Simple limit order book and matching engine.
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- 2022-08-28
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- Trading engines and platforms
The business of foreign exchange
An index of public GitHub repositories across FX trading, macro research and quantitative finance. Browse by category or search by name, topic and language.
1,763 repositories · facts retrieved 2026-11-05
Simple limit order book and matching engine.
Download and stream historical price data for variety of financial instruments (Forex, Commodities and Indices) from Dukascopy Bank SA.
LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.
Python framework designed for algorithmic trading on the MetaTrader 5 platform. This repository provides tools and scripts to automate trading strategies, manage positions, and analyze historical…
Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic data all in one place.
Market-structure reconstruction. Convex options trades from dark pool, OTC flow, and the volatility surface.
Forex trading strategy learning with reinforcement learning
An implementation of TD Sequential + TDST Support/Resistance levels for MT4 and MT5 with customizable alerts.
A Java library for writing automated expert advisors.
Closed-form trend-following analytics, reference system implementations, and reproducible futures evidence in Python for quantitative researchers and practitioners
Institutional XAUUSD Gold trading system with ICT/SMC strategies, HFT scalping, and ML AI inference on MetaTrader 5
Open-source broker connectivity for code, apps, and AI agents. One normalized API for brokers & exchanges: accounts, positions, trade history, performance stats, with your own keys, running wherever…
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
Links for the most relevant topics
Using ML to create a ForEx trader to invest my personal finances to get rid of student debt
This project aimed to develop a model for predicting the price movements of the EUR/USD currency pair in the foreign exchange market using both fundamental and technical analysis. The model achieved…
The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.
Limit Orderbook & Matching Engine + market simulation & visualsation.
This repository contains the source code and content for the website algotradinglib.com, focused on algorithmic trading and financial market analysis.
About JS library for Turkish financial markets - BIST stocks, forex, crypto, funds, inflation
Golang + Vue3 加密币模拟交易所。
A Full-stack, Auction-market, Spot-exchange.
FIX library generated with C++ PreProcessor to be used in latency sensitive context.
Forex and stock market predictions using transformer
Finance related Go functions (e.g. exchange rates, VAT number checking, …)
Implementation of ISDA SIMM v2.3~2.6
Interactive app to monitor market using Python
MT5 Expert Advisor Template to create your own EAs for MetaTrader 5.
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly…
Command line interface and Python client for QuantRocket
A menu bar app to track stock prices, currency exchange rates, and cryptocurrency prices.
Advanced charting and trading platform for Windows. Real-time charts, technical indicators, drawing tools and multi-timeframe analysis for traders and investors.
MathX: A production-ready scientific calculator and unit converter for Android with 160+ live currencies and 8 unit categories.
Cira algorithmic trading made easy. A Façade library for simpler interaction with alpaca SDK from Alpaca Markets.
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility…
GoQuant is a powerful Go framework designed for financial data analysis and visualizations, with no boundaries!
In the world of foreign exchange (forex) trading, an expert advisor (EA) is software that tells you when to make trades. You can even program the software to initiate and execute trades for you by…
MetaTrader 5 in a real Windows VM (Docker + QEMU/KVM), driven over REST + MCP: programmatic trading plus server-side TA. OHLC bars enriched with RSI/MACD/Bollinger/ADX/VWAP/Ichimoku/Order…
ANTA: Ultra-fast, zero-C technical analysis, WorldQuant alpha factors & vectorized backtesting library for Polars.
众人的因子回测框架 stock factor test
Python implementation of the ACM Term Premium Model
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian…
بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)
一个用于将大型语言模型 (LLM) 与 MetaTrader 4 (MT4) 连接起来的 Python 框架,用于创建自主的、工具驱动的算法交易机器人。A Python framework to bridge Large Language Models (LLMs) with MetaTrader 4 (MT4) for creating autonomous, tool-driven…
BCV Exchange rate: This API is used to get the exchange rate of the BCV (Central Bank of Venezuela)
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time…
CLI bond calculator that computes bond YTM, price, duration, and convexity.
US Treasuries Yield Curve Data
Access DBnomics data series from Julia.
Dockerized MetaTrader 5 with Python data bridge (REST API + WebSocket streamer).