What is roboquant
Roboquant is for anyone serious about algo-trading. So whether you are a retail trader or a 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 own strategies interactively in Jupyter notebooks. Batteries are included with over 200+ technical indicators and many types of charts to visualize the performance.
Available under the permissive Apache 2.0 license with the source code available on GitHub. Contributions are highly appreciated.