What is roboquant
Roboquant™ is an open source algorithmic trading platform written in Kotlin. It is very fast, flexible, user-friendly and completely free to use.
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.
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
A lot of attention went into making sure roboquant is easy to use, especially for less experienced developers.
The following code snippet shows all the key ingredients required to run a back test.
val strategy = EMACrossover() val metric = AccountSummary() val roboquant = Roboquant(strategy, metric) val feed = CSVFeed("data/US") roboquant.run(feed)
Main Features
Fast
Run back tests over large historic data sets in seconds. Run multiple tests at the same time, fully utilizing modern multicore CPU's.
Flexible
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.
Friendly
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.
Free
Available under the permissive Apache 2.0 license with the source code available on GitHub. Contributions are highly appreciated.
3rd Party Integration
An algo-trading platform requires integration with 3rd party brokers and data providers in order to be useful.
So roboquant comes out-of-the-box with several integrations included:
