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arctic

High performance datastore for time series and tick data

concurrentqueue

A fast multi-producer, multi-consumer lock-free concurrent queue for C++11

disruptor

High Performance Inter-Thread Messaging Library

folly

An open-source C++ library developed and used at Facebook.

g3log

G3log is an asynchronous, "crash safe", logger that is easy to use with default logging sinks or you can add your own. G3log is made with plain C++11 with no external libraries (except gtest used for unit tests). G3log is made to be cross-platform, currently running on OSX, Windows and several Linux distros. See Readme below for details of usage.

gplearn

Genetic Programming in Python, with a scikit-learn inspired API

gplearn_stock

改进gplearn,主要使用在股票公式挖掘

hikyuu

Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架

json

JSON for Modern C++

kungfu

Kungfu Master Trading System

operon

C++ Large Scale Genetic Programming

pyecharts

Python Echarts Plotting Library

quantcup-orderbook

Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.

reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

rqalpha

RQalpha: A Python Algorithmic Trading Engine with BackTest, Portfolio Calculation and Free Day Data

starquant

a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）

test-stock-prediction-algorithms

Use deep learning, genetic programming and other methods to predict stock and market movements

trading-backtest

A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

tsa-notebooks

Jupyter notebooks on time series econometrics topics.

wondertrader

WonderTrader——量化研发交易一站式框架

yijinjing-lite

c++, low-latency in-porcess communication via mmap

zipline

Zipline, a Pythonic Algorithmic Trading Library