Vibe-Trading

Vibe-Trading is an open-source finance research agent that executes backtesting, market data analysis, swarm strategy simulation, and trade journal diagnostics.

Vibe-Trading is a natural-language finance research agent designed to process market data, backtests, and swarm analysis. Users input prompts to generate research workspaces that include evidence, metrics, and caveats. The system utilizes specific agents like an investment committee, quant desk, or risk review team to generate findings. It integrates with broker journals to extract implicit rules for counterfactual backtesting via its Shadow Account feature. The agent maintains persistent memory and session search capabilities to allow for ongoing research loops. It functions as a research tool rather than a brokerage, with optional, read-only authorized broker connectivity.

Vibe-Trading at a glance

Best for: Finance
Runs on: CLI
Pricing: Free
Released: April 2026
Category: AI agent tool
Website: vibetrading.wiki

Key features

Natural-language prompt to research workspace generation
Backtesting engines for equities, crypto, futures, and options
Swarm teams for macro, quant, and risk research
Shadow Account functionality for broker journal parsing
Persistent memory and session search
Editable research skills and tools
Context compression for research runs

Use it for

Running backtests on market strategies
Analyzing trade journals for implicit rule extraction
Executing swarm-based investment committee research
Generating market research reports with evidence and metrics

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