awesome-quant

NumPy is the fundamental package for scientific computing with Python

SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering

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 is a blazingly fast DataFrame library for manipulating structured data

quantdsl

Domain specific language for quantitative analytics in finance and trading

Builtin Python library for all basic statistical calculations

SymPy is a Python library for symbolic mathematics

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano

Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas

ArcticDB

High performance datastore for time series and tick data

OpenBB Terminal

Terminal for investment research for everyone

Fincept Terminal

Advance Data Based A.I Terminal for all Types of Financial Asset Research

PyQL

QuantLib's Python port

pyfin

Basic options pricing in Python

vollib

vollib is a python library for calculating option prices, implied volatility and greeks

QuantPy

A framework for quantitative finance In python

Finance-Python

Python tools for Finance

ffn

A financial function library for Python

pynance

Lightweight Python library for assembling and analyzing financial data

tia

Toolkit for integration and analysis

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 quick start to visualize data with bokeh library

pysabr

SABR model Python implementation

FinancePy

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

Python toolkit for quantitative finance

willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing

financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python

optlib

A library for financial options pricing written in Python

tf-quant-finance

High-performance TensorFlow library for quantitative finance

Q-Fin

A Python library for mathematical finance

Quantsbin

Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them

finoptions

Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options

pypme

PME (Public Market Equivalent) calculation

AbsBox

A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS)

Intrinsic-Value-Calculator

A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis

Kelly-Criterion

Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps

fypy

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

pandas_talib

A Python Pandas implementation of technical analysis indicators

finta

Common financial technical analysis indicators implemented in Pandas

Tulipy

Financial Technical Analysis Indicator Library (Python bindings for )

lppls

A Python module for fitting the model

talipp

Incremental technical analysis library for Python

streaming_indicators

A python library for computing technical analysis indicators on streaming data

skfolio

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

Framework for developing, backtesting, and deploying automated trading algorithms

QSTrader

QSTrader backtesting simulation engine

Blankly

Fully integrated backtesting, paper trading, and live deployment

TA-Lib

Python wrapper for TA-Lib ( )

zipline

Pythonic algorithmic trading library

zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library

QuantSoftware Toolkit

Python-based open source software framework designed to support portfolio construction and management

quantitative

Quantitative finance, and backtesting library

analyzer

Python framework for real-time financial and backtesting trading strategies

bt

Flexible Backtesting for Python

backtrader

Python Backtesting library for trading strategies

pythalesians

Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc

pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier

pyalgotrade

Python Algorithmic Trading Library

basana

A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies

A collection of functions and classes for Quantitative trading

Pandas TA

Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies

ta

Technical Analysis Library using Pandas (Python)

algobroker

This is an execution engine for algo trading

Python API for sentosa trading system

finmarketpy

Python library for backtesting trading strategies and analyzing financial markets

binary-martingale

Computer program to automatically trade binary options martingale style

fooltrader

the project using big-data technology to provide an uniform way to analyze the whole market

zvt

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

zipline-compatible live trading library

pipeline-live

zipline's pipeline capability with IEX for live trading

zipline-extensions

Zipline extensions and adapters for QuantRocket

moonshot

Vectorized backtester and trading engine for QuantRocket based on Pandas

PyPortfolioOpt

Financial portfolio optimization in python, including classical efficient frontier and advanced methods

Eiten

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

fast and scalable design of risk parity portfolios with TensorFlow 2.0

mlfinlab

Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)

pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies

NowTrade

Python library for backtesting technical/mechanical strategies in the stock and currency markets

pinkfish

A backtester and spreadsheet library for security analysis

aat

Async Algorithmic Trading Engine

Backtest trading strategies in Python

catalyst

An Algorithmic Trading Library for Crypto-Assets in Python

quantstats

Portfolio analytics for quants, written in Python

qtpylib

QTPyLib, Pythonic Algorithmic Trading

Quantdom

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

freqtrade

Free, open source crypto trading bot

algorithmic-trading-with-python

Free and resources for trading simulation, backtesting, and machine learning on financial data

DeepDow

Portfolio optimization with deep learning

Qlib

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

Code and resources for Machine Learning for Algorithmic Trading

AlphaPy

Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

jesse

An advanced crypto trading bot written in Python

rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

FinRL-Library

A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020

bulbea

Deep Learning based Python Library for Stock Market Prediction and Modelling

ib_nope

Automated trading system for NOPE strategy over IBKR TWS

OctoBot

Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface

bta-lib

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

Stock-Prediction-Models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

TuneTA

TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return

AutoTrader

A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading

fast-trade

A library built with backtest portability and performance in mind for backtest trading strategies

qf-lib

QF-Lib is a Python library that provides high quality tools for quantitative finance

tda-api

Gather data and trade equities, options, and ETFs via TDAmeritrade

vectorbt

Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research

Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

fast-trade

Low code backtesting library utilizing pandas and technical analysis indicators

pysystemtrade

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

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater

PyLOB

Fully functioning fast Limit Order Book written in Python

PyBroker

Algorithmic Trading with Machine Learning

OctoBot Script

A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading

hftbacktest

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

VeighNa is a Python-based open source quantitative trading system development framework

