awesome-quant
Quant tools
A curated list of libraries and resources for quantitative finance and trading
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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Language: Python
last commit: about 1 month ago
Linked from 3 awesome lists
algorithmic-trading-enginealgorithmic-trading-libraryalgotradingarbitrage-botawesomeawesome-listfinancefinance-apifinancial-datafinancial-instrumentsgoogle-financequantquantitative-financequantitative-tradingstock-datatechnical-analysistrading-algorithmstrading-bottrading-strategiesyahoo-finance
Awesome Quant / Python / Numerical Libraries & Data Structures | |||
| numpy | NumPy is the fundamental package for scientific computing with Python | ||
| scipy | SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering | ||
| pandas | pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language | ||
| polars | Polars is a blazingly fast DataFrame library for manipulating structured data | ||
| quantdsl | 345 | almost 7 years ago | Domain specific language for quantitative analytics in finance and trading |
| statistics | Builtin Python library for all basic statistical calculations | ||
| sympy | SymPy is a Python library for symbolic mathematics | ||
| pymc3 | Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano | ||
| modelx | Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas | ||
| ArcticDB | 1,561 | about 1 month ago | High performance datastore for time series and tick data |
Awesome Quant / Python / Financial Instruments and Pricing | |||
| OpenBB Terminal | 34,385 | about 1 month ago | Terminal for investment research for everyone |
| Fincept Terminal | 23 | 4 months ago | Advance Data Based A.I Terminal for all Types of Financial Asset Research |
| PyQL | 1,012 | 6 months ago | QuantLib's Python port |
| pyfin | 308 | about 10 years ago | Basic options pricing in Python |
| vollib | 687 | over 1 year ago | vollib is a python library for calculating option prices, implied volatility and greeks |
| QuantPy | 709 | over 1 year ago | A framework for quantitative finance In python |
| Finance-Python | 746 | about 1 year ago | Python tools for Finance |
| ffn | 2,061 | about 2 months ago | A financial function library for Python |
| pynance | 317 | almost 4 years ago | Lightweight Python library for assembling and analyzing financial data |
| tia | 409 | almost 2 years ago | Toolkit for integration and analysis |
| hasura/base-python-dash | Hasura quick start to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python | ||
| hasura/base-python-bokeh | Hasura quick start to visualize data with bokeh library | ||
| pysabr | 465 | almost 3 years ago | SABR model Python implementation |
| FinancePy | 2,179 | 4 months ago | A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives |
| gs-quant | 8,007 | about 1 month ago | Python toolkit for quantitative finance |
| willowtree | 240 | over 6 years ago | Robust and flexible Python implementation of the willow tree lattice for derivatives pricing |
| financial-engineering | 373 | about 7 years ago | Applications of Monte Carlo methods to financial engineering projects, in Python |
| optlib | 665 | about 2 years ago | A library for financial options pricing written in Python |
| tf-quant-finance | 4,598 | 3 months ago | High-performance TensorFlow library for quantitative finance |
| Q-Fin | 397 | about 1 year ago | A Python library for mathematical finance |
| Quantsbin | 501 | over 1 year ago | Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them |
| finoptions | 209 | 12 months ago | Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options |
| pypme | 11 | over 1 year ago | PME (Public Market Equivalent) calculation |
| AbsBox | 42 | about 1 month ago | A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS) |
| Intrinsic-Value-Calculator | 36 | 2 months ago | A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis |
| Kelly-Criterion | 93 | about 2 years ago | Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula |
| rateslib | 164 | about 2 months ago | A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps |
| fypy | 83 | about 2 months ago | Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data |
Awesome Quant / Python / Indicators | |||
| pandas_talib | 750 | over 6 years ago | A Python Pandas implementation of technical analysis indicators |
| finta | 2,140 | over 2 years ago | Common financial technical analysis indicators implemented in Pandas |
| Tulipy | 93 | almost 6 years ago | Financial Technical Analysis Indicator Library (Python bindings for ) |
| lppls | 375 | about 2 months ago | A Python module for fitting the model |
| talipp | 405 | 6 months ago | Incremental technical analysis library for Python |
| streaming_indicators | 73 | about 1 month ago | A python library for computing technical analysis indicators on streaming data |
Awesome Quant / Python / Trading & Backtesting | |||
| skfolio | 1,297 | about 2 months ago | Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models |
| Investing algorithm framework | 196 | about 1 month ago | Framework for developing, backtesting, and deploying automated trading algorithms |
| QSTrader | 2,995 | 7 months ago | QSTrader backtesting simulation engine |
