Open-source tools for capital markets
Open-source libraries, bots and platforms for algorithmic trading, backtesting, market data, portfolios and crypto, including AI agents that analyze stocks and suggest decisions. Next to them, what developers and researchers write about building such tools. Collected every morning from GitHub and open sources.
Updated daily. Information only, not investment advice.
- Updated
- Sources
- GitHub search API, Hacker News, DEV, arXiv, Medium
- Tools
- 69
- Articles
- 72
Read this before you use anything here
This page is for information only. It is not investment advice, not investment marketing and not a recommendation to buy or sell any security, currency or asset. Dvir Ben Ishay is not a licensed investment advisor.
The tools here are third-party open-source code with no warranty. A trading tool can have bugs, place orders you did not intend, lose real money or leak your account's API keys. Check every tool yourself, start on a demo account, and talk to a licensed professional before you put real money on it.
Open-source tools by field
Israel and TASE
9 toolsTools for the Tel Aviv Stock Exchange and the Israeli market: TASE data, scanners and portfolio trackers. The field is small, so projects with few stars are included.
- Rank 1
asafravid/sss
161 starsStock Scanner & Screener: A yfinance-based Stock Scanner and Screener, focusing on Fundamental Properties of scanned stocks.
- Language:
- Python
- Opened:
- Last update:
- nasdaq
- nasdaq100
- python
- python3
- russel1000
- snp500
- Rank 2
algonell/tase
9 starsTel Aviv stock exchange data scrapper.
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- exchange
- python
- stocks-trading
- Rank 3
JPDevelop/taseapi
2 starsA python library for the Tel-Aviv Stock Exchange API
- Language:
- Python
- Opened:
- Last update:
- Rank 4
Professional financial analysis tools for the Israeli stock market (TASE), Claude Code plugin
- Language:
- Not set
- Opened:
- Last update:
- Rank 5
Real-time Israel stock market API with WebSocket, OHLCV, and snapshot endpoints for TASE.
- Language:
- Not set
- Opened:
- Last update:
- financial-data
- il
- israel-stock-market
- market-data-api
- ohlcv-api
- stock-market-api
- Rank 6
NitzanLary/Takumi
2 starsPersonal trading intelligence platform, Israeli (TASE) and US equities via IBI, with Claude-powered AI chat agent
- Language:
- TypeScript
- Opened:
- Last update:
- Rank 7
yonicd/taseR
1 starsread data from tel aviv stock exchange (tase) website to r
- Language:
- HTML
- Opened:
- Last update:
- Rank 8
yotam-sh/trade-vault
1 starsSelf-hosted TASE/IBI portfolio tracker, Flask + CLI, multi-portfolio, tax lots, P&L analytics, and a rebalance optimizer.
- Language:
- Python
- Opened:
- Last update:
- docker
- fintech
- flask
- gunicorn
- hebrew
- investing
- Rank 9
TASE stock spread monitoring with configurable threshold alerts and email notifications. Built with claude code
- Language:
- Python
- Opened:
- Last update:
AI trading agents
12 toolsSystems where a language model reads news, filings and market data, and sometimes suggests a decision or places an order. Some are research frameworks, some are ready to run.
- Rank 1
TauricResearch/TradingAgents
121,906 starsTradingAgents: Multi-Agents LLM Financial Trading Framework
- Language:
- Python
- Opened:
- Last update:
- agent
- finance
- llm
- multiagent
- trading
- Rank 2
HKUDS/Vibe-Trading
38,019 stars"Vibe-Trading: Your Personal Trading Agent"
- Language:
- Python
- Opened:
- Last update:
- ai-agent
- algorithmic-trading
- backtesting
- fintech
- llm
- mcp
- Rank 3
OpenByteInc/QuantDinger
13,686 starsThe most complete open-source, self-hosted Agentic Trading OS, AI research, Python strategies, factor discovery, backtesting, optimization, paper/live multi-asset execution, risk controls, monitoring, MCP, and multi-tenant SaaS in one auditable stack.
- Language:
- Python
- Opened:
- Last update:
- agentic-ai
- ai-agents
- backtesting
- crypto
- finance
- fintech
- Rank 4
NoFxAiOS/nofx
13,254 starsYour AI trading terminal assistant for US stocks, commodities, forex, and crypto.
- Language:
- Go
- Opened:
- Last update:
- agentictrading
- ai
- ai-trading
- arbitrage
- binance
- bitcoin
- Rank 5
Drakkar-Software/OctoBot
6,922 starsFree open source crypto trading bot to automate AI, Grid, DCA and TradingView strategies on Binance, Hyperliquid and 15+ exchanges, with a simple interface.
- Language:
- Python
- Opened:
- Last update:
- ai-trading
- backtest
- binance-api
- bitcoin
- coinbase-bot
- cryptocurrencies
- Rank 6
simonlin1212/TradingAgents-astock
3,945 starsA-share multi-agent investment research framework, adapted to A-share data sources (Dragon Tiger List/hot money/unlocking, etc.), 7 analysts' debate and decision-making based on A-share rules, deeply modified based on TradingAgents, adapted to the A-share market. A-share multi-agent investment research framework, 7 AI analysts, bull/bear debate, risk assessment.
- Language:
- Python
- Opened:
- Last update:
- a-share
- ai-agent
- china-stocks
- claude
- fintech
- investment-research
- Rank 7
wquguru/nof0
2,753 starsOpen-source AI trading arena. A full reproduction of NOF1 Alpha Arena for running and comparing LLM agents.
- Language:
- Go
- Opened:
- Last update:
- agentic-ai
- ai
- ai-agents
- crypto
- golang
- hyperliquid
- Rank 8
shirosaidev/stocksight
2,552 starsStock market analyzer and predictor using Elasticsearch, Twitter, News headlines and Python natural language processing and sentiment analysis
- Language:
- Python
- Opened:
- Last update:
- elasticsearch
- natural-language-processing
- nltk
- python
- sentiment
- sentiment-analysis
- Rank 9
TNT-Likely/PanWatch
2,445 starsPanWatch, AI stock monitoring for A-shares, HK & US markets, powered by TradingAgents. Portfolio insights, real-time alerts & automated reports. | PanWatch: AI stock monitoring, portfolio analysis, real-time alerts and automated reports covering A-shares, HK and US stocks.
- Language:
- Python
- Opened:
- Last update:
- a-share
- agent
- ai
- ai-agent
- akshare
- deepseek
- Rank 10
achillesrasquinha/bulbea
2,347 starsDeep Learning based Python Library for Stock Market Prediction and Modelling
- Language:
- Python
- Opened:
- Last update:
- deep-learning
- finance
- machine-learning
- prediction
- python-library
- quantitative-finance
- Rank 11
ginlix-ai/LangAlpha
2,268 starsClaude Code for Financial Market
- Language:
- Python
- Opened:
- Last update:
- agent
- investment
- langchain
- langraph
- llm
- mcp
- Rank 12
Lumiwealth/lumibot
2,224 starsPython trading framework with AI agents that actually place the trade. Backtest, paper and live trade on 12 brokers: stocks, options, futures, forex, crypto and prediction markets.
- Language:
- Python
- Opened:
- Last update:
- agentic-trading
- ai-agents
- ai-trading
- algorithmic-trading
- alpaca
- backtesting
Crypto bots and exchanges
12 toolsCrypto trading bots and libraries that connect to crypto exchanges through one API.
- Rank 1
freqtrade/freqtrade
56,751 starsFree, open source crypto trading bot
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- bitcoin
- cryptocurrencies
- cryptocurrency
- freqtrade
- python
- Rank 2
ccxt/ccxt
44,856 starsA unified trading API with more than 100 crypto exchanges and prediction markets in JavaScript / TypeScript / Python / C# / PHP / Go / Java / Rust
- Language:
- Python
- Opened:
- Last update:
- altcoin
- api
- arbitrage
- bitcoin
- bot
- btc
- Rank 3
hummingbot/hummingbot
21,153 starsOpen source software that helps you create and deploy high-frequency crypto trading bots
- Language:
- Python
- Opened:
- Last update:
- ai-agents
- algotrading
- arbitrage
- backtesting
- binance
- bitcoin
- Rank 4
jesse-ai/jesse
8,795 starsAn advanced crypto trading bot written in Python
- Language:
- Python
- Opened:
- Last update:
- algo-trading
- algorithmic-trading
- bitcoin
- bot
- crypto
- crypto-bot
- Rank 5
Superalgos/Superalgos
5,784 starsFree, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.
- Language:
- JavaScript
- Opened:
- Last update:
- algorithmic-trading
- algotrading
- bitcoin-trading
- bitcoin-trading-bots
- crypto
- crypto-trading
- Rank 6
CryptoSignal/Crypto-Signal
5,659 starsGithub.com/CryptoSignal, Trading & Technical Analysis Bot, 4,100+ stars, 1,100+ forks
- Language:
- Python
- Opened:
- Last update:
- abenezer-mamo
- algorithmic-trading
- binance
- binance-api
- bitcoin
- bittrex-api
- Rank 7
nkaz001/hftbacktest
5,071 starsFree, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
- Language:
- Rust
- Opened:
- Last update:
- algorithmic-trading
- algotrading
- backtesting
- backtesting-engine
- backtesting-trading-strategies
- binance
- Rank 8
ctubio/Krypto-trading-bot
3,735 starsSelf-hosted crypto trading bot (automated high frequency market making) written in C++
- Language:
- C++
- Opened:
- Last update:
- binance
- bitcoin
- bitfinex
- bitmex
- bob-marley
- bot-platform
- Rank 9
Haehnchen/crypto-trading-bot
3,551 starsCryptocurrency trading bot in javascript for Bitfinex, Bitmex, Binance, Bybit ... (public edition)
- Language:
- TypeScript
- Opened:
- Last update:
- binance
- bitfinex
- bitmex
- bot
- bybit
- ccxt
- Rank 10
iterativv/NostalgiaForInfinity
3,527 starsTrading strategy for the Freqtrade crypto bot
- Language:
- Python
- Opened:
- Last update:
- Rank 11
alsk1992/CloddsBot
3,098 starsOpen Source AI trading agent that operates autonomously across 1000+ markets, Polymarket, Kalshi, Binance, Hyperliquid, Solana DEXs, 5 EVM chains. Scans for edge, executes instantly, manages risk while you sleep. Agent commerce protocol for machine-to-machine payments. Self-hosted. Built on Claude.
