A research-driven algorithmic trading system for developing, validating, and deploying quantitative strategies.
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Updated
Aug 16, 2026 - Python
A research-driven algorithmic trading system for developing, validating, and deploying quantitative strategies.
Blankly-Finance-Plugin: Advanced RSI-Trading-Strategy and Machine-Learning tools. Features a Technical-Analysis-API for Crypto-Asset-Management.
Shared workspace for ESGF_School Quant Connect organization
Native C++ shared library implementing quantitative trading algorithms: Altman Z, Piotroski, DCF, PEG, Greenblatt, momentum, composite scoring.and much more.
Structural trading research mapping synthetic market engines, actor behavior, spike ignition, timing sync, liquidation flow, and candle microstructure. Built from spatiotemporal pattern recognition, dynamic systems perception, and microstructure intuition.
🚀 Educational virtual trading platform using Streamlit & Supabase. Features a hybrid price engine for risk-free simulation, strategy backtesting, and quantitative research. Perfect for fintech open-source contributors!
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