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: almost 2 years agoLinked 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 | over 8 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 | almost 2 years ago | High performance datastore for time series and tick data |
Awesome Quant / Python / Financial Instruments and Pricing | |||
| OpenBB Terminal | 34,385 | almost 2 years ago | Terminal for investment research for everyone |
| Fincept Terminal | 23 | almost 2 years ago | Advance Data Based A.I Terminal for all Types of Financial Asset Research |
| PyQL | 1,012 | about 2 years ago | QuantLib's Python port |
| pyfin | 308 | almost 12 years ago | Basic options pricing in Python |
| vollib | 687 | over 3 years ago | vollib is a python library for calculating option prices, implied volatility and greeks |
| QuantPy | 709 | over 3 years ago | A framework for quantitative finance In python |
| Finance-Python | 746 | over 2 years ago | Python tools for Finance |
| ffn | 2,061 | almost 2 years ago | A financial function library for Python |
| pynance | 317 | over 5 years ago | Lightweight Python library for assembling and analyzing financial data |
| tia | 409 | over 3 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 | over 4 years ago | SABR model Python implementation |
| FinancePy | 2,179 | almost 2 years 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 | almost 2 years ago | Python toolkit for quantitative finance |
| willowtree | 240 | about 8 years ago | Robust and flexible Python implementation of the willow tree lattice for derivatives pricing |
| financial-engineering | 373 | almost 9 years ago | Applications of Monte Carlo methods to financial engineering projects, in Python |
| optlib | 665 | almost 4 years ago | A library for financial options pricing written in Python |
| tf-quant-finance | 4,598 | almost 2 years ago | High-performance TensorFlow library for quantitative finance |
| Q-Fin | 397 | almost 3 years ago | A Python library for mathematical finance |
| Quantsbin | 501 | about 3 years ago | Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them |
| finoptions | 209 | over 2 years ago | Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options |
| pypme | 11 | about 3 years ago | PME (Public Market Equivalent) calculation |
| AbsBox | 42 | almost 2 years 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 | almost 2 years ago | A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis |
| Kelly-Criterion | 93 | almost 4 years ago | Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula |
| rateslib | 164 | almost 2 years ago | A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps |
| fypy | 83 | almost 2 years 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 8 years ago | A Python Pandas implementation of technical analysis indicators |
| finta | 2,140 | about 4 years ago | Common financial technical analysis indicators implemented in Pandas |
| Tulipy | 93 | over 7 years ago | Financial Technical Analysis Indicator Library (Python bindings for ) |
| lppls | 375 | almost 2 years ago | A Python module for fitting the model |
| talipp | 405 | about 2 years ago | Incremental technical analysis library for Python |
| streaming_indicators | 73 | almost 2 years ago | A python library for computing technical analysis indicators on streaming data |
Awesome Quant / Python / Trading & Backtesting | |||
| skfolio | 1,297 | almost 2 years 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 | almost 2 years ago | Framework for developing, backtesting, and deploying automated trading algorithms |
| QSTrader | 2,995 | about 2 years ago | QSTrader backtesting simulation engine |
| Blankly | 2,172 | almost 2 years ago | Fully integrated backtesting, paper trading, and live deployment |
| TA-Lib | 9,878 | almost 2 years ago | Python wrapper for TA-Lib ( ) |
| zipline | 17,821 | over 2 years ago | Pythonic algorithmic trading library |
| zipline-reloaded | 1,212 | almost 2 years ago | Zipline, a Pythonic Algorithmic Trading Library |
| QuantSoftware Toolkit | 467 | almost 9 years ago | Python-based open source software framework designed to support portfolio construction and management |
| quantitative | 65 | over 7 years ago | Quantitative finance, and backtesting library |
| analyzer | 214 | over 10 years ago | Python framework for real-time financial and backtesting trading strategies |
| bt | 2,316 | almost 2 years ago | Flexible Backtesting for Python |
| backtrader | 15,145 | about 2 years ago | Python Backtesting library for trading strategies |
| pythalesians | 61 | almost 10 years ago | Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc |
| pybacktest | 805 | almost 5 years ago | Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier |
| pyalgotrade | 4,454 | almost 3 years ago | Python Algorithmic Trading Library |
| basana | 604 | almost 2 years 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 | about 2 years ago | Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies |
| ta | 4,403 | about 2 years ago | Technical Analysis Library using Pandas (Python) |
| algobroker | 90 | over 10 years ago | This is an execution engine for algo trading |
| pysentosa | Python API for sentosa trading system | ||
| finmarketpy | 3,482 | almost 2 years ago | Python library for backtesting trading strategies and analyzing financial markets |
| binary-martingale | 47 | almost 9 years ago | Computer program to automatically trade binary options martingale style |
| fooltrader | 1,146 | over 3 years ago | the project using big-data technology to provide an uniform way to analyze the whole market |
| zvt | 3,302 | almost 2 years 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 | almost 4 years ago | zipline-compatible live trading library |
| pipeline-live | 204 | about 3 years ago | zipline's pipeline capability with IEX for live trading |
| zipline-extensions | 18 | over 6 years ago | Zipline extensions and adapters for QuantRocket |
| moonshot | 206 | about 2 years ago | Vectorized backtester and trading engine for QuantRocket based on Pandas |
| PyPortfolioOpt | 4,632 | almost 2 years ago | Financial portfolio optimization in python, including classical efficient frontier and advanced methods |
| Eiten | 2,793 | about 4 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 | over 2 years ago | fast and scalable design of risk parity portfolios with TensorFlow 2.0 |
| mlfinlab | 4,004 | almost 3 years ago | Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) |
| pyqstrat | 364 | almost 3 years ago | A fast, extensible, transparent python library for backtesting quantitative strategies |
| NowTrade | 104 | over 9 years ago | Python library for backtesting technical/mechanical strategies in the stock and currency markets |
| pinkfish | 271 | almost 2 years ago | A backtester and spreadsheet library for security analysis |
| aat | 684 | almost 2 years ago | Async Algorithmic Trading Engine |
| Backtesting.py | Backtest trading strategies in Python | ||
| catalyst | 2,492 | almost 4 years ago | An Algorithmic Trading Library for Crypto-Assets in Python |
| quantstats | 5,088 | almost 2 years ago | Portfolio analytics for quants, written in Python |
| qtpylib | 2,165 | almost 5 years ago | QTPyLib, Pythonic Algorithmic Trading |
| Quantdom | 718 | about 4 years ago | Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ] |
| freqtrade | 32,560 | almost 2 years ago | Free, open source crypto trading bot |
| algorithmic-trading-with-python | 2,781 | over 5 years ago | Free and resources for trading simulation, backtesting, and machine learning on financial data |
| DeepDow | 932 | over 2 years ago | Portfolio optimization with deep learning |
| Qlib | 15,767 | almost 2 years 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 | about 2 years ago | Code and resources for Machine Learning for Algorithmic Trading |
| AlphaPy | 1,170 | almost 2 years ago | Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost |
| jesse | 5,835 | almost 2 years ago | An advanced crypto trading bot written in Python |
| rqalpha | 5,426 | almost 2 years ago | A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities |
| FinRL-Library | 10,240 | almost 2 years ago | A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020 |
| bulbea | 2,062 | over 5 years ago | Deep Learning based Python Library for Stock Market Prediction and Modelling |
| ib_nope | 30 | over 5 years ago | Automated trading system for NOPE strategy over IBKR TWS |
| OctoBot | 3,531 | almost 2 years ago | Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface |
| bta-lib | 458 | over 4 years ago | Technical Analysis library in pandas for backtesting algotrading and quantitative analysis |
| Stock-Prediction-Models | 8,151 | over 3 years ago | Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations |
| TuneTA | 421 | almost 3 years ago | TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return |
| AutoTrader | 1,013 | over 2 years ago | A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading |
| fast-trade | 377 | over 2 years ago | A library built with backtest portability and performance in mind for backtest trading strategies |
| qf-lib | 560 | almost 2 years ago | QF-Lib is a Python library that provides high quality tools for quantitative finance |
| tda-api | 1,269 | over 2 years ago | Gather data and trade equities, options, and ETFs via TDAmeritrade |
| vectorbt | 4,546 | about 2 years ago | Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research |
| Lean | 10,065 | almost 2 years ago | Lean Algorithmic Trading Engine by QuantConnect (Python, C#) |
| fast-trade | 377 | over 2 years ago | Low code backtesting library utilizing pandas and technical analysis indicators |
| pysystemtrade | 2,694 | almost 2 years 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 | about 2 years ago | Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater |
| PyLOB | 180 | over 3 years ago | Fully functioning fast Limit Order Book written in Python |
| PyBroker | 2,113 | almost 2 years ago | Algorithmic Trading with Machine Learning |
| OctoBot Script | 20 | almost 2 years ago | A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading |
| hftbacktest | 2,066 | almost 2 years 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 | almost 2 years ago | VeighNa is a Python-based open source quantitative trading system development framework |
| Intelligent Trading Bot | 1,103 | about 2 years ago | Automatically generating signals and trading based on machine learning and feature engineering |
| fastquant | 1,541 | about 3 years ago | fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code |
| nautilus_trader | 2,310 | almost 2 years ago | A high-performance algorithmic trading platform and event-driven backtester |
| YABTE | 5 | over 2 years ago | Yet Another (Python) BackTesting Engine |
| Trading Strategy | 76 | almost 2 years ago | TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance |
| Hikyuu | 2,261 | almost 2 years 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 | over 2 years ago | Fast risks with QuantLib |
| XAD | 12 | about 2 years ago | Automatic Differentation (AAD) Library |
| pyfolio | 5,751 | over 2 years ago | Portfolio and risk analytics in Python |
| empyrical | 1,321 | about 2 years ago | Common financial risk and performance metrics |
| fecon235 | 1,147 | over 3 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 11 years ago | Portfolio construction and quantitative analysis |
| VisualPortfolio | 105 | over 9 years ago | This tool is used to visualize the performance of a portfolio |
| universal-portfolios | 780 | about 2 years ago | Collection of algorithms for online portfolio selection |
| FinQuant | 1,453 | almost 3 years ago | A program for financial portfolio management, analysis and optimization |
| Empyrial | 960 | almost 2 years ago | Portfolio's risk and performance analytics and returns predictions |
| risktools | 28 | almost 2 years ago | Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics |
| Riskfolio-Lib | 3,120 | almost 2 years ago | Portfolio Optimization and Quantitative Strategic Asset Allocation in Python |
| empyrical-reloaded | 58 | almost 2 years ago | Common financial risk and performance metrics. fork |
| pyfolio-reloaded | 393 | almost 2 years ago | Portfolio and risk analytics in Python. fork |
| fortitudo.tech | 227 | almost 2 years ago | Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python |
Awesome Quant / Python / Factor Analysis | |||
| alphalens | 3,433 | over 2 years ago | Performance analysis of predictive alpha factors |
| alphalens-reloaded | 334 | almost 2 years ago | Performance analysis of predictive (alpha) stock factors |
| Spectre | 655 | almost 3 years ago | GPU-accelerated Factors analysis library and Backtester |
Awesome Quant / Python / Sentiment Analysis | |||
| Asset News Sentiment Analyzer | 120 | about 2 years ago | Sentiment analysis and report generation package for financial assets and securities utilizing GPT models |
Awesome Quant / Python / Quant Research Environment | |||
| Jupyter Quant | 9 | over 2 years 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 | almost 2 years ago | ARCH models in Python |
| statsmodels | Python module that allows users to explore data, estimate statistical models, and perform statistical tests | ||
| dynts | 87 | almost 10 years ago | Python package for timeseries analysis and manipulation |
| PyFlux | 2,114 | almost 3 years ago | Python library for timeseries modelling and inference (frequentist and Bayesian) on models |
| tsfresh | 8,486 | almost 2 years 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 | almost 2 years ago | Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth |
| tsmoothie | 743 | almost 3 years ago | A python library for time-series smoothing and outlier detection in a vectorized way |
| pmdarima | 1,603 | almost 2 years 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 | almost 2 years ago | vProbabilistic time series modeling in Python |