- Language:
- TypeScript
- Opened:
- Last update:
- agi
- ai
- arbitrage
- claude
- crypto
- defi
- Rank 12
Open-Trader/opentrader
2,925 starsOpen-source crypto trading bot | DCA & GRID strategies | UI | Star to support the project!
- Language:
- TypeScript
- Opened:
- Last update:
- algotrading
- bot
- crypto
- cryptocurrency
- custom-strategy
- dca-bot
Market data
12 toolsLibraries and services for prices, trading data and financial data, for research, testing and bots.
- Rank 1
microsoft/qlib
50,205 starsQlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- auto-quant
- deep-learning
- finance
- fintech
- investment
- Rank 2
wilsonfreitas/awesome-quant
30,572 starsA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
- Language:
- HTML
- Opened:
- Last update:
- algorithmic-trading-engine
- algorithmic-trading-library
- algotrading
- arbitrage-bot
- awesome
- awesome-list
- Rank 3
ranaroussi/yfinance
25,887 starsDownload market data from Yahoo! Finance's API
- Language:
- Python
- Opened:
- Last update:
- financial-data
- fix-yahoo-finance
- market-data
- pandas
- python
- stock-data
- Rank 4
akfamily/akshare
23,288 starsAKShare is an elegant and simple financial data interface library for Python, built for human beings! Open source financial data interface library
- Language:
- Python
- Opened:
- Last update:
- academic
- akshare
- asset-pricing
- bond
- currency
- data
- Rank 5
questdb/questdb
17,521 starsQuestDB is a high performance, open-source, time-series database
- Language:
- Java
- Opened:
- Last update:
- apache-arrow
- capital-markets
- database
- historian
- kdb
- low-latency
- Rank 6
waditu/tushare
15,489 starsTuShare is a utility for crawling historical data of China stocks
- Language:
- Python
- Opened:
- Last update:
- finance
- fintech
- pandas
- python
- realtime-quotes-data
- stock-data
- Rank 7
simonlin1212/a-stock-data
11,701 starsA-share full-stack data toolkit: market K-lines, daily ticks, research reports, signals, fund flow, news, financials, filings, limit-up, ETF options, public sentiment, macro interest rates, futures commodities (including DCE daily K-lines), event-driven, convertible bonds | 15 layers, 87 endpoints, 34 data sources, key-free except for iwencai | A-share data for AI agents: K-lines, ticks, reports, fund flow, news, financials, filings, options, macro, futures, events, convertibles | 15 layers, 87 endpoints, 34 sources
- Language:
- Python
- Opened:
- Last update:
- a-share
- ai-agent
- ai-skill
- china-stocks
- claude-code
- financial-data
- Rank 8
JerBouma/FinanceDatabase
9,610 starsThis is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
- Language:
- Python
- Opened:
- Last update:
- analysis
- cryptocurrencies
- currencies
- database
- equities
- etfs
- Rank 9
JerBouma/FinanceToolkit
5,517 starsTransparent and Efficient Financial Analysis
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- equities
- factor-analysis
- finance
- financial-analysis
- financial-data
- Rank 10
1nchaos/adata
5,385 starsFree and open-source A-share quantitative trading database; focusing on A-shares, focusing on quant, growing towards the sun; open, pure, continuous, generating power for AI (love). Born for individual quantitative trading, defending 3000 points, cherishing bottom opportunities... [stock data, stock market data, stock quantitative data, stock trading data, K-line market data, stock concept data, stock data interface, market data interface, quantitative trading data] [multi-source data fusion, dynamic proxy settings, ensuring high data availability]
- Language:
- Python
- Opened:
- Last update:
- 3000
- a
- china
- datasource
- financial
- kline
- Rank 11
atilaahmettaner/tradingview-mcp
5,262 starsMCP server for market analysis in AI assistants: screeners, multi-timeframe technical analysis, backtests and sentiment for crypto, stocks, forex and futures. 39 tools. Self-host free, or use the hosted version, TradingMCP.
- Language:
- Python
- Opened:
- Last update:
- claude-desktop
- cryptocurrency
- futures
- market-data
- mcp-server
- mcp-tools
- Rank 12
RomelTorres/alpha_vantage
4,943 starsA python wrapper for Alpha Vantage API for financial data.