| Blankly | 2,172 | 3 months ago | Fully integrated backtesting, paper trading, and live deployment |
| TA-Lib | 9,878 | about 2 months ago | Python wrapper for TA-Lib ( ) |
| zipline | 17,821 | 12 months ago | Pythonic algorithmic trading library |
| zipline-reloaded | 1,212 | 2 months ago | Zipline, a Pythonic Algorithmic Trading Library |
| QuantSoftware Toolkit | 467 | over 7 years ago | Python-based open source software framework designed to support portfolio construction and management |
| quantitative | 65 | almost 6 years ago | Quantitative finance, and backtesting library |
| analyzer | 214 | about 9 years ago | Python framework for real-time financial and backtesting trading strategies |
| bt | 2,316 | about 2 months ago | Flexible Backtesting for Python |
| backtrader | 15,145 | 5 months ago | Python Backtesting library for trading strategies |
| pythalesians | 61 | over 8 years ago | Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc |
| pybacktest | 805 | about 3 years ago | Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier |
| pyalgotrade | 4,454 | about 1 year ago | Python Algorithmic Trading Library |
| basana | 604 | 2 months ago | A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies |
| tradingWithPython | A collection of functions and classes for Quantitative trading | ||
| Pandas TA | 5,545 | 6 months ago | Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies |
| ta | 4,403 | 7 months ago | Technical Analysis Library using Pandas (Python) |
| algobroker | 90 | almost 9 years ago | This is an execution engine for algo trading |
| pysentosa | Python API for sentosa trading system | ||
| finmarketpy | 3,482 | 3 months ago | Python library for backtesting trading strategies and analyzing financial markets |
| binary-martingale | 47 | over 7 years ago | Computer program to automatically trade binary options martingale style |
| fooltrader | 1,146 | over 1 year ago | the project using big-data technology to provide an uniform way to analyze the whole market |
| zvt | 3,302 | about 2 months ago | the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in clearly charts in realtime |
| pylivetrader | 665 | over 2 years ago | zipline-compatible live trading library |
| pipeline-live | 204 | over 1 year ago | zipline's pipeline capability with IEX for live trading |
| zipline-extensions | 18 | almost 5 years ago | Zipline extensions and adapters for QuantRocket |
| moonshot | 206 | 6 months ago | Vectorized backtester and trading engine for QuantRocket based on Pandas |
| PyPortfolioOpt | 4,632 | about 2 months ago | Financial portfolio optimization in python, including classical efficient frontier and advanced methods |
| Eiten | 2,793 | over 2 years ago | Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios |
| riskparity.py | 291 | 8 months ago | fast and scalable design of risk parity portfolios with TensorFlow 2.0 |
| mlfinlab | 4,004 | over 1 year ago | Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) |
| pyqstrat | 364 | about 1 year ago | A fast, extensible, transparent python library for backtesting quantitative strategies |
| NowTrade | 104 | almost 8 years ago | Python library for backtesting technical/mechanical strategies in the stock and currency markets |
| pinkfish | 271 | 2 months ago | A backtester and spreadsheet library for security analysis |
| aat | 684 | about 2 months ago | Async Algorithmic Trading Engine |
| Backtesting.py | Backtest trading strategies in Python | ||
| catalyst | 2,492 | about 2 years ago | An Algorithmic Trading Library for Crypto-Assets in Python |
| quantstats | 5,088 | 3 months ago | Portfolio analytics for quants, written in Python |
| qtpylib | 2,165 | over 3 years ago | QTPyLib, Pythonic Algorithmic Trading |
| Quantdom | 718 | over 2 years ago | Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ] |
| freqtrade | 32,560 | about 1 month ago | Free, open source crypto trading bot |
| algorithmic-trading-with-python | 2,781 | over 3 years ago | Free and resources for trading simulation, backtesting, and machine learning on financial data |
| DeepDow | 932 | about 1 year ago | Portfolio optimization with deep learning |
| Qlib | 15,767 | about 1 month ago | An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution |
| machine-learning-for-trading | 13,650 | 5 months ago | Code and resources for Machine Learning for Algorithmic Trading |
| AlphaPy | 1,170 | about 2 months ago | Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost |
| jesse | 5,835 | about 2 months ago | An advanced crypto trading bot written in Python |
| rqalpha | 5,426 | about 2 months ago | A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities |
| FinRL-Library | 10,240 | about 2 months ago | A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020 |
| bulbea | 2,062 | about 4 years ago | Deep Learning based Python Library for Stock Market Prediction and Modelling |
| ib_nope | 30 | almost 4 years ago | Automated trading system for NOPE strategy over IBKR TWS |
| OctoBot | 3,531 | about 1 month ago | Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface |
| bta-lib | 458 | about 3 years ago | Technical Analysis library in pandas for backtesting algotrading and quantitative analysis |