| functime | 1,056 | about 2 years 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 | almost 2 years ago | Stock Exchange Trading Calendars |
| bizdays | 80 | about 2 years ago | Business days calculations and utilities |
| pandas_market_calendars | 817 | almost 2 years ago | Exchange calendars to use with pandas for trading applications |
Awesome Quant / Python / Data Sources | |||
| yfinance | 15,112 | almost 2 years ago | Yahoo! Finance market data downloader (+faster Pandas Datareader) |
| findatapy | 1,716 | almost 2 years ago | Python library to download market data via Bloomberg, Quandl, Yahoo etc |
| googlefinance | 715 | almost 8 years ago | Python module to get real-time stock data from Google Finance API |
| yahoo-finance | 1,354 | over 2 years ago | Python module to get stock data from Yahoo! Finance |
| pandas-datareader | 2,982 | about 2 years 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 | about 3 years ago | High level API for access to and analysis of financial data |
| pyhoofinance | 9 | almost 10 years ago | Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis |
| yfinanceapi | 9 | over 6 years ago | Finance API for Python |
| yql-finance | 16 | about 11 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 | almost 9 years ago | Retrieve stock quote data from Yahoo Finance |
| wallstreet | 1,396 | about 2 years ago | Real time stock and option data |
| stock_extractor | 34 | over 3 years ago | General Purpose Stock Extractors from Online Resources |
| Stockex | 33 | over 3 years ago | Python wrapper for Yahoo! Finance API |
| finsymbols | 110 | almost 7 years ago | Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ |
| FRB | 166 | about 3 years ago | Python Client for FRED® API |
| inquisitor | 40 | about 4 years ago | Python Interface to Econdb.com API |
| yfi | 2 | over 10 years ago | Yahoo! YQL library |
| chinesestockapi | Python API to get Chinese stock price | ||
| exchange | 16 | about 11 years ago | Get current exchange rate |
| ticks | 16 | over 10 years ago | Simple command line tool to get stock ticker data |
| pybbg | 53 | over 11 years ago | Python interface to Bloomberg COM APIs |
| ccy | 81 | almost 2 years 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 | almost 10 years ago | Utility for retrieving basic China stock data from different sources |
| coinmarketcap | 439 | over 3 years ago | Python API for coinmarketcap |
| after-hours | 34 | over 5 years ago | Obtain pre market and after hours stock prices for a given symbol |
| bronto-python | Bronto API Integration for Python | ||
| pytdx | 1,349 | over 6 years ago | Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes |
| pdblp | 241 | almost 2 years ago | A simple interface to integrate pandas and the Bloomberg Open API |
| tiingo | 255 | almost 2 years ago | Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform |
| iexfinance | 648 | over 4 years ago | Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange |
| pyEX | 408 | over 2 years 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 | almost 2 years 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 | almost 2 years ago | AkShare is an elegant and simple financial data interface library for Python, built for human beings! |
| yahooquery | 791 | about 2 years ago | Python interface for retrieving data through unofficial Yahoo Finance API |
| investpy | 1,670 | over 2 years ago | Financial Data Extraction from Investing.com with Python! |
| yliveticker | 148 | over 5 years ago | Live stream of market data from Yahoo Finance websocket |
| bbgbridge | 1 | over 6 years ago | Easy to use Bloomberg Desktop API wrapper for Python |
| alpha_vantage | 4,313 | about 2 years ago | A python wrapper for Alpha Vantage API for financial data |
| FinanceDataReader | 1,200 | about 2 years ago | Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks |
| pystlouisfed | 14 | over 2 years ago | Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER |
| python-bcb | 82 | over 2 years ago | Python interface to Brazilian Central Bank web services |
| market-prices | 75 | almost 2 years ago | Create meaningful OHLCV datasets from knowledge of (works out-the-box with data from Yahoo Finance) |
| tardis-python | 115 | almost 2 years ago | Python interface for Tardis.dev high frequency crypto market data |
| lake-api | 31 | almost 2 years ago | Python interface for Crypto Lake high frequency crypto market data |
| tessa | 45 | almost 3 years 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 | over 2 years 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 | about 4 years ago | Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators |
| finagg | 440 | about 2 years 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 | almost 2 years ago | This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets |
| Trading Strategy | 238 | almost 2 years 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 | about 2 years 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 | over 6 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 | almost 2 years ago | Visualizer for pandas dataframes and xarray datasets |
| mplfinance | 3,759 | about 2 years ago | matplotlib utilities for the visualization, and visual analysis, of financial data |
| finplot | 944 | almost 2 years ago | Performant and effortless finance plotting for Python |
| finvizfinance | 519 | almost 2 years ago | Finviz analysis python library |
| market-analy | 66 | almost 2 years ago | Analysis and interactive charting using and bqplot |
| QuantInvestStrats | 198 | almost 2 years 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 | almost 2 years 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 | almost 2 years 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 | over 7 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 | almost 2 years ago | An R Interface to 'Bloomberg' is provided via the 'Blp API' |
| Quandl | Get Financial Data Directly Into R | ||
| Rbitcoin | 57 | almost 10 years ago | Unified markets API interface (bitstamp, kraken, btce, bitmarket) |
| GetTDData | 23 | about 2 years ago | Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto |
| GetHFData | 39 | about 6 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 | almost 2 years ago | Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies |
| rbcb | 92 | over 2 years ago | R interface to Brazilian Central Bank web services |
| rb3 | 73 | about 2 years ago | A bunch of downloaders and parsers for data delivered from B3 |
| simfinapi | 19 | over 2 years ago | Makes 'SimFin' data ( ) easily accessible in R |
| tidyfinance | 15 | almost 2 years 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 | about 2 years 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 | about 2 years ago | Analysing equity portfolios |
| sparseIndexTracking | 51 | over 3 years ago | Portfolio design to track an index |
| covFactorModel | 33 | over 7 years ago | Covariance matrix estimation via factor models |
| riskParityPortfolio | 107 | almost 4 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 | about 11 years ago | Credit Default Swap Functions |
| derivmkts | Functions and R Code to Accompany Derivatives Markets | ||
| FinCal | 22 | about 3 years ago | Package for time value of money calculation, time series analysis and computational finance |
| r-quant | 30 | over 12 years ago | R code for quantitative analysis in finance |
| options.studies | 6 | almost 11 years ago | options trading studies functions for use with options.data package and shiny |
| PortfolioAnalytics | 80 | almost 2 years ago | Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios |
| fmbasics | 12 | over 4 years ago | Financial Market Building Blocks |
| R-fixedincome | 53 | over 2 years 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 | over 2 years ago | Technical Trading Rules |
| QuantTools | Enhanced Quantitative Trading Modelling | ||
| blotter | 114 | almost 2 years 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 | about 3 years 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 | almost 2 years ago | Econometric tools for performance and risk analysis |
Awesome Quant / R / Factor Analysis | |||
| FactorAnalytics | 67 | almost 2 years 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 | about 2 years 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 | almost 2 years ago | Univariate GARCH Models |
| rmgarch | 13 | over 4 years ago | Multivariate GARCH Models |
| tidypredict | 2 | almost 5 years ago | Run predictions inside the database |
| tidyquant | 856 | almost 2 years ago | Bringing financial analysis to the tidyverse |
| timetk | 615 | over 2 years ago | A toolkit for working with time series in R |
| tibbletime | 179 | almost 2 years 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 | almost 3 years ago | Time series data mining library built on top of the novel Matrix Profile data structure and algorithms |
| garchmodels | 34 | about 4 years ago | A parsnip backend for GARCH models |
Awesome Quant / R / Calendars | |||
| timeDate | Chronological and Calendar Objects | ||
| bizdays | 54 | about 2 years ago | Business days calculations and utilities |
Awesome Quant / Matlab / FrameWorks | |||
| QUANTAXIS | 8,271 | about 2 years ago | Integrated Quantitative Toolbox with Matlab |
| PROJ_Option_Pricing_Matlab | 176 | almost 2 years 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 | almost 2 years ago | Modular, asynchronous trading engine in pure Julia |
