Machine Learning and Automated Trading

Open Source Tools and Techniques For Profitable Trading Strategies

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GitHub repositories (krakenapi-NodeJS)

GitHub all repositories (mostly R)

Intraday trading framework (R + Interactive Brokers)
  1. Intraday trading of futures, currencies and stocks.
  2. Supports realtime bar sizes of 5 seconds OHLC or greater
  3. Automatic closing of open positions before market close
  4. Datastream quality monitoring

Note that PartA and PartB are both required for a fully functional framework. Read this How-to and watch the short screencast below.


Trading and backtesting framework, for daily data ( R + Interactive Brokers)

qsiblive-public-license-1.5-UNSTABLE.tar.gz – 4. August 2012
This download has been removed. It became non-functional due to several upstream quantstrat modifications.



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