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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 at 16:40

4 Answers 4

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

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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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