Intuition

Quantitative trading kit, for hackers

Dashboard

The intuitive mind is a sacred gift and the rational mind is a faithful servant. We have created a society that honors the servant and has forgotten the gift.

Albert Einstein

Overview

Intuition is an engine, some building bricks and a set of tools meant to let you efficiently and intuitively make your own automated quantitative trading system. It is designed to let developers, traders and scientists explore, improve and deploy market technical hacks.

While the project is still at an early stage, you can already write, use, combine signal detection algorithms, portfolio allocation strategies, data sources and contexts configurators. Just plug your strategies and analyze backtests or monitor live trading sessions.

In addition I work on facilities to build a distributed system and 21st century application (big data, fat computations, d3.js and other html5 stuff), tools to mix languages like Python, node.js and R and a financial library. You will find some goodies like machine learning forecast, markowitz portfolio optimization, genetic optimization, sentiment analysis from twitter, ...

Features

Highly configurable trading environment, powered by zipline
From instant kickstart to full control
Made to let you tweak algorithms, portfolio manager, data sources, contexts and plugins
Plugin friendly. Enjoy mail reports, mobile notifications, redis messaging, ...
Already includes many
Experimental live trading on different markets (Nyse, Nasdaq, CAC40 and Forex for now)
Experimental R integration in your algorithms
Results analyser
Financial library, with common used trading functions, data fetchers, ... used for example to solve Coursera econometrics assignments
Modular design : reuse intuition blocks to build your own financial application
Easy to use data management, powered by rethinkdb
Docker support for development workflow and deployment
Kind of a CI showcase as I am testing travis, wercker, shippable, drone.io, coveralls and landscape