Prior research

[ikeboy]

While the utility of this project is subject to debate (see https://github.com/owocki/pytrader/issues/7 and https://github.com/owocki/pytrader/issues/1) , compiling existing work in one place would be undeniably useful.

I suggest we list any previous attempts at

• open source trading algorithms
• algorithms for trading, even without code
• tests with data of trading algorithms
• etc

I'll start by citing http://arxiv.org/abs/1410.1231, http://arxiv.org/abs/1406.7577, http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.466.4798&rep=rep1&type=pdf, and https://pdfs.semanticscholar.org/43f4/b31d321d90f724ad5edd9b855d06db4be4a6.pdf, plus several github repos:

• https://github.com/askmike/gekko
• https://github.com/intrd/bitcoin-hal10k
• https://github.com/hstove/rbtc_arbitrage
• https://github.com/jkbrzt/cointrol
• https://github.com/donfanning/cryptrade
• https://github.com/mathisonian/benjamin
• https://github.com/timmolter/XChange
• https://github.com/dashscar/btc-e_Trade_bot
• https://github.com/hyppo/Redbit
• https://github.com/ipsBruno/trade-bot-btce

Disclaimer: these were found by searching, some may be deprecated or not working.

[jbilcke]

Might be of interest (keywords: python, trading, bot, platform, backtesting etc.)

https://www.quantopian.com/faq

Obviously a lot of work has been put in their project, see the API doc: https://www.quantopian.com/help

[jbilcke]

Zipline "a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading" (open source)

http://www.zipline.io

[NDuma]

https://github.com/quantopian contains zipline.io

[owocki]

@ikeboy thanks for starting this reference list. im at work now, but plan to do a little more research based upon it tonight.

here's another one, from https://github.com/owocki/pytrader/issues/1 : http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259133 "