| Stock-Prediction-Models | 8,151 | almost 2 years ago | Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations |
| TuneTA | 421 | over 1 year ago | TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return |
| AutoTrader | 1,013 | 10 months ago | A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading |
| fast-trade | 377 | 10 months ago | A library built with backtest portability and performance in mind for backtest trading strategies |
| qf-lib | 560 | about 2 months ago | QF-Lib is a Python library that provides high quality tools for quantitative finance |
| tda-api | 1,269 | 8 months ago | Gather data and trade equities, options, and ETFs via TDAmeritrade |
| vectorbt | 4,546 | 5 months ago | Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research |
| Lean | 10,065 | about 2 months ago | Lean Algorithmic Trading Engine by QuantConnect (Python, C#) |
| fast-trade | 377 | 10 months ago | Low code backtesting library utilizing pandas and technical analysis indicators |
| pysystemtrade | 2,694 | 2 months ago | pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his |
| pytrendseries | 128 | 5 months ago | Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater |
| PyLOB | 180 | about 2 years ago | Fully functioning fast Limit Order Book written in Python |
| PyBroker | 2,113 | 3 months ago | Algorithmic Trading with Machine Learning |
| OctoBot Script | 20 | 3 months ago | A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading |
| hftbacktest | 2,066 | about 2 months ago | A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books |
| vnpy | 26,247 | 2 months ago | VeighNa is a Python-based open source quantitative trading system development framework |
| Intelligent Trading Bot | 1,103 | 4 months ago | Automatically generating signals and trading based on machine learning and feature engineering |
| fastquant | 1,541 | over 1 year ago | fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code |
| nautilus_trader | 2,310 | about 1 month ago | A high-performance algorithmic trading platform and event-driven backtester |
| YABTE | 5 | 9 months ago | Yet Another (Python) BackTesting Engine |
| Trading Strategy | 76 | about 1 month ago | TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance |
| Hikyuu | 2,261 | about 1 month ago | A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination |
Awesome Quant / Python / Risk Analysis | |||
| QuantLibRisks | 10 | 8 months ago | Fast risks with QuantLib |
| XAD | 12 | 5 months ago | Automatic Differentation (AAD) Library |
| pyfolio | 5,751 | about 1 year ago | Portfolio and risk analytics in Python |
| empyrical | 1,321 | 6 months ago | Common financial risk and performance metrics |
| fecon235 | 1,147 | about 2 years ago | Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios |
| finance | Financial Risk Calculations. Optimized for ease of use through class construction and operator overload | ||
| qfrm | Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios | ||
| visualize-wealth | 140 | over 9 years ago | Portfolio construction and quantitative analysis |
| VisualPortfolio | 105 | almost 8 years ago | This tool is used to visualize the performance of a portfolio |
| universal-portfolios | 780 | 6 months ago | Collection of algorithms for online portfolio selection |
| FinQuant | 1,453 | about 1 year ago | A program for financial portfolio management, analysis and optimization |
| Empyrial | 960 | 3 months ago | Portfolio's risk and performance analytics and returns predictions |
| risktools | 28 | about 2 months ago | Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics |
| Riskfolio-Lib | 3,120 | 3 months ago | Portfolio Optimization and Quantitative Strategic Asset Allocation in Python |
| empyrical-reloaded | 58 | 3 months ago | Common financial risk and performance metrics. fork |
| pyfolio-reloaded | 393 | 4 months ago | Portfolio and risk analytics in Python. fork |
| fortitudo.tech | 227 | 3 months ago | Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python |
Awesome Quant / Python / Factor Analysis | |||
| alphalens | 3,433 | 12 months ago | Performance analysis of predictive alpha factors |
| alphalens-reloaded | 334 | 4 months ago | Performance analysis of predictive (alpha) stock factors |
| Spectre | 655 | about 1 year ago | GPU-accelerated Factors analysis library and Backtester |
Awesome Quant / Python / Sentiment Analysis | |||
| Asset News Sentiment Analyzer | 120 | 6 months ago | Sentiment analysis and report generation package for financial assets and securities utilizing GPT models |
Awesome Quant / Python / Quant Research Environment | |||
| Jupyter Quant | 9 | 8 months ago | A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc |
Awesome Quant / Python / Time Series | |||
| ARCH | 1,342 | about 2 months ago | ARCH models in Python |
| statsmodels | Python module that allows users to explore data, estimate statistical models, and perform statistical tests | ||
| dynts | 87 | about 8 years ago | Python package for timeseries analysis and manipulation |
| PyFlux | 2,114 | over 1 year ago | Python library for timeseries modelling and inference (frequentist and Bayesian) on models |
| tsfresh | 8,486 | 2 months ago | Automatic extraction of relevant features from time series |
| hasura/quandl-metabase | Hasura quickstart to visualize Quandl's timeseries datasets with Metabase | ||
| Facebook Prophet | 18,627 | 3 months ago | Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth |
| tsmoothie | 743 | about 1 year ago | A python library for time-series smoothing and outlier detection in a vectorized way |
| pmdarima | 1,603 | 3 months ago | A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function |
| gluon-ts | 4,677 | 3 months ago | vProbabilistic time series modeling in Python |
| functime | 1,056 | 7 months ago | Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data |
Awesome Quant / Python / Calendars | |||
| exchange_calendars | 452 | about 2 months ago | Stock Exchange Trading Calendars |
| bizdays | 80 | 7 months ago | Business days calculations and utilities |
| pandas_market_calendars | 817 | about 2 months ago | Exchange calendars to use with pandas for trading applications |
Awesome Quant / Python / Data Sources | |||
| yfinance | 15,112 | about 2 months ago | Yahoo! Finance market data downloader (+faster Pandas Datareader) |
| findatapy | 1,716 | 3 months ago | Python library to download market data via Bloomberg, Quandl, Yahoo etc |
| googlefinance | 715 | over 6 years ago | Python module to get real-time stock data from Google Finance API |
| yahoo-finance | 1,354 | about 1 year ago | Python module to get stock data from Yahoo! Finance |
| pandas-datareader | 2,982 | 6 months ago | Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism |
| pandas-finance | 152 | over 1 year ago | High level API for access to and analysis of financial data |
| pyhoofinance | 9 | over 8 years ago | Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis |
| yfinanceapi | 9 | over 4 years ago | Finance API for Python |
| yql-finance | 16 | over 9 years ago | yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL) |
| ystockquote | 534 | over 7 years ago | Retrieve stock quote data from Yahoo Finance |
| wallstreet | 1,396 | 7 months ago | Real time stock and option data |
| stock_extractor | 34 | about 2 years ago | General Purpose Stock Extractors from Online Resources |
| Stockex | 33 | over 1 year ago | Python wrapper for Yahoo! Finance API |
| finsymbols | 110 | about 5 years ago | Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ |
| FRB | 166 | over 1 year ago | Python Client for FRED® API |
| inquisitor | 40 | over 2 years ago | Python Interface to Econdb.com API |
| yfi | 2 | almost 9 years ago | Yahoo! YQL library |
| chinesestockapi | Python API to get Chinese stock price | ||
| exchange | 16 | over 9 years ago | Get current exchange rate |
| ticks | 16 | about 9 years ago | Simple command line tool to get stock ticker data |
| pybbg | 53 | about 10 years ago | Python interface to Bloomberg COM APIs |
| ccy | 81 | 3 months ago | Python module for currencies |
| tushare | A utility for crawling historical and Real-time Quotes data of China stocks | ||
| jsm | Get the japanese stock market data | ||
| cn_stock_src | 34 | about 8 years ago | Utility for retrieving basic China stock data from different sources |
| coinmarketcap | 439 | over 1 year ago | Python API for coinmarketcap |
| after-hours | 34 | about 4 years ago | Obtain pre market and after hours stock prices for a given symbol |
| bronto-python | Bronto API Integration for Python | ||
| pytdx | 1,349 | almost 5 years ago | Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes |
| pdblp | 241 | about 2 months ago | A simple interface to integrate pandas and the Bloomberg Open API |
| tiingo | 255 | about 2 months ago | Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform |
| iexfinance | 648 | almost 3 years ago | Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange |
| pyEX | 408 | 12 months ago | Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators |
| alpaca-trade-api | 1,745 | about 2 months ago | Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution |
| metatrader5 | API Connector to MetaTrader 5 Terminal | ||
| akshare | 9,771 | about 1 month ago | AkShare is an elegant and simple financial data interface library for Python, built for human beings! |
| yahooquery | 791 | 7 months ago | Python interface for retrieving data through unofficial Yahoo Finance API |
| investpy | 1,670 | 10 months ago | Financial Data Extraction from Investing.com with Python! |
| yliveticker | 148 | over 3 years ago | Live stream of market data from Yahoo Finance websocket |
| bbgbridge | 1 | about 5 years ago | Easy to use Bloomberg Desktop API wrapper for Python |
| alpha_vantage | 4,313 | 6 months ago | A python wrapper for Alpha Vantage API for financial data |
| FinanceDataReader | 1,200 | 5 months ago | Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks |
| pystlouisfed | 14 | about 1 year ago | Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER |
| python-bcb | 82 | 8 months ago | Python interface to Brazilian Central Bank web services |
| market-prices | 75 | about 2 months ago | Create meaningful OHLCV datasets from knowledge of (works out-the-box with data from Yahoo Finance) |
| tardis-python | 115 | about 2 months ago | Python interface for Tardis.dev high frequency crypto market data |
| lake-api | 31 | about 1 month ago | Python interface for Crypto Lake high frequency crypto market data |
