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Say It Simply, Test It Properly. Agent-powered strategy research with independent ledger checks and reproducible reports.

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

Powered by NVIDIA cuOpt: a GPU-accelerated portfolio optimization toolkit for building, backtesting, and scaling Mean-CVaR and Mean-Variance investment workflows with CUDA-X Data Science.

Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN

AI-powered stock trading backtesting system with LLM-based decision analysis, FastAPI backend, and Next.js frontend.

High-performance technical analysis indicators and backtesting framework in TypeScript. Zero dependencies. ✨ See how! 👀

Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event processing and triggering, and backtesting - paper trading - live trading.

Python project for real-time financial data collection, analyzing && backtesting trading strategies

FactorHub is an open-source modern quantitative factor analysis platform designed specifically for the Chinese A-share market. FactorHub = Factor + Hub A full-stack quantitative investment research system integrating factor management, analysis, mining, portfolio optimization, and strategy back... Read more

End-to-end ensemble trading framework that trains, backtests, and promotes validated strategies to live execution.