Intelligent Trading Bot

Automatically generating signals and trading based on machine learning and feature engineering

fastquant

fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code

nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

YABTE

Yet Another (Python) BackTesting Engine

Trading Strategy

TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance

Hikyuu

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

QuantLibRisks

Fast risks with QuantLib

XAD

Automatic Differentation (AAD) Library

pyfolio

Portfolio and risk analytics in Python

empyrical

Common financial risk and performance metrics

fecon235

Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios

Financial Risk Calculations. Optimized for ease of use through class construction and operator overload

Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios

visualize-wealth

Portfolio construction and quantitative analysis

VisualPortfolio

This tool is used to visualize the performance of a portfolio

universal-portfolios

Collection of algorithms for online portfolio selection

FinQuant

A program for financial portfolio management, analysis and optimization

Empyrial

Portfolio's risk and performance analytics and returns predictions

risktools

Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

empyrical-reloaded

Common financial risk and performance metrics. fork

pyfolio-reloaded

Portfolio and risk analytics in Python. fork

fortitudo.tech

Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python

alphalens

Performance analysis of predictive alpha factors

alphalens-reloaded

Performance analysis of predictive (alpha) stock factors

Spectre

GPU-accelerated Factors analysis library and Backtester

Asset News Sentiment Analyzer

Sentiment analysis and report generation package for financial assets and securities utilizing GPT models

Jupyter Quant

A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc

ARCH

ARCH models in Python

Python module that allows users to explore data, estimate statistical models, and perform statistical tests

dynts

Python package for timeseries analysis and manipulation

PyFlux

Python library for timeseries modelling and inference (frequentist and Bayesian) on models

tsfresh

Automatic extraction of relevant features from time series

Hasura quickstart to visualize Quandl's timeseries datasets with Metabase

Facebook Prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth

tsmoothie

A python library for time-series smoothing and outlier detection in a vectorized way

pmdarima

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

vProbabilistic time series modeling in Python

functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data

exchange_calendars

Stock Exchange Trading Calendars

bizdays

Business days calculations and utilities

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

yfinance

Yahoo! Finance market data downloader (+faster Pandas Datareader)

findatapy

Python library to download market data via Bloomberg, Quandl, Yahoo etc

googlefinance

Python module to get real-time stock data from Google Finance API

yahoo-finance

Python module to get stock data from Yahoo! Finance

pandas-datareader

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

High level API for access to and analysis of financial data

pyhoofinance

Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis

yfinanceapi

Finance API for Python

yql-finance

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

Retrieve stock quote data from Yahoo Finance

wallstreet

Real time stock and option data

stock_extractor

General Purpose Stock Extractors from Online Resources

Stockex

Python wrapper for Yahoo! Finance API

finsymbols

Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ

FRB

Python Client for FRED® API

inquisitor

Python Interface to Econdb.com API

yfi

Yahoo! YQL library

Python API to get Chinese stock price

exchange

Get current exchange rate

ticks

Simple command line tool to get stock ticker data

pybbg

Python interface to Bloomberg COM APIs

ccy

Python module for currencies

A utility for crawling historical and Real-time Quotes data of China stocks

Get the japanese stock market data

cn_stock_src

Utility for retrieving basic China stock data from different sources

coinmarketcap

Python API for coinmarketcap

after-hours

Obtain pre market and after hours stock prices for a given symbol

Bronto API Integration for Python

pytdx

Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes

pdblp

A simple interface to integrate pandas and the Bloomberg Open API

tiingo

Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform

iexfinance

Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange

pyEX

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

Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution

API Connector to MetaTrader 5 Terminal

akshare

AkShare is an elegant and simple financial data interface library for Python, built for human beings!

yahooquery

Python interface for retrieving data through unofficial Yahoo Finance API

investpy

Financial Data Extraction from Investing.com with Python!

yliveticker

Live stream of market data from Yahoo Finance websocket

bbgbridge

Easy to use Bloomberg Desktop API wrapper for Python

alpha_vantage

A python wrapper for Alpha Vantage API for financial data

FinanceDataReader

Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks

pystlouisfed

Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER

python-bcb

Python interface to Brazilian Central Bank web services

market-prices

Create meaningful OHLCV datasets from knowledge of (works out-the-box with data from Yahoo Finance)

tardis-python

Python interface for Tardis.dev high frequency crypto market data

lake-api

Python interface for Crypto Lake high frequency crypto market data

tessa

simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class

pandaSDMX

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

Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators

finagg

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

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets

Trading Strategy

download price data for decentralised exchanges and lending protocols (DeFi)