| tessa | 45 | over 1 year ago | simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class |
| pandaSDMX | 130 | about 1 year ago | Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations |
| cif | 59 | over 2 years ago | Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators |
| finagg | 440 | 6 months ago | finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML |
| FinanceDatabase | 3,830 | about 2 months ago | This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets |
| Trading Strategy | 238 | about 1 month ago | download price data for decentralised exchanges and lending protocols (DeFi) |
Awesome Quant / Python / Excel Integration | |||
| xlwings | Make Excel fly with Python | ||
| openpyxl | Read/Write Excel 2007 xlsx/xlsm files | ||
| xlrd | 2,163 | 7 months ago | Library for developers to extract data from Microsoft Excel spreadsheet files |
| xlsxwriter | Write files in the Excel 2007+ XLSX file format | ||
| xlwt | 1,043 | almost 5 years ago | Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform |
| DataNitro | DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license | ||
| xlloop | XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server) | ||
| expy | The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions | ||
| pyxll | PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code | ||
Awesome Quant / Python / Visualization | |||
| D-Tale | 4,801 | about 2 months ago | Visualizer for pandas dataframes and xarray datasets |
| mplfinance | 3,759 | 6 months ago | matplotlib utilities for the visualization, and visual analysis, of financial data |
| finplot | 944 | 4 months ago | Performant and effortless finance plotting for Python |
| finvizfinance | 519 | 4 months ago | Finviz analysis python library |
| market-analy | 66 | about 2 months ago | Analysis and interactive charting using and bqplot |
| QuantInvestStrats | 198 | about 2 months ago | Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies |
Awesome Quant / R / Numerical Libraries & Data Structures | |||
| xts | 219 | 3 months ago | eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability |
| data.table | 3,636 | about 1 month ago | Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development |
| sparseEigen | 12 | about 6 years ago | Sparse principal component analysis |
| TSdbi | Provides a common interface to time series databases | ||
| tseries | Time Series Analysis and Computational Finance | ||
| zoo | S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) | ||
| tis | Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies | ||
| tfplot | Utilities for simple manipulation and quick plotting of time series data | ||
| tframe | A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time | ||
Awesome Quant / R / Data Sources | |||
| IBrokers | Provides native R access to Interactive Brokers Trader Workstation API | ||
| Rblpapi | 168 | about 2 months ago | An R Interface to 'Bloomberg' is provided via the 'Blp API' |
| Quandl | Get Financial Data Directly Into R | ||
| Rbitcoin | 57 | over 8 years ago | Unified markets API interface (bitstamp, kraken, btce, bitmarket) |
| GetTDData | 23 | 5 months ago | Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto |
| GetHFData | 39 | over 4 years ago | Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site |
| Reddit WallstreetBets API | Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API | ||
| td | 15 | 2 months ago | Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies |
| rbcb | 92 | about 1 year ago | R interface to Brazilian Central Bank web services |
| rb3 | 73 | 6 months ago | A bunch of downloaders and parsers for data delivered from B3 |
| simfinapi | 19 | 10 months ago | Makes 'SimFin' data ( ) easily accessible in R |
| tidyfinance | 15 | about 1 month ago | Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including date conversion, scaling factor values, and filtering by the specified date |
Awesome Quant / R / Financial Instruments and Pricing | |||
| RQuantLib | 121 | 6 months ago | RQuantLib connects GNU R with QuantLib |
| quantmod | Quantitative Financial Modelling Framework | ||
| Rmetrics | The premier open source software solution for teaching and training quantitative finance | ||
Awesome Quant / R / Financial Instruments and Pricing / Rmetrics | |||
| fAsianOptions | EBM and Asian Option Valuation | ||
| fAssets | Analysing and Modelling Financial Assets | ||
| fBasics | Markets and Basic Statistics | ||
| fBonds | Bonds and Interest Rate Models | ||
| fExoticOptions | Exotic Option Valuation | ||
| fOptions | Pricing and Evaluating Basic Options | ||
| fPortfolio | Portfolio Selection and Optimization | ||
Awesome Quant / R / Financial Instruments and Pricing | |||
| portfolio | 15 | 5 months ago | Analysing equity portfolios |
| sparseIndexTracking | 51 | over 1 year ago | Portfolio design to track an index |
| covFactorModel | 33 | almost 6 years ago | Covariance matrix estimation via factor models |
| riskParityPortfolio | 107 | about 2 years ago | Blazingly fast design of risk parity portfolios |
| sde | Simulation and Inference for Stochastic Differential Equations | ||
| YieldCurve | Modelling and estimation of the yield curve | ||
