What is roboquant
It is designed for anyone serious about algo-trading. So whether you are a beginning retail trader or an established trading firm, roboquant can help you to quickly develop fully automated trading strategies. No promises of making lots of profit without doing the hard work, just a great foundation for building your strategies.
Simple to get started
val strategy = EMACrossover() val metric = AccountSummary() val roboquant = Roboquant(strategy, metric) val feed = CSVFeed("data/US") roboquant.run(feed)
Run back tests over large historic data sets in seconds. Run multiple tests at the same time, fully utilizing modern multicore CPU's.
Trade assets of different currencies, markets, and asset classes at the same time. Support for cryptocurrencies as wel a traditional asset classes. Plugin new data feeds and brokers as required.
Develop your strategies interactively in Jupyter notebooks. Batteries are included with over 150+ technical indicators and many custom types of charts to visualize the results.
Available under the permissive Apache 2.0 license with the source code available on GitHub. Contributions are highly appreciated.