| QuantLib.jl | 138 | over 6 years ago | Quantlib implementation in pure Julia |
| Ito.jl | 37 | over 9 years ago | A Julia package for quantitative finance |
| TALib.jl | 52 | about 9 years ago | A Julia wrapper for TA-Lib |
| IncTA.jl | 20 | almost 2 years ago | Julia Incremental Technical Analysis Indicators |
| Miletus.jl | 85 | almost 3 years ago | A financial contract definition, modeling language, and valuation framework |
| Temporal.jl | 101 | over 3 years ago | Flexible and efficient time series class & methods |
| Indicators.jl | 217 | almost 4 years ago | Financial market technical analysis & indicators on top of Temporal |
| Strategems.jl | 162 | over 5 years ago | Quantitative systematic trading strategy development and backtesting |
| TimeSeries.jl | 355 | about 2 years ago | Time series toolkit for Julia |
| MarketTechnicals.jl | 127 | almost 5 years ago | Technical analysis of financial time series on top of TimeSeries |
| MarketData.jl | 151 | about 2 years ago | Time series market data |
| TimeFrames.jl | 4 | over 7 years ago | A Julia library that defines TimeFrame (essentially for resampling TimeSeries) |
| DataFrames.jl | 1,738 | almost 2 years ago | In-memory tabular data in Julia |
| TSFrames.jl | 94 | over 2 years 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 | over 10 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 | about 8 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 | almost 2 years ago | A Java library for technical analysis |
Awesome Quant / JavaScript | |||
| finance.js | 1,247 | over 3 years ago | A JavaScript library for common financial calculations |
| portfolio-allocation | 175 | over 3 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 | almost 2 years ago | Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions |
| IndicatorTS | 302 | about 2 years ago | Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading |
| ccxt | 33,646 | almost 2 years ago | A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges |
| PENDAX | 44 | over 2 years ago | Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More |
Awesome Quant / JavaScript / Data Visualization | |||
| QUANTAXIS_Webkit | 38 | over 8 years ago | An awesome visualization center based on quantaxis |
Awesome Quant / Haskell | |||
| quantfin | 138 | over 7 years ago | quant finance in pure haskell |
| Haxcel | 33 | about 4 years ago | Excel Addin for Haskell |
| Ffinar | 4 | over 4 years ago | A financial maths library in Haskell |
Awesome Quant / Scala | |||
| QuantScale | 46 | over 12 years ago | Scala Quantitative Finance Library |
| Scala Quant | 10 | over 9 years ago | Scala library for working with stock data from IFTTT recipes or Google Finance |
Awesome Quant / Ruby | |||
| Jiji | 241 | over 5 years ago | Open Source Forex algorithmic trading framework using OANDA REST API |
Awesome Quant / Elixir/Erlang | |||
| Tai | 470 | almost 2 years ago | Open Source composable, real time, market data and trade execution toolkit |
| Workbench | 117 | over 3 years ago | From Idea to Execution - Manage your trading operation across a globally distributed cluster |
| Prop | 48 | over 3 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 | almost 3 years 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 | over 2 years ago | DataFrame Server for Financial Timeseries Data |
| IndicatorGo | 538 | almost 2 years 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 | almost 2 years ago | The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance |
| QuantLibRisks | 17 | almost 2 years ago | Fast risks with QuantLib in C++ |
| XAD | 337 | almost 2 years ago | Automatic Differentation (AAD) Library |
| TradeFrame | 503 | almost 2 years 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 | almost 2 years 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 | over 10 years ago | Java port |
| RQuantLib | 121 | about 2 years ago | R port |
| QuantLibAddin | Excel support | ||
| QuantLibXL | Excel support | ||
| QLNet | 387 | almost 2 years ago | .Net port |
| PyQL | 1,012 | about 2 years ago | Python port |
| QuantLib.jl | 138 | over 6 years ago | Julia port |
| QuantLib-Python Documentation | Documentation for the Python bindings for the QuantLib library | ||
| ta-lib-python | 9,878 | almost 2 years ago | |
| ta-lib | 644 | almost 2 years ago | |
Awesome Quant / CSharp | |||
| QuantConnect | 10,065 | almost 2 years ago | Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage |
| StockSharp | 7,409 | almost 2 years ago | Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options) |