| SmithWilsonYieldCurve | Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates | ||
| ycinterextra | Yield curve or zero-coupon prices interpolation and extrapolation | ||
| AmericanCallOpt | This package includes pricing function for selected American call options with underlying assets that generate payouts | ||
| VarSwapPrice | Pricing a variance swap on an equity index | ||
| RND | Risk Neutral Density Extraction Package | ||
| LSMonteCarlo | American options pricing with Least Squares Monte Carlo method | ||
| OptHedging | Estimation of value and hedging strategy of call and put options | ||
| tvm | Time Value of Money Functions | ||
| OptionPricing | Option Pricing with Efficient Simulation Algorithms | ||
| credule | 6 | over 9 years ago | Credit Default Swap Functions |
| derivmkts | Functions and R Code to Accompany Derivatives Markets | ||
| FinCal | 22 | over 1 year ago | Package for time value of money calculation, time series analysis and computational finance |
| r-quant | 30 | almost 11 years ago | R code for quantitative analysis in finance |
| options.studies | 6 | about 9 years ago | options trading studies functions for use with options.data package and shiny |
| PortfolioAnalytics | 80 | about 2 months ago | Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios |
| fmbasics | 12 | almost 3 years ago | Financial Market Building Blocks |
| R-fixedincome | 53 | about 1 year ago | Fixed income tools for R |
Awesome Quant / R / Trading | |||
| backtest | Exploring Portfolio-Based Conjectures About Financial Instruments | ||
| pa | Performance Attribution for Equity Portfolios | ||
| TTR | 333 | 12 months ago | Technical Trading Rules |
| QuantTools | Enhanced Quantitative Trading Modelling | ||
| blotter | 114 | about 2 months ago | Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed |
Awesome Quant / R / Backtesting | |||
| quantstrat | 289 | over 1 year ago | Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research |
Awesome Quant / R / Risk Analysis | |||
| PerformanceAnalytics | 211 | about 2 months ago | Econometric tools for performance and risk analysis |
Awesome Quant / R / Factor Analysis | |||
| FactorAnalytics | 67 | about 2 months ago | The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models |
| Expected Returns | 41 | 5 months ago | Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen |
Awesome Quant / R / Time Series | |||
| tseries | Time Series Analysis and Computational Finance | ||
| fGarch | Rmetrics - Autoregressive Conditional Heteroskedastic Modelling | ||
| timeSeries | Rmetrics - Financial Time Series Objects | ||
| rugarch | 24 | 4 months ago | Univariate GARCH Models |
| rmgarch | 13 | almost 3 years ago | Multivariate GARCH Models |
| tidypredict | 2 | over 3 years ago | Run predictions inside the database |
| tidyquant | 856 | about 2 months ago | Bringing financial analysis to the tidyverse |
| timetk | 615 | 8 months ago | A toolkit for working with time series in R |
| tibbletime | 179 | about 2 months ago | Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index |
| matrixprofile | 363 | about 1 year ago | Time series data mining library built on top of the novel Matrix Profile data structure and algorithms |
| garchmodels | 34 | over 2 years ago | A parsnip backend for GARCH models |
Awesome Quant / R / Calendars | |||
| timeDate | Chronological and Calendar Objects | ||
| bizdays | 54 | 7 months ago | Business days calculations and utilities |
Awesome Quant / Matlab / FrameWorks | |||
| QUANTAXIS | 8,271 | 5 months ago | Integrated Quantitative Toolbox with Matlab |
| PROJ_Option_Pricing_Matlab | 176 | 2 months ago | Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader |
Awesome Quant / Julia | |||
| Lucky.jl | 9 | about 2 months ago | Modular, asynchronous trading engine in pure Julia |
| QuantLib.jl | 138 | almost 5 years ago | Quantlib implementation in pure Julia |
| Ito.jl | 37 | over 7 years ago | A Julia package for quantitative finance |
| TALib.jl | 52 | over 7 years ago | A Julia wrapper for TA-Lib |
| IncTA.jl | 20 | about 2 months ago | Julia Incremental Technical Analysis Indicators |
| Miletus.jl | 85 | about 1 year ago | A financial contract definition, modeling language, and valuation framework |
| Temporal.jl | 101 | almost 2 years ago | Flexible and efficient time series class & methods |
| Indicators.jl | 217 | about 2 years ago | Financial market technical analysis & indicators on top of Temporal |
| Strategems.jl | 162 | almost 4 years ago | Quantitative systematic trading strategy development and backtesting |
| TimeSeries.jl | 355 | 7 months ago | Time series toolkit for Julia |
| MarketTechnicals.jl | 127 | about 3 years ago | Technical analysis of financial time series on top of TimeSeries |
| MarketData.jl | 151 | 5 months ago | Time series market data |
| TimeFrames.jl | 4 | almost 6 years ago | A Julia library that defines TimeFrame (essentially for resampling TimeSeries) |
| DataFrames.jl | 1,738 | about 2 months ago | In-memory tabular data in Julia |
| TSFrames.jl | 94 | 8 months ago | Handle timeseries data on top of the powerful and mature DataFrames.jl |
Awesome Quant / Java | |||
| Strata | Modern open-source analytics and market risk library designed and written in Java | ||
