playwright），首次启动可能需要几分钟且需要网络可达。

Deepseek HARNESS Quant — A股低频量化决策系统（Pitch决策链 + 因子引擎 + 五池远期验证 + HARNESS 嵌入）

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

结合多大模型分析与确定性代码风控的自主量化交易系统 ｜ Autonomous crypto trading system with multi-LLM analysis, deterministic Python risk control & OKX execution.

Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting.

提供同花顺客户端/miniqmt/雪球的股票量化交易，支持跟踪 joinquant /ricequant 模拟交易 和 实盘雪球组合

Bring realtime market data and research workflows into Claude Code, Cursor & beyond — 29 open-source Skills for stocks, options and commodities.