- Language:
- Python
- Opened:
- Last update:
- alpha-vantage
- alphavantage
- api-wrapper
- bitcoin
- cryptocurrency
- finance
Portfolio and analysis
12 toolsPortfolio construction, optimization, risk and investment tracking.
- Rank 1
xbtlin/ai-berkshire
17,086 starsBerkshire in the AI era: a value investing research framework based on Claude Code / Codex. Methodologies of four masters: Buffett, Munger, Duan Yongping, and Li Lu + multi-agent parallel research. | AI-era Berkshire: a value investing research framework built for Claude Code / Codex. 4 masters' methodologies + multi-agent adversarial analysis.
- Language:
- HTML
- Opened:
- Last update:
- ai
- ai-agent
- anthropic
- berkshire-hathaway
- charlie-munger
- china-stock
- Rank 2
polakowo/vectorbt
9,805 starsThe research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- algorithmic-traiding
- backtesting
- cryptocurrency
- data-science
- data-visualization
- Rank 3
wealthfolio/wealthfolio
9,412 starsA beautiful, private, local-first personal finance tracker. Investments, net worth, spending, and simulations.
- Language:
- Rust
- Opened:
- Last update:
- macos-app
- portfolio-tracker
- self-hosted
- tauri-app
- Rank 4
PyPortfolio/PyPortfolioOpt
6,159 starsFinancial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- algorithmic-trading
- covariance
- efficient-frontier
- finance
- financial-analysis
- investing
- Rank 5
hudson-and-thames/mlfinlab
4,972 starsMlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- finance
- financial-machine-learning
- investing
- machine-learning
- portfolio-management
- Rank 6
dcajasn/Riskfolio-Lib
4,602 starsPortfolio Optimization in Python
- Language:
- C++
- Opened:
- Last update:
- asset-allocation
- convex-optimization
- cvar-optimization
- cvxpy
- drawdown-model
- duration-matching
- Rank 7
EliteQuant/EliteQuant
4,271 starsA list of online resources for quantitative modeling, trading, portfolio management
- Language:
- Not set
- Opened:
- Last update:
- algorithmic-trading
- asset-management
- asset-pricing
- machine-learning
- mathematical-finance
- portfolio-management
- Rank 8
rotki/rotki
4,089 starsA portfolio tracking, analytics, accounting and management application that protects your privacy
- Language:
- Python
- Opened:
- Last update:
- accounting
- analytics
- bitcoin
- blockchain
- cryptocurrencies
- cryptocurrency-exchanges
- Rank 9
tradytics/eiten
3,329 starsStatistical and Algorithmic Investing Strategies for Everyone
- Language:
- Python
- Opened:
- Last update:
- ai
- algorithmic-trading
- eigenvalues
- free-software
- genetic-algorithm
- hedgefund
- Rank 10
letianzj/QuantResearch
3,061 starsQuantitative analysis, strategies and backtests
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- algorithmic-trading
- algotrading
- asset-allocation
- asset-management
- backtesting-trading-strategies
- backtests
- Rank 11
gloom-sh/gloomberb
2,700 starsFinance terminal, in your terminal.
- Language:
- TypeScript
- Opened:
- Last update:
- bloomberg-terminal
- finance
- market-data
- open-source-finance
- portfolio-tracker
- stocks
- Rank 12
skfolio/skfolio
2,620 starsPython library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- Language:
- Python
- Opened:
- Last update:
- asset-allocation
- backtesting
- factor-investing
- factor-models
- investing
- investment-analysis
Backtesting and quant libraries
12 toolsBacktesting engines, quant research libraries and algorithmic trading frameworks, plus curated lists.
- Rank 1
openbq-org/OpenBB
75,313 starsOpen Data Platform for analysts, quants and AI agents.
- Language:
- Python
- Opened:
- Last update:
- ai
- crypto
- derivatives
- economics
- equity
- finance
- Rank 2
ZhuLinsen/daily_stock_analysis
69,613 starsLLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
- Language:
- Python
- Opened:
- Last update:
- a-stock
- ai-agent
- aigc
- llm
- quant
- quantitative-finance
- Rank 3
Fincept-Corporation/FinceptTerminal
33,671 starsFinceptTerminal is a modern finance application offering advanced market analytics, investment research, and economic data tools, designed for interactive exploration and data-driven decision-making in a user-friendly environment.
- Language:
- C++
- Opened:
- Last update:
- ai-agents
- algorithmic-trading
- bloomberg-terminal
- cpp
- finance
- financial-markets
- Rank 4
mementum/backtrader
23,714 starsPython Backtesting library for trading strategies
- Language:
- Python
- Opened:
- Last update:
- backtesting
- metaclass
- python
- trading
- Rank 5
stefan-jansen/machine-learning-for-trading
21,777 starsCode for Machine Learning for Trading, 3rd edition, from data sourcing to live execution.
