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Vibe-Trading

Name: Vibe-Trading
Author: Vibe-Trading

Open-source finance research agent

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Strategy backtesting

Investment research

Vibe-Trading is an open-source finance research agent that connects natural language prompts to market data, backtests, and portfolio analysis. You can run investment committee swarms, backtest strategies across multiple asset classes, and generate research reports with full provenance.

Screenshot of the homepage of vibetrading.wiki

Advantages

Multi-asset backtesting support
Swarm analysis with specialized agents
Full research provenance

Disadvantages

Not for live trading execution
Requires Python knowledge
Complex setup for advanced features

Plans and pricing

Free

Open Source:

Yes

Most suitable professions

Financial Analyst, Investor, Trader

Use cases

Strategy backtesting
Investment research
Portfolio analysis
Market data analysis

Target audience

Quantitative researchers
Traders
Financial analysts
Investors
Finance students

HDRobots review

Vibe-Trading is an open-source Python tool that turns natural-language prompts into runnable finance research. It routes requests through skills for data fetching, strategy development, backtesting, and report generation.

The tool supports seven backtesting engines covering equities, crypto, futures, forex, composites, and options. Swarm teams like investment committee, quant desk, and risk review run multiple specialized agents in parallel to produce research reports with evidence, metrics, and caveats.

A Shadow Account feature parses broker journals and runs counterfactual backtests against your actual trade history. Live trading is opt-in and read-only by default, requiring explicit broker authorization and operating within user-set limits.

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