Vibe-Trading

About Vibe-Trading

Vibe-Trading is an open-source Python-based finance research agent designed to convert natural-language prompts into executable finance research. It integrates skills for data fetching, strategy development, backtesting, and report generation, enabling users to conduct comprehensive market analysis. The tool supports seven backtesting engines covering equities, crypto, futures, forex, composites, and options, making it suitable for multi-asset research. Users can run specialized agent swarms such as investment committees or quant desks to produce detailed research reports with evidence, metrics, and caveats. A Shadow Account feature allows parsing broker journals and performing counterfactual backtests against actual trade history. While live trading is opt-in and read-only by default, the system can be configured for limited execution with explicit broker authorization. The platform emphasizes full research provenance, ensuring transparency in generated insights. It is primarily aimed at quantitative researchers, traders, financial analysts, and finance students who require rigorous, reproducible financial analysis workflows.

Key features

• ✓Natural-language prompt conversion to executable finance research
• ✓Multi-asset backtesting across equities, crypto, futures, forex, composites, and options
• ✓Swarm analysis with specialized agents (e.g., investment committee, quant desk)
• ✓Full research provenance with evidence, metrics, and caveats
• ✓Shadow Account feature for counterfactual backtesting against trade history
• ✓Read-only live trading mode with optional limited execution
• ✓Python-based open-source toolkit
• ✓Report generation with structured outputs

Use cases

• ✓Backtesting investment strategies across multiple asset classes
• ✓Generating detailed research reports with full provenance for investment committees
• ✓Analyzing broker journals and performing counterfactual backtests against actual trades

Frequently asked questions about Vibe-Trading