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- algorithmic-trading
- artificial-intelligence
- backtesting
- data-science
- deep-learning
- finance
- Rank 6
quantopian/zipline
20,229 starsZipline, a Pythonic Algorithmic Trading Library
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- python
- quant
- zipline
- Rank 7
bbfamily/abu
19,159 starsAbu quantitative trading system (stocks, options, futures, bitcoin, machine learning) Python-based open-source quantitative trading and quantitative investment framework
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- bitcoin
- machine-learning
- matplotlib
- numpy
- pandas
- Rank 8
UFund-Me/Qbot
18,797 stars[updating ...] AI-powered Quantitative Investment Research Platform. online docs: https://ufund-me.github.io/Qbot qbot-mini: https://github.com/Charmve/iQuant
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- backtest
- bitcoin
- blockchain
- deep-learning
- fintech
- funds
- Rank 9
AI4Finance-Foundation/FinRL
17,041 starsFinRL: Financial Reinforcement Learning.
- Language:
- Jupyter Notebook
- Opened:
- Last update:
- algorithmic-trading
- deep-reinforcement-learning
- drl-algorithms
- drl-framework
- drl-trading-agents
- finance
- Rank 10
paperswithbacktest/awesome-systematic-trading
15,302 starsA curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
- Language:
- Python
- Opened:
- Last update:
- algorithmic-trading
- algotrading
- alpha
- arbitrage-bot
- awesome
- awesome-list
- Rank 11
myhhub/stock
15,096 starsstock. Get stock data, calculate stock indicators, chip distribution, identify stock patterns, comprehensive stock selection, stock selection strategies, stock verification backtesting, automatic stock trading, support PC and mobile devices.
- Language:
- Python
- Opened:
- Last update:
- backtest
- backtesting
- broker-trading-platform
- cyq
- distribution-of-chips
- position-cost-distribution
- Rank 12
TA-Lib/ta-lib-python
12,397 starsPython wrapper for TA-Lib (http://ta-lib.org/).
- Language:
- Cython
- Opened:
- Last update:
- finance
- pattern-recognition
- python
- quantitative-finance
- ta-lib
- technical-analysis
What developers write about building trading tools
- MediumPostby AlgoRover
Backtesting a popular YouTube EMA trading strategy using AlgoRover across multiple timeframes Read on Medium
The author recreated an exponential moving average strategy found on YouTube and ran four backtests. The goal was to evaluate which timeframes show potential for further testing. This is useful for traders interested in automated strategy validation.
Original title: One YouTube Strategy, Four Backtests in AlgoRover
- Hacker NewsPost
A personal experiment to explore the challenges of starting quantitative trading Read on Hacker News
Original title: How Hard Can Quant Trading Be? I Tried It to Find Out
- MediumPostby Daniel Aisen
Developing artificial intelligence tools tailored for institutional trading environments Read on Medium
The author discusses their changing perspective on implementing AI within institutional trading systems. The post explores the practical challenges and shifts in mindset required to build these tools. It is relevant for developers working on enterprise financial software.
Original title: Building AI tools for institutional trading
- MediumPostby Yasanji Ratnaike
Building a simulated hedge fund managed by a team of eight AI agents Read on Medium
The author constructed a trading desk where eight AI agents manage a simulated portfolio of one million dollars. The post details the system architecture and key lessons learned from the experiment. It is useful for developers interested in multi-agent AI systems for finance.
Original title: I Built a Hedge Fund Run by a Team of AI Agents
- MediumPostby Walid Koussa
Building a Python crypto trading bot using ccxt with real-world execution handling Read on Medium
This guide explains how to develop a cryptocurrency trading bot using Python and the ccxt library. It addresses common post-development issues, such as handling incomplete candle data and managing orders on a testnet. Developers looking to build robust execution systems will find this helpful.
Original title: How to build a Python crypto trading bot with ccxt: data, signals, orders and a testnet
- MediumPostby Truong Pham | Moon The Train
Backtesting the TradingView Hull Suite strategy and analyzing repainting issues Read on Medium
The author performs a backtest of the Hull Suite strategy on TradingView. The post addresses common configuration settings and analyzes whether the strategy suffers from repainting issues. It is useful for technical traders using Pine Script.
Original title: TradingView Hull Suite Strategy: Repaint, Settings, Backtest
- MediumPostby Respect Barrister K
Using an AI operator to manage daily operations of a trading bot Read on Medium
The author shares operational logs from running a small trading bot managed by an AI agent. The AI operator quickly identified a critical bug in the auto-restart mechanism that had previously gone unnoticed. This write-up is useful for developers interested in AI-driven system administration and bot operations.
Original title: I Let an AI Run My Trading Bot’s Daily Ops. Its First Find: Auto-Restart Had Never Worked Once.
- DEVPostby Josep Oriol Carné
The Martingale: Mathematical Origins and the Inevitability of Ruin Read on DEV
- DEVPostby Pavel Kazantsev
Testing thousands of exit rules in quantitative trading and the validation challenge Read on DEV
The author evaluated 12,720 exit configurations across 14,399 events in 15 cryptocurrency markets using a simulator. The post discusses why the results failed validation and the challenges of multiple testing in quantitative research. It is useful for quant researchers designing backtests and exit strategies.
