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I would like to compile a list of open source trading platforms. Something that would give an overview and comparison of different architectures and approaches.

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This question may be too broad in scope... i.e. A data capture layer, data stores/management, analytics, signal generation, order management and routing, risk management, and reporting/post trade items. All are potential components, can you clarify on which of the above aspects you want to know about? or are you looking for a "do-it-all product"? – Kyle Balkissoon Jan 7 '15 at 16:40

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)

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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. Its about as close to reality as possible. Its 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#, Java, F#, and Visual Basic

I'm a founder @ QuantConnect

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Can you please post a link to how Python is supported? I had a quick poke around your site but didn't find it immediately and gave up. – snth Aug 12 '15 at 8:12
Added links in answer to Github for LEAN. To use other languages on QuantConnect.com just click on Create Project. – JaredBroad Aug 12 '15 at 16:14
Thanks @JaredBroad. – snth Aug 13 '15 at 7:07

Can take a look the other pointers from wikipedia http://en.wikipedia.org/wiki/Algorithmic_trading

Another list is here: http://algotradingindia.blogspot.it/2012/05/open-source-trading-platforms-list.html

For hedge funds there is a famous top solution publicly available (referenced by wiki), but not "open source". ("Open source" stuff is usually put around by enthusiasts with no clue about real algo trading.)

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As a beginner in AlgoTrading QuantConnect and Quantopian are great for practice and improving your skills but for a serious Algo Trader , they are basically useless. An Algo Trader requires flexibility to investigate trading ideas and add or remove libraries or parts of the system that do not work. You need to automatically and constantly reevaluate your systems . At this level of trading , Quantopian and Quantconnect are very rigid and completely not capable. May be in a few years they will be at a level where implementing new trading ideas with more advanced libraries is possible. This two startups are looking for money , plain and simple. If you have been developing algos that are actually profitable and you are in know in the trading industry. if you have worked with the Big boys, Hedge funds, HFT firms, and Trading firms you will know why i say this. Just be careful do not put all your eggs in one basket

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List of links/projects I stumbled upon while doing the research:

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QuantConnect and Quantopian were the first algorithmic trading platforms that became available and they are the most advanced (even though they need a lot more work for a professional trader, they are a good starting point).

This is an emerging market, lots of startups are rising. Nowadays new platforms are available, for example:

  • www.cloud9trader.com
  • alta5.com
  • quantiacs.com

Every platform has is own characteristics, but all in all they are all work in progress. it will take few more years before being able to have a stable trading platform that you can rely on and that offers all you need for professional trading.

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There's this one written by me a few years back called autoStock. Worth taking a look.


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