Make Excel fly with Python

Read/Write Excel 2007 xlsx/xlsm files

xlrd

Library for developers to extract data from Microsoft Excel spreadsheet files

Write files in the Excel 2007+ XLSX file format

xlwt

Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform

DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license

XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server)

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 is an Excel add-in that enables you to extend Excel using nothing but Python code

D-Tale

Visualizer for pandas dataframes and xarray datasets

mplfinance

matplotlib utilities for the visualization, and visual analysis, of financial data

finplot

Performant and effortless finance plotting for Python

finvizfinance

Finviz analysis python library

market-analy

Analysis and interactive charting using and bqplot

QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies

xts

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

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

Sparse principal component analysis

Provides a common interface to time series databases

Time Series Analysis and Computational Finance

S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)

Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies

Utilities for simple manipulation and quick plotting of time series data

A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time

Provides native R access to Interactive Brokers Trader Workstation API

Rblpapi

An R Interface to 'Bloomberg' is provided via the 'Blp API'

Get Financial Data Directly Into R

Rbitcoin

Unified markets API interface (bitstamp, kraken, btce, bitmarket)

GetTDData

Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto

GetHFData

Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site

Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API

td

Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies

rbcb

R interface to Brazilian Central Bank web services

rb3

A bunch of downloaders and parsers for data delivered from B3

simfinapi

Makes 'SimFin' data ( ) easily accessible in R

tidyfinance

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

RQuantLib

RQuantLib connects GNU R with QuantLib

Quantitative Financial Modelling Framework

The premier open source software solution for teaching and training quantitative finance

EBM and Asian Option Valuation

Analysing and Modelling Financial Assets

Markets and Basic Statistics

Bonds and Interest Rate Models

Exotic Option Valuation

Pricing and Evaluating Basic Options

Portfolio Selection and Optimization

portfolio

Analysing equity portfolios

sparseIndexTracking

Portfolio design to track an index

covFactorModel

Covariance matrix estimation via factor models

riskParityPortfolio

Blazingly fast design of risk parity portfolios

Simulation and Inference for Stochastic Differential Equations

Modelling and estimation of the yield curve

Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates

Yield curve or zero-coupon prices interpolation and extrapolation

This package includes pricing function for selected American call options with underlying assets that generate payouts

Pricing a variance swap on an equity index

Risk Neutral Density Extraction Package

American options pricing with Least Squares Monte Carlo method

Estimation of value and hedging strategy of call and put options

Time Value of Money Functions

Option Pricing with Efficient Simulation Algorithms

credule

Credit Default Swap Functions

Functions and R Code to Accompany Derivatives Markets

FinCal

Package for time value of money calculation, time series analysis and computational finance

r-quant

R code for quantitative analysis in finance

options.studies

options trading studies functions for use with options.data package and shiny

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios

fmbasics

Financial Market Building Blocks

R-fixedincome

Fixed income tools for R

Exploring Portfolio-Based Conjectures About Financial Instruments

Performance Attribution for Equity Portfolios

TTR

Technical Trading Rules

Enhanced Quantitative Trading Modelling

blotter

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

quantstrat

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

PerformanceAnalytics

Econometric tools for performance and risk analysis

FactorAnalytics

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

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

Time Series Analysis and Computational Finance

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Rmetrics - Financial Time Series Objects

rugarch

Univariate GARCH Models

rmgarch

Multivariate GARCH Models

tidypredict

Run predictions inside the database

tidyquant

Bringing financial analysis to the tidyverse

timetk

A toolkit for working with time series in R

tibbletime

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

Time series data mining library built on top of the novel Matrix Profile data structure and algorithms

garchmodels

A parsnip backend for GARCH models

Chronological and Calendar Objects

bizdays

Business days calculations and utilities

QUANTAXIS

Integrated Quantitative Toolbox with Matlab

PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Lucky.jl

Modular, asynchronous trading engine in pure Julia

QuantLib.jl

Quantlib implementation in pure Julia

Ito.jl

A Julia package for quantitative finance

TALib.jl

A Julia wrapper for TA-Lib

IncTA.jl

Julia Incremental Technical Analysis Indicators

Miletus.jl

A financial contract definition, modeling language, and valuation framework

Temporal.jl

Flexible and efficient time series class & methods

Indicators.jl

Financial market technical analysis & indicators on top of Temporal

Strategems.jl

Quantitative systematic trading strategy development and backtesting

TimeSeries.jl

Time series toolkit for Julia

MarketTechnicals.jl

Technical analysis of financial time series on top of TimeSeries

MarketData.jl

Time series market data

TimeFrames.jl

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

DataFrames.jl

In-memory tabular data in Julia

TSFrames.jl

Handle timeseries data on top of the powerful and mature DataFrames.jl

Modern open-source analytics and market risk library designed and written in Java