| JQuantLib | 127 | almost 9 years ago | JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java |
| finmath.net | Java library with algorithms and methodologies related to mathematical finance | ||
| quantcomponents | 163 | over 6 years ago | Free Java components for Quantitative Finance and Algorithmic Trading |
| DRIP | Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries | ||
| ta4j | 2,094 | about 2 months ago | A Java library for technical analysis |
Awesome Quant / JavaScript | |||
| finance.js | 1,247 | almost 2 years ago | A JavaScript library for common financial calculations |
| portfolio-allocation | 175 | almost 2 years ago | PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks |
| Ghostfolio | 4,745 | about 2 months ago | Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions |
| IndicatorTS | 302 | 6 months ago | Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading |
| ccxt | 33,646 | about 1 month ago | A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges |
| PENDAX | 44 | 9 months ago | Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More |
Awesome Quant / JavaScript / Data Visualization | |||
| QUANTAXIS_Webkit | 38 | over 6 years ago | An awesome visualization center based on quantaxis |
Awesome Quant / Haskell | |||
| quantfin | 138 | almost 6 years ago | quant finance in pure haskell |
| Haxcel | 33 | over 2 years ago | Excel Addin for Haskell |
| Ffinar | 4 | almost 3 years ago | A financial maths library in Haskell |
Awesome Quant / Scala | |||
| QuantScale | 46 | almost 11 years ago | Scala Quantitative Finance Library |
| Scala Quant | 10 | over 7 years ago | Scala library for working with stock data from IFTTT recipes or Google Finance |
Awesome Quant / Ruby | |||
| Jiji | 241 | over 3 years ago | Open Source Forex algorithmic trading framework using OANDA REST API |
Awesome Quant / Elixir/Erlang | |||
| Tai | 470 | about 2 months ago | Open Source composable, real time, market data and trade execution toolkit |
| Workbench | 117 | almost 2 years ago | From Idea to Execution - Manage your trading operation across a globally distributed cluster |
| Prop | 48 | almost 2 years ago | An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation |
Awesome Quant / Golang | |||
| Kelp | 1,106 | about 1 year ago | Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI) |
| marketstore | 1,890 | 9 months ago | DataFrame Server for Financial Timeseries Data |
| IndicatorGo | 538 | about 2 months ago | IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading |
Awesome Quant / CPP | |||
| QuantLib | 5,480 | about 1 month ago | The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance |
| QuantLibRisks | 17 | 4 months ago | Fast risks with QuantLib in C++ |
| XAD | 337 | about 2 months ago | Automatic Differentation (AAD) Library |
| TradeFrame | 503 | about 1 month ago | C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in calculation library |
| Hikyuu | 2,261 | about 1 month ago | A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely |
Awesome Quant / Frameworks | |||
| Python | QuantLibRisks - Fast risks with QuantLib in and | ||
| Python | XAD - Automatic Differentiation (AAD) Library in and | ||
| JQuantLib | 127 | almost 9 years ago | Java port |
| RQuantLib | 121 | 6 months ago | R port |
| QuantLibAddin | Excel support | ||
| QuantLibXL | Excel support | ||
| QLNet | 387 | about 2 months ago | .Net port |
| PyQL | 1,012 | 6 months ago | Python port |
| QuantLib.jl | 138 | almost 5 years ago | Julia port |
| QuantLib-Python Documentation | Documentation for the Python bindings for the QuantLib library | ||
| ta-lib-python | 9,878 | about 2 months ago | |
| ta-lib | 644 | about 1 month ago | |
Awesome Quant / CSharp | |||
| QuantConnect | 10,065 | about 2 months ago | Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage |
| StockSharp | 7,409 | about 2 months ago | Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options) |
| TDAmeritrade.DotNetCore | 53 | almost 2 years ago | Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions |
Awesome Quant / Rust | |||
| QuantMath | 373 | over 1 year ago | Financial maths library for risk-neutral pricing and risk |
| Barter | 1,041 | about 1 month ago | Open-source Rust framework for building event-driven live-trading & backtesting systems |
| LFEST | 61 | about 1 month ago | Simulated perpetual futures exchange to trade your strategy against |
| TradeAggregation | 78 | 3 months ago | Aggregate trades into user-defined candles using information driven rules |
| SlidingFeatures | 43 | 4 months ago | Chainable tree-like sliding windows for signal processing and technical analysis |
| RustQuant | 1,178 | 2 months ago | Quantitative finance library written in Rust |
| finalytics | 22 | 6 months ago | A rust library for financial data analysis |
Awesome Quant / Reproducing Works, Training & Books | |||
| Auto-Differentiation Website | Background and resources on Automatic Differentiation (AD) / Adjoint Algorithmic Differentitation (AAD) | ||
| Derman Papers | 408 | over 7 years ago | Notebooks that replicate original quantitative finance papers from Emanuel Derman |
| ML-Quant | Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs | ||