Original title: We Tested 12,720 Exit Rules. The Result Wasn't Validated.
- arXivPaperby Jacky Chen, Ing-Haw Cheng, John Hull et al.
Reinforcement learning for options market making and hedging under real market conditions Read on arXiv
The authors evaluate a reinforcement learning agent trained on historical S&P 500 options data to manage inventory risk. They compare its performance in tail-risk protection against traditional delta hedging and agents trained in simulated environments. This study is valuable for quantitative researchers and options market makers.
Original title: Risk-Sensitive Reinforcement Learning for an Options Market Maker: An Empirical Study with Real S&P 500 Options
- arXivPaperby Yebo Feng, Guangyan Gan, Liangrui Pan et al.
Analyzing whether LLM trading agents track or follow market reactions to news Read on arXiv
The authors present a multi-agent trading system designed to evaluate how LLM judgments of web news relate to market movements. They investigate whether these models anticipate market reactions or merely react to delayed news reports. This research is useful for developers building news-based algorithmic trading systems.
Original title: Track or Follow? A Jev-Compatible Multi-Agent Trading System When Web News Lags the Market
- arXivPaperby Peixu Xin, Runchuan Feng, Jiazhen Guo et al.
Detent enables batch-invariant LLM serving and reinforcement learning rollouts with low latency Read on arXiv
The authors introduce Detent, a framework that ensures reproducible and batch-invariant LLM inference without sacrificing execution speed. By optimizing kernel selection parameters, it achieves deterministic outputs across different batch configurations. This tool is highly useful for developers working on reinforcement learning rollouts and verifiable LLM deployments.
Original title: Detent: Batch-Invariant LLM Serving and RL Rollouts at Near-Stock Speed
- arXivPaperby Jiashun Wang, Beile Wang, Guangyan Gan et al.
M3FT framework for multi-agent cryptocurrency perpetual futures trading using micro-macro reasoning Read on arXiv
The authors propose M3FT, a multi-agent framework designed for trading cryptocurrency perpetual futures. The system combines micro-level numerical data with macro-level market interpretations to optimize multi-asset positions. It is useful for quantitative developers building automated crypto trading systems.
Original title: M3FT: Micro-Macro-Micro Reasoning for Multi-Agent Cryptocurrency Perpetual Futures Trading
- MediumPostby Manpreeth Sai
Backtesting six years of Polymarket data to evaluate betting on favorites. Read on Medium
The author built a systematic algorithm to analyze historical data from the prediction market Polymarket. The analysis suggests that consistently backing the favorite does not yield profitable results. This is useful for prediction market traders and algorithmic bettors.
Original title: I backtested 6 Years of Polymarket Data. Backing the Favourite Doesn’t Pay.
- MediumPostby Kevin Meneses González
Comparing Backtrader, vectorbt, and Backtesting.py on a ten-year historical dataset. Read on Medium
The author executed the same trading strategy across three Python backtesting libraries using ten years of data. The results show that Backtrader and vectorbt produced identical outcomes, while Backtesting.py had a minor discrepancy. This comparison is useful for quantitative developers choosing a backtesting framework.
Original title: Backtrader vs vectorbt vs Backtesting.py: I Ran the Same Strategy on 10 Years of Data
- MediumPostby Kryptera
Backtesting MACD trading rules on forty-three stocks from the NIFTY fifty index. Read on Medium
The author tested different MACD indicator strategies on historical stock data from the Indian market. The results showed that high win-rate rules barely generated profits, while a rule with a high loss rate performed best. This post is useful for technical analysts and retail algorithmic traders.
Original title: The Indicator Everyone Trusts Lost the Race: Backtesting MACD on 43 NIFTY 50 Stocks
- arXivPaperby Mark Oskin
Retrofitting unbounded context windows onto existing language models without retraining Read on arXiv
The authors demonstrate a method to enable unbounded context windows in stock language models without modifying their weights. By manipulating the geometry of rotary attention, the models can retrieve information from extremely long sequences. This technique is highly relevant for developers building LLM applications that process massive financial documents.
Original title: Retrofitting Unbounded Context onto Stock Language Models
- arXivPaperby Xiangjing An, Zhibin Jiao, Aiting Chen
StockASkill: A local-first quantitative coprocessor for autonomous stock selection agents Read on arXiv
The authors present StockASkill, a local-first system designed to reduce latency and API dependency in quantitative stock selection. It integrates a DuckDB database engine containing historical price records and financial disclosures across multiple global markets. This tool is useful for quantitative researchers and developers building autonomous trading agents.
Original title: StockASkill: A Local-First AgentSkill for Intelligent Stock Selection
- MediumPostby BenjaminCup
Building and deploying a Python market maker bot on Polymarket Read on Medium
The author explains how to transition a Python-based market making bot from backtesting to live trading. The guide covers paper trading, live execution, and production monitoring on the Polymarket platform. It is designed for developers interested in prediction market automation.