JQuantLib

JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java

Java library with algorithms and methodologies related to mathematical finance

quantcomponents

Free Java components for Quantitative Finance and Algorithmic Trading

Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries

ta4j

A Java library for technical analysis

finance.js

A JavaScript library for common financial calculations

portfolio-allocation

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

Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions

IndicatorTS

Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

PENDAX

Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More

QUANTAXIS_Webkit

An awesome visualization center based on quantaxis

quantfin

quant finance in pure haskell

Haxcel

Excel Addin for Haskell

Ffinar

A financial maths library in Haskell

QuantScale

Scala Quantitative Finance Library

Scala Quant

Scala library for working with stock data from IFTTT recipes or Google Finance

Jiji

Open Source Forex algorithmic trading framework using OANDA REST API

Tai

Open Source composable, real time, market data and trade execution toolkit

Workbench

From Idea to Execution - Manage your trading operation across a globally distributed cluster

Prop

An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation

Kelp

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

DataFrame Server for Financial Timeseries Data

IndicatorGo

IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading

QuantLib

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance

QuantLibRisks

Fast risks with QuantLib in C++

XAD

Automatic Differentation (AAD) Library

TradeFrame

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

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

QuantLibRisks - Fast risks with QuantLib in and

XAD - Automatic Differentiation (AAD) Library in and

JQuantLib

Java port

RQuantLib

R port

Excel support

Excel support

QLNet

.Net port

PyQL

Python port

QuantLib.jl

Julia port

Documentation for the Python bindings for the QuantLib library

QuantConnect

Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage

StockSharp

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options)

TDAmeritrade.DotNetCore

Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions

QuantMath

Financial maths library for risk-neutral pricing and risk

Barter

Open-source Rust framework for building event-driven live-trading & backtesting systems

LFEST

Simulated perpetual futures exchange to trade your strategy against

TradeAggregation

Aggregate trades into user-defined candles using information driven rules

SlidingFeatures

Chainable tree-like sliding windows for signal processing and technical analysis

RustQuant

Quantitative finance library written in Rust

finalytics

A rust library for financial data analysis

Background and resources on Automatic Differentiation (AD) / Adjoint Algorithmic Differentitation (AAD)

Derman Papers

Notebooks that replicate original quantitative finance papers from Emanuel Derman

Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

quant

Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas

fecon235

Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively

Quantitative-Notebooks

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks

FinanceHub

Resources for Quantitative Finance

Python_Option_Pricing

An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

python-training

J.P. Morgan's Python training for business analysts and traders

Stock_Analysis_For_Quant

Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

MEDIUM_NoteBook

Repository containing notebooks of 's posts on Medium

QuantFinance

Training materials in quantitative finance

IPythonScripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Computational-Finance-Course

Materials for the course of Computational Finance

Machine-Learning-for-Asset-Managers

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

Python for Finance Cookbook, published by Packt

modelos_vol_derivativos

"Modelos de Volatilidade para Derivativos" book's Jupyter notebooks

NMOF

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

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch

aiif

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch

dawp

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch

dx

DX Analytics | Financial and Derivatives Analytics with Python

QuantFinanceBook

Quantitative Finance book

rough_bergomi

A Python implementation of the rough Bergomi model

frh-fx

A python implementation of the fast-reversion Heston model of Mechkov for FX purposes

Value Investing Studies

A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time

Machine Learning Asset Management

Machine Learning in Asset Management (by @firmai)

Deep Learning Machine Learning Stock

Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders

Technical Analysis and Feature Engineering

Feature Engineering and Feature Importance of Machine Learning in Financial Market

Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine

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

Examples of code related to book and

pysystemtrade_examples

Examples using pysystemtrade for Robert Carver's

ML_Finance_Codes

Machine Learning in Finance: From Theory to Practice Book

Hands-On Machine Learning for Algorithmic Trading

Hands-On Machine Learning for Algorithmic Trading, published by Packt

financialnoob-misc

Codes from @financialnoob's posts

MesoSim Options Trading Strategy Library

Free and public Options Trading strategy library for MesoSim

Quant-Finance-With-Python-Code

Repo for code examples in Quantitative Finance with Python by Chris Kelliher

QuantFinanceTraining

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

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018)

book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

Autoencoder-Asset-Pricing-Models

Reimplementation of Autoencoder Asset Pricing Models ( )

Finance

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

101_formulaic_alphas

Implementation of using qstrader

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

2024 QuantMind's Rough Volatility Workshop lectures