
Links & Resources
A research lab at the University of Hong Kong (HKUDS) open-sourced a full quant trading desk that runs from your terminal. Type what you want in plain English - a team of AI agents researches the market, drafts the strategy, runs the backtest, and reviews the risk.
It's called Vibe-Trading, has 18K+ GitHub stars, ships with 456 pre-built quant factors and 18 live data sources. MIT licensed. Free.
The Specs
- Org: HKUDS (HKU Data Intelligence Lab)
- Stars: 18K+, 2.9K forks
- License: MIT
- Install:
pip install vibe-trading-ai - LLMs: 13+ providers (OpenAI, Claude, Gemini, DeepSeek, Qwen, Ollama...)
- Stack: Python 3.11+, React 19, FastAPI, MCP
Multi-Agent Trading Teams
Instead of one model doing everything, Vibe-Trading runs 29 swarm presets - coordinated teams of specialized agents. A few:
investment_committee- Bull/bear debate → risk review → PM final callglobal_equities_desk- A-share + HK/US + crypto researcher → global strategistcrypto_trading_desk- Funding/basis + liquidation + flow → risk managerearnings_research_desk- Fundamental + revision + options → earnings strategist
Every worker is grounded with fetched market data, not model priors. That's the difference between this and asking a chatbot for stock tips.
Under the Hood
Every research run flows through a five-layer pipeline:
Plan → Ground → Execute → Validate → Deliver
The Ground step fetches point-in-time data before reasoning. The Validate step runs Monte Carlo permutation tests, Bootstrap confidence intervals, and Walk-Forward validation - so you see whether an edge is real or a fluke before risking a dollar.
456 Pre-Built Alphas
Vibe-Trading ships an "alpha zoo" drawn from published research - Microsoft Qlib 158, Kakushadze's Alpha101, Guotai Junan 191, and the academic FF5/Carhart family. One line to bench them all on your universe:
vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2018-2025 --top 20
It categorizes every factor as alive, reversed, or dead on your data.
The Sleeper Feature: Shadow Account
Upload your real broker export and Vibe-Trading diagnoses your actual trading behavior. It parses exports from Tonghuashun, Eastmoney, Futu, and generic CSV, then profiles you against known leaks:
- Disposition effect - selling winners too early, holding losers too long
- Overtrading - churning that eats you on fees and slippage
- Momentum chasing - buying tops
- Anchoring - fixating on entry price
It extracts your implicit rules, backtests them as a "shadow" strategy, and shows where you broke them.
vibe-trading --upload trades_export.csv
vibe-trading run -p "Analyze my trading behavior and compare it with my actual trades"
Quick Start
pip install vibe-trading-ai
vibe-trading run -p "Backtest a BTC-USDT 20/50 moving-average strategy for 2024, summarize return and drawdown, export the report"
Bring your own LLM key - or run Ollama locally and pay only for compute. Exports to TradingView Pine v6, TDX, MetaTrader 5, and vnpy. Live trading connectors default to paper mode with a kill switch and audit ledger.
Honest Caveats
MIT-licensed code, but you still supply LLM keys and data-provider keys. Monte Carlo and walk-forward reduce overfitting risk - they don't eliminate it. Backtested performance is not live performance. Nothing here is financial advice.
Also: there's a phishing Discord impersonating the project. Only use the official HKUDS link above.