| volatility-trading | 1,596 | 3 months ago | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading |
| quant | 326 | over 9 years ago | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas |
| fecon235 | 1,147 | about 2 years ago | Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively |
| Quantitative-Notebooks | 1,044 | over 4 years ago | Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy |
| QuantEcon | Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks | ||
| FinanceHub | 680 | 8 months ago | Resources for Quantitative Finance |
| Python_Option_Pricing | 654 | over 4 years ago | An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options |
| python-training | 6,766 | 7 months ago | J.P. Morgan's Python training for business analysts and traders |
| Stock_Analysis_For_Quant | 1,701 | about 1 month ago | Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau |
| algorithmic-trading-with-python | 2,781 | over 3 years ago | Source code for Algorithmic Trading with Python (2020) by Chris Conlan |
| MEDIUM_NoteBook | 2,087 | 4 months ago | Repository containing notebooks of 's posts on Medium |
| QuantFinance | 397 | 5 months ago | Training materials in quantitative finance |
| IPythonScripts | 151 | about 6 years ago | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning |
| Computational-Finance-Course | 385 | 11 months ago | Materials for the course of Computational Finance |
| Machine-Learning-for-Asset-Managers | 495 | over 1 year ago | Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado |
| Python-for-Finance-Cookbook | 739 | about 2 years ago | Python for Finance Cookbook, published by Packt |
| modelos_vol_derivativos | 55 | over 1 year ago | "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks |
| NMOF | 35 | 3 months ago | Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658) |
| py4fi2nd | 1,424 | over 1 year ago | Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch |
| aiif | 315 | about 1 year ago | Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch |
| py4at | 701 | over 1 year ago | Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch |
| dawp | 600 | almost 4 years ago | Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch |
| dx | 719 | about 4 years ago | DX Analytics | Financial and Derivatives Analytics with Python |
| QuantFinanceBook | 516 | 9 months ago | Quantitative Finance book |
| rough_bergomi | 115 | over 6 years ago | A Python implementation of the rough Bergomi model |
| frh-fx | 11 | over 6 years ago | A python implementation of the fast-reversion Heston model of Mechkov for FX purposes |
| Value Investing Studies | 83 | over 3 years ago | A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time |
| Machine Learning Asset Management | 1,694 | about 3 years ago | Machine Learning in Asset Management (by @firmai) |
| Deep Learning Machine Learning Stock | 1,259 | 11 months ago | Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders |
| Technical Analysis and Feature Engineering | 127 | 12 months ago | Feature Engineering and Feature Importance of Machine Learning in Financial Market |
| Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine | 138 | over 2 years ago | Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers |
| systematictradingexamples | 375 | over 4 years ago | Examples of code related to book and |
| pysystemtrade_examples | 198 | almost 7 years ago | Examples using pysystemtrade for Robert Carver's |
| ML_Finance_Codes | 1,873 | over 4 years ago | Machine Learning in Finance: From Theory to Practice Book |
| Hands-On Machine Learning for Algorithmic Trading | 1,516 | about 2 years ago | Hands-On Machine Learning for Algorithmic Trading, published by Packt |
| financialnoob-misc | 25 | 5 months ago | Codes from @financialnoob's posts |
| MesoSim Options Trading Strategy Library | 9 | 10 months ago | Free and public Options Trading strategy library for MesoSim |
| Quant-Finance-With-Python-Code | 99 | about 1 year ago | Repo for code examples in Quantitative Finance with Python by Chris Kelliher |
| QuantFinanceTraining | 21 | 11 months ago | This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference |
| Statistical-Learning-based-Portfolio-Optimization | 13 | 9 months ago | This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018) |
| book_irds3 | 61 | over 2 years ago | Code repository for Pricing and Trading Interest Rate Derivatives |
| Autoencoder-Asset-Pricing-Models | 69 | 7 months ago | Reimplementation of Autoencoder Asset Pricing Models ( ) |
| Finance | 2,232 | 5 months ago | 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data |
| 101_formulaic_alphas | 16 | over 2 years ago | Implementation of using qstrader |
| Tidy Finance | An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners | ||
| RoughVolatilityWorkshop | 19 | 3 months ago | 2024 QuantMind's Rough Volatility Workshop lectures |
georgezouq/awesome-ai-in-finance
erichs/awesome-awesome
0ex/more-awesome
zane-/cryptobot
michnovka/ccxt-trading-cp
walkjivefly/loc-extension
tsu-nera/bakuchi
thanhnguyennguyen/trading-indicator
coinpride/cryptolist
suenot/profitmaker
arocks/edge
orion-ai-lab/kurosiwo
bauerji/flask-pydantic
lyst/lightfm
graphql-python/graphql-core
axiros/terminal_markdown_viewer