Quantitative trading kit, for hackers
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.
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, ...
- 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
Learn more and find the (in progress) documentation at http://doc.intuition.io.
A webapp built on top of Intuition is also in development, get your early ticket at http://intuition.io !
Contributors are happily welcome, here is a place to start.
Copyright 2014 Xavier Bruhiere.
Intuition is available under the Apache License, Version 2.0.