AI-powered cryptocurrency trading bot using DeepSeek and NautilusTrader

Navigating Markets with Intelligent Exploration.

AI-agent workspace for quantitative trading — backtest, validate, and paper trade strategies with multi-agent collaboration

Futu OpenD adapter for NautilusTrader - 富途牛牛/moomoo 量化交易适配器 (Rust + Python)

Algorithmic trading framework built on NautilusTrader implementing ICT (Inner Circle Trader) concepts and Turtle Soup strategies with rule-based architecture, multi-timeframe analysis, and advanced position management.

AVES: LLM-based multi-agent trading system with dynamic regime adaptation, Kelly Criterion position sizing, and multi-timeframe analysis — built on Nautilus Trader

Vectorised-Backtest, Event-Drivent, Explicit-Order, WalkForward-OP SDK with Numba-compiled simulation kernels, nautilus-trader endpoint support validation and comparison.

Full-stack quantitative trading platform with strategy development, event-driven backtesting, live trading (Binance/OKX), and AI-powered strategy generation.

Autonomous, production-grade local futures-trading system — Phase 1 CME micro futures (MES/MNQ) intraday; Phase 2 options vertical spreads. LightGBM + nautilus_trader + IBKR paper.

Local AI Investing Platform — v3.1 Master Spec. Hybrid AI-assisted quant. LangGraph + Temporal, DeepSeek R1 + Qwen 2.5, VectorBT + Nautilus, Next.js 16 PWA.

Operations-focused run lab around NautilusTrader for reproducible backtest and paper trading workflows.

Open-source multi-market quantitative trading platform (A-shares, crypto, US stocks)

Nautilus Trader adapter for QuantGist macro event calendars and risk filters.

GMO Coin adapter for NautilusTrader - Rust-powered REST/WebSocket client for algorithmic trading

0DTE options on NautilusTrader — gates, greek policy, Deribit-first venue adapters, backtest/paper parity.

Custom Nautilus Trader Adapters

Pre-built nautilus_trader wheels for ARM64 & x86_64 — skip the 1-2 hour compile