VibeTrading

Vibe-Trading is an open-source finance research agent that lets you ask market questions in plain English and get back runnable research. Instead of writing complex scripts or jumping between data sources, you type something like "Backtest BTC-USDT 20/50 MA for 2024" and the tool routes your request to the right data, runs the backtest, and returns results with metrics like return and max drawdown. It's built for research and simulation, not live trading — though you can opt into read-only broker connections if you want to analyze your own trades.

The tool stands out because it doesn't just give you a number — it keeps the entire research trail inspectable. Every request goes through a loop: route (select skills and data sources), ground (fetch market data or broker journals), test (run backtests, factor analysis, options checks), and deliver (return run cards, reports, and caveats). It includes an agent harness with persistent memory and session search, seven backtesting engines covering equities, crypto, futures, forex, and options, and preset swarm teams like an investment committee or quant desk that work together on a question. There's also a Shadow Account feature that parses your broker journals, extracts your implicit trading rules, and runs counterfactual backtests to show what would have happened.

This is most useful for quantitative researchers, algorithmic traders, and finance students who want to test ideas quickly without building infrastructure from scratch. It's also handy for retail traders who want to audit their own performance or explore strategies across markets. Because it's open-source and runs locally, you have full control over your data and models. Just be aware that it's experimental and not investment advice — use it for research, not execution.