HKUDS/Vibe-Trading
"Vibe-Trading: Your Personal Trading Agent"
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"Vibe-Trading: Your Personal Trading Agent"
TSP自托管、零运维的 A 股「自建策略 + 监控 + 回测」量化工作台 | LLM能力驱使策略定制+个股分析+复盘 | 自由接入第三方数据源与个性化扩展数据 | 个人开源
Open-source AI Trading OS, agent trading, and vibe trading, with Jev System One integration. Research, build Python strategies, backtest, and paper/live trade across crypto, stocks, and forex. Launch your own multi-tenant trading SaaS with built-in user management, billing, payments, and settlement.
Open source software that helps you create and deploy high-frequency crypto trading bots
中国A股（A-share / AShare / AStock）股票数据与金融数据基础设施，面向量化交易与回测。55个日更数据集：沪深股票行情、财务数据与基本面、期货数据、资金面、公告事件、指数行业、宏观与风险。行级溯源、PIT 语义、复权与历史成分内置，MCP 原生。自托管，零注册、零 API Token。China stock market data for quant research and AI agents.
The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Event-driven algorithmic trading engine for .NET. Write a strategy once and run it unchanged in backtest, paper and live trading, deterministic, with fixed-point money and adapters for Binance, Bybit, OKX, Kraken, Bitget, Gate, KuCoin and Hyperliquid.
Oracle3: open-source trading engine and MCP server for prediction markets. Finds fee-adjusted no-arbitrage violations across related event contracts and trades them live on Kalshi, Polymarket and Solana, or on paper, under pre-trade risk limits. 13 MCP tools, JSON CLI, agent skills, 600+ tests.
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
An open-source, high-performance quantitative trading framework in C++/Python focused on strategy analysis and backtesting Trading model R&D · Ultra-fast engine · Efficient backtesting
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
Paper trading simulator for Polymarket
Python 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.
Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.
Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.
A data platform for investment research. Ingests financial data sources and computes point-in-time financial metrics for valuation and screening. Delivered as an MCP server.
Stock market MCP server for Yahoo Finance data, technical analysis, portfolio tracking, and Python backtesting. Runs locally with no API key for core tools.
Python AutoML for Trading Systems and Sports Betting
Open-source quantitative decision lab: test market assumptions, preserve negative results, and reproduce evidence.
宽宝 QuantBuddy： 一整套面向Agent Invesment投资研究与决策的底层设施与能力的调用skill， 覆盖A股/港股/美股/期货/宏观/ETF的量化分析与计算。支持行情、估值、财务查询、选股筛选、因子计算、策略回测。A complete infrastructure for Agent based investment analysis and decision through skill calling. Including quant skill for A-share, HK & US stocks/futures/ETF/macro — market data, fundamentals, screening, factor & backtest.
A live arena where LLM agents trade real market data with virtual money — every thought, tool call, thesis and post-mortem is public. Bring your own model and key.
That's all 22 repositories in this period.
