What's your favorite open-source software for trading stocks?
Open-source trading platform for novice and professional traders
What open source trading platform are available - Quantitative Finance Stack Exchange
Open Source trading platform options?
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Ideally one lightweight enough to run on a raspberry pi. Should at least be integrated with Alpaca, and support 1-hour intervals.
I've developed NextTrade (GitHub link), the worlds best open-source UI-based trading platform. It has functionality that no other trading platform can match including:
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Creating trading strategies using a simple, easy-to-use UI
Strategy Page
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Backtest those strategies using historical data
Backtest Builder
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Live-trade those strategies in the market
Deployment Settings
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Optimize the parameters of the strategies using advanced AI algorithms (NSGA-II multi-objective optimization)
Optimization Page
Being 100% open-source, users are able to
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download the code
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change whatever they want
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see how the advanced algorithms are implemented
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create new trading conditions
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EASILY connect the app for live-trading
It’s perfect for the novice trader looking to develop their own platform or trading strategy.
Why open-source it?
NextTrade is a great platform to give users inspiration to create their own platform or trading strategy. In practice, the app's backtesting functionality is too slow and memory-intensive for complicated trading strategies. This in particular makes the optimizations take orders of magnitude more time than they should. Moreover, the architecture for the "strategy" concept was implemented in a way that makes it too rigid. It's not configurable enough to implement extremely complicated ideas (think the 5Day SMA * 0.7 > 300 Day EMA + 0.3*SD).
That’s why I started from scratch and am working to implement the next evolution of NextTrade, called NexusTrade. NexusTrade is built off of the idea of NextTrade, but is A LOT faster, more configurable, and more accurate. Some of the features include:
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The ability to create ANY trading strategy you can imagine using a simple, easy-to-use UI
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Ideas like the 5Day SMA * 0.7 > 300 Day EMA + 0.3*SD are super easy to implement without needing to know how to code at all!
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More configurable condition page
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Backtesting the strategy over decades of historical data in seconds
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Optimizations are now A LOT faster
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You can create strategies with an AI-Powered Chat
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(Coming soon) the ability to live-trade in the app
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the ability to optimize the strategy using genetic algorithms
NexusTrade also has a Roadmap so you can see exactly what I’m working on, and offer suggestions for features you would use.
Both platforms are completely free. If you want to learn how to build your own trading platform or implement trading strategies, you'll get more value from NextTrade. If you want to create a trading strategy, but don’t have time to learn to use a complicated platform, you should check out NexusTrade.
Definitely check out Quantopian and Zipline.
Quantopian provides a free research environment, backtester, and live trading rig (algos can be hooked up to Interactive Brokers). The algorithm development environment includes really handy collaboration tools and an open source debugger. They provide tons of data (even Morningstar fundamentals!) free of charge.
Quantopian's platform is built around Python and includes all the open source goodness that that the Python community has to offer (Pandas, NumPy, SciKitLearn, iPython Notebook, etc.)
Successful live traders will be offered spots in the Quantopian Managers Program, a crowd-sourced hedge fund.
Zipline is the open source backtesting engine powering Quantopian. It provides a large Pythonic algorithmic trading library that closely approximates how live-trading systems operate.
(full disclosure: I work at Quantopian)
QuantConnect provides an open-source, community-driven project called Lean. The project has thousands of engineers using it to create event-driven strategies, on any resolution data, any market, or asset class.
Our system models margin leverage and margin calls, cash limitations, transaction costs. We maintain a full cashbook of your currencies. It's about as close to reality as possible. It's 20x faster than Zipline and runs on any asset class or market. We provide tick, second or minute data in Equities and Forex for free.
QuantConnect supports Python, C#, and F#
I'm a founder @ QuantConnect
January 2017: We now offer intraday Options, Futures, Forex, CFD, and US Equities backtesting through QuantConnect.com
October 2017: We have added crypto trading on GDAX.
April 2018: We have created a modular algorithm framework; separate algorithm components that can be plugged together for rapid algorithm development.
Jan 2019: Launched an Alpha Marketplace, with submissions from quants around the world.
July 2020: We broke apart the platform into services like AWS. Allowing you to spin up different parts of our platform and only pay for what you use.
August 2020: We added L1-Spread data and fill models for equities backtesting.
December 2020: We added future-options support.
January: 2021: Deployed cloud-optimization to test parameter sensitivity.
February 2021: Opened our alpha market place to all investors containing hundreds of strategies with SR >1.
I am looking for a open source trading platform that I can customize. My interest is in trading currency both fiat and digital.
I have narrowed my shortlist down to 6 github projects.
I would like to know which of the following projects is the most robust and closest to being production ready. And in the case of the 'standard currency' oriented platforms which is most easily extensible to able to do crypto trading also.
P.S. Programming language is not a big consideration for me. But execution speed might be.
Standard Currency
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Zipline (Quantopian Hedge Fund) - [5,281 Stars] [1,712 Forks] [88 Contributors] [Python] - https://github.com/quantopian/zipline
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LEAN (Quantconnect) - [972 Stars] [634 Forks] [58 Contributors] [.NET] - https://github.com/QuantConnect/Lean
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Backtrader - [753 Stars] [234 Forks] [26 Contributors] - https://github.com/mementum/backtrader
Crypto Currency
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Gekko [2312 Stars] [747 Forks] [77 Contributors] [JS] - https://github.com/askmike/gekko
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StockSharp [987 Stars] [435 Forks] [17 Contributors] [C#] - https://github.com/StockSharp/StockSharp
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Tribeca [830 Stars] [233 Forks] [18 Contributors] [JS] - https://github.com/michaelgrosner/tribeca
If there are some other open source platforms that should be on my radar I would be glad to hear about them.
Cheers.