Original title: Polymarket Trading Bot : Market Maker: From Backtesting to Live Trading and Production Monitoring
- MediumPostby Jenny · Zero1 AI
A non-technical guide to the nine steps of building a trading bot Read on Medium
The post outlines the nine essential stages required to transform a trading strategy into an active execution loop. The author details the decisions made at each step and the consequences of skipping them. It serves as a conceptual guide for anyone planning to develop trading software.
Original title: How a Trading Bot Gets Built
- DEVPostby Odilon HUGONNOT
Understanding price origins in trading backtests and DeFi oracles through two books Read on DEV
The author reviews insights from books by Chan and Zhou regarding price data reliability. The post covers critical issues like look-ahead bias in backtesting and the manipulation of flash-loan oracles. It is useful for DeFi developers and quantitative researchers.
Original title: Backtest and oracle: where does this price come from? Two books read
- DEVPostby Dron Pancholi
Why a high win rate over few trades lacks statistical significance Read on DEV
The author explains why a seventy percent win rate across only twenty trades is statistically meaningless. The post demonstrates how small sample sizes can mimic random chance, making it indistinguishable from a coin flip. This analysis is useful for traders evaluating strategy performance.
Original title: Why a 70% Win Rate Over 20 Trades Means Nothing
- DEVPostby Dron Pancholi
Comparing advertised claims of AI trading bots with their actual performance Read on DEV
The author investigates the actual performance of grid bots, DCA bots, and AI-based expert advisors. The post contrasts promotional dashboard metrics with findings from independent verifications. This comparison is useful for algorithmic traders and retail investors considering automated tools.
Original title: AI trading bots in 2026: real returns vs advertised claims
- DEVPostby Dron Pancholi
Why every trading model must pass a simple baseline performance test Read on DEV
The author argues that any trading model must outperform basic benchmarks before being deployed with real capital. The post describes baseline tests such as always-bullish or no-change strategies to evaluate true model value. This guide is helpful for quantitative developers and strategy builders.
Original title: Beat Nothing First: The Baseline Test Every Trading Model Must Pass
- DEVPostby Dron Pancholi
SEBI data shows high losses among retail derivatives traders in India Read on DEV
The author analyzes a study by SEBI showing that nearly eighty-eight percent of individual futures and options traders lost money in the 2026 fiscal year. The post explores the scale of these financial losses and discusses the psychological factors that drive retail traders to continue. It is relevant for market researchers and retail investors.
Original title: SEBI’s FY26 Data: 88% of Retail F&O Traders Lost ₹91,685 Crore, And Why They Keep Coming Back
- arXivPaperby Yupeng Cao, Xueqing Peng, Lingfei Qian et al.
Introducing FINCOSMOS, an open-world evaluation framework for financial AI agents. Read on arXiv
The authors present FINCOSMOS, a benchmark designed to test financial LLM agents in realistic, open-world environments. Agents must gather their own web data, construct backtests under specific constraints, and deliver verifiable results without pre-defined datasets. This framework is useful for researchers and developers building autonomous financial assistants.
Original title: FINCOSMOS: An Open-World Evaluation Paradigm for Agents in Finance
- arXivPaperby Zeyu Liu, Xuanzhi Feng, Haoran Xu et al.
A forecast-augmented policy optimization framework for managing investment portfolios. Read on arXiv
The authors propose Forecast-Augmented Relative Policy Optimization (FRPO) to improve account-level trading decisions. The system separates asset opportunity forecasting from account-level execution using a jointly learned representation. This research is valuable for quantitative researchers and developers of automated portfolio management systems.
Original title: Foresee to Trade: Forecast-Augmented Policy Optimization for Portfolio Management
- MediumPostby BenjaminCup
Building a Python backtesting framework for a Polymarket market maker bot Read on Medium
The author provides a guide on constructing a Python framework to backtest market-making strategies on Polymarket. The post explains how to simulate realistic order execution and optimize bot performance. It is designed for developers interested in prediction markets and algorithmic market making.
Original title: Polymarket Trading Bot : Market Maker Optimization: How to Backtest Strategies and Tune Trading…
- MediumPostby Nayab Bhutta
Analyzing strategy robustness by removing the top five most profitable trades Read on Medium
The author explores how removing the five most successful trades impacts the overall performance of a backtested strategy. The post discusses how a strategy claiming forty percent annual returns might rely entirely on a few outliers. This analysis helps quantitative researchers evaluate the robustness of their trading systems.
Original title: What Happens When You Remove the 5 Most Profitable Trades From a Backtest?
- MediumPostby EA Rebate | Forex Costs & EA Research
Identifying overfitting and data bias in Expert Advisor backtesting Read on Medium
The author explains why trading strategies with excellent backtesting results often fail in live trading. The post focuses on detecting overfitting and data bias before deploying an Expert Advisor. It is useful for algorithmic traders looking to improve their strategy validation.
Original title: Is Your EA Backtest Lying to You?
