Vibe Trading

Vibe Trading is an open source finance research agent that turns a question written in natural language into an executable research workflow. A user asks about a market, a factor or a strategy, and the agent gathers market data, builds and runs a backtest, convenes a team of analysis agents and returns a reproducible result with the full trail of tools and data it used. It is built for finance researchers, quantitative analysts and investment professionals who want to test ideas through simulation rather than trade them live. The agent harness keeps persistent memory and editable skills between sessions. Eleven backtesting engines cover mainland Chinese, global, Indian, Korean and Vietnamese equities, crypto, futures, forex, cross market composites and options portfolios. Swarm teams are preset research committees such as an investment committee, a quant desk, a risk review, a macro group and a crypto group, and users can pick workers such as macro, quant, risk and catalyst analysts. A shadow account workflow parses a broker journal and runs counterfactual backtests against it. Every answer keeps a run card, exports and tool traces so the work can be inspected and rerun. The software is free. It is published under the MIT license, maintained by the HKUDS data science group on GitHub, and installs with a single pip command; version 0.1.16 was released on September 29, 2026. There is no hosted or paid tier. One thing to know before adopting it: the project is built for research, simulation and backtesting, not brokerage execution. Live trading is opt in and read only by default.