| TDAmeritrade.DotNetCore | 53 | over 3 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 3 years ago | Financial maths library for risk-neutral pricing and risk |
| Barter | 1,041 | almost 2 years ago | Open-source Rust framework for building event-driven live-trading & backtesting systems |
| LFEST | 61 | almost 2 years ago | Simulated perpetual futures exchange to trade your strategy against |
| TradeAggregation | 78 | almost 2 years ago | Aggregate trades into user-defined candles using information driven rules |
| SlidingFeatures | 43 | almost 2 years ago | Chainable tree-like sliding windows for signal processing and technical analysis |
| RustQuant | 1,178 | almost 2 years ago | Quantitative finance library written in Rust |
| finalytics | 22 | about 2 years 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 | almost 9 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 | almost 2 years ago | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading |
| quant | 326 | about 11 years ago | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas |
| fecon235 | 1,147 | over 3 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 | about 6 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 | over 2 years ago | Resources for Quantitative Finance |
| Python_Option_Pricing | 654 | about 6 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 | about 2 years ago | J.P. Morgan's Python training for business analysts and traders |
| Stock_Analysis_For_Quant | 1,701 | almost 2 years ago | Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau |
| algorithmic-trading-with-python | 2,781 | over 5 years ago | Source code for Algorithmic Trading with Python (2020) by Chris Conlan |
| MEDIUM_NoteBook | 2,087 | almost 2 years ago | Repository containing notebooks of 's posts on Medium |
| QuantFinance | 397 | about 2 years ago | Training materials in quantitative finance |
| IPythonScripts | 151 | almost 8 years ago | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning |
| Computational-Finance-Course | 385 | over 2 years ago | Materials for the course of Computational Finance |
| Machine-Learning-for-Asset-Managers | 495 | about 3 years 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 | over 3 years ago | Python for Finance Cookbook, published by Packt |
| modelos_vol_derivativos | 55 | about 3 years ago | "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks |
| NMOF | 35 | almost 2 years 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 | almost 3 years ago | Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch |
| aiif | 315 | over 2 years ago | Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch |
| py4at | 701 | almost 3 years ago | Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch |
| dawp | 600 | over 5 years ago | Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch |
| dx | 719 | almost 6 years ago | DX Analytics | Financial and Derivatives Analytics with Python |
| QuantFinanceBook | 516 | over 2 years ago | Quantitative Finance book |
| rough_bergomi | 115 | about 8 years ago | A Python implementation of the rough Bergomi model |
| frh-fx | 11 | over 8 years ago | A python implementation of the fast-reversion Heston model of Mechkov for FX purposes |
| Value Investing Studies | 83 | almost 5 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 | almost 5 years ago | Machine Learning in Asset Management (by @firmai) |
| Deep Learning Machine Learning Stock | 1,259 | over 2 years 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 | over 2 years 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 | almost 4 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 | about 6 years ago | Examples of code related to book and |
| pysystemtrade_examples | 198 | over 8 years ago | Examples using pysystemtrade for Robert Carver's |
| ML_Finance_Codes | 1,873 | over 6 years ago | Machine Learning in Finance: From Theory to Practice Book |
| Hands-On Machine Learning for Algorithmic Trading | 1,516 | over 3 years ago | Hands-On Machine Learning for Algorithmic Trading, published by Packt |
| financialnoob-misc | 25 | about 2 years ago | Codes from @financialnoob's posts |
| MesoSim Options Trading Strategy Library | 9 | over 2 years ago | Free and public Options Trading strategy library for MesoSim |
| Quant-Finance-With-Python-Code | 99 | almost 3 years ago | Repo for code examples in Quantitative Finance with Python by Chris Kelliher |
| QuantFinanceTraining | 21 | over 2 years 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 | over 2 years 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 | almost 4 years ago | Code repository for Pricing and Trading Interest Rate Derivatives |
| Autoencoder-Asset-Pricing-Models | 69 