- arXivPaperby Henry Zhang
An open-source bounded LLM research loop for quantitative trading strategy discovery. Read on arXiv
The authors introduce Autonomous Quant Researcher, a framework that limits LLM actions to prevent overfitting and false discoveries in trading. The model proposes strategies via declarative JSON, while execution and evaluation are handled by trusted, sandboxed code with strict data splits. This tool is highly useful for quantitative researchers looking to automate strategy generation safely.
Original title: Hard to Fool: A Bounded LLM Research Loop for Quantitative Finance, and What Two Dozen Campaigns Found
- MediumPostby Alexzap
Building custom Python heatmaps for alpha discovery and market risk analysis Read on Medium
The author provides a guide on creating custom heatmaps using Python. These visualizations are designed to help with alpha discovery, market risk analysis, and evaluating trading strategies. It is aimed at quantitative researchers and developers looking to improve their data visualization tools.
Original title: Advanced Python Visualizations Every Quant Should Know, Part 6: DIY Heatmaps for Alpha, Risk, and…
- MediumPostby Daniel Parmeggiani
Running a production trading system with AI as the sole software engineer Read on Medium
The author shares their experience of using AI as the only engineer to run a live trading system. The project encountered 49 different points of failure, which could not be resolved by improving the prompts. This post is highly relevant for developers exploring the limits of AI in production environments.
Original title: I ran a production trading system with an AI as the only engineer
- DEVPostby Manish Kumbham
Testing and open-sourcing hundreds of failed crypto trading strategies Read on DEV
The author tested 748 crypto trading hypotheses and shared the resulting code and analysis. The post details the systematic evaluation of these strategies and documents why they failed. This resource is valuable for crypto developers looking to avoid common algorithmic trading pitfalls.
Original title: I tested 748 crypto trading strategies and open-sourced the code and autopsy reports of the corpses
- arXivPaperby Zhan-He Wang, Zi-Yang Lang, Yi-Yang Li et al.
CosmosAlpha: A graph-based LLM framework for mining predictive alpha factors. Read on arXiv
The authors introduce CosmosAlpha, a framework that uses multi-relational graph search and Pareto-guided exploration to discover formulaic alpha factors. By analyzing statistical relationships across search branches, the system avoids redundant exploration and balances multiple objectives. This research is useful for quantitative researchers developing alpha generation pipelines.
Original title: CosmosAlpha: Multi-Relational Graph Search with Pareto-Guided Exploration for LLM-Driven Alpha Mining
- arXivPaperby Russlan Ramdowar
Evaluating the economic trade-offs of running fresh AI stock analysis reports. Read on arXiv
The authors analyze the cost-benefit ratio of generating new multi-agent AI stock reports versus reusing older analyses with price updates. Using thousands of reports, they test different portfolio configurations under realistic trading and research costs. This study is valuable for investment firms and developers managing AI-driven research budgets.
Original title: When Is Fresh AI Stock Analysis Worth It? Allocating a Limited Research Budget Across Price Updates, Deep Forecast Refreshes, and Editorial Reviews of Top Stock Picks
- arXivPaperby Hao Zhou, Tiejun Ma, Luis Felipe Costa Sperb
LENS: A stock prediction framework combining LLM priors and news-driven semantic graphs. Read on arXiv
The authors propose LENS, a framework that integrates static company relationships extracted from LLMs with dynamic news-driven graphs. The system weights the reliability of relations to improve stock return prediction and ranking. This research is useful for quantitative developers working with graph neural networks and alternative data.
Original title: LENS: Reliability-Aware Stock Prediction via LLM-Extracted Priors and News-Driven Semantic Graphs
- MediumPostby BenjaminCup
A step by step guide to building a Polymarket market maker bot Read on Medium
This post is the final part of a series on building a market-making bot for Polymarket using Python. The author covers testing, deployment, and monitoring strategies for the automated system. It is designed for developers interested in algorithmic trading on prediction markets.
Original title: How to Build and Deploy a Polymarket Market Maker Bot in Python: Testing, Monitoring, and…
- MediumPostby Fabian Weber
How unrealistic execution prices can distort backtesting results Read on Medium
The author explains how simulated safety exits can execute at unrealistic prices, inflating backtest results. They share a comparison between a simulated profit of 264,000 dollars and a real-world profit of 5,950 dollars. This post is useful for developers looking to build more realistic execution models in their trading simulators.
Original title: My Backtest's Safety Exit Sold at Prices That Never Existed
- arXivPaperby Amir Dehkordi, Alireza Kargarzadeh, Nariman Khaledian et al.
Testing LLM stock prediction signals under a strict, leak-proof evaluation protocol. Read on arXiv
The authors introduce OLIVIA, a rigorous testing protocol designed to eliminate look-ahead bias and memorization in LLM-based stock prediction. They apply this protocol to evaluate several decision models reading news about S&P 500 stocks, showing how predictive signals decay on truly blinded test data. This paper is highly valuable for quantitative researchers designing robust backtests.
Original title: Thinking Fast, Trading Late: System One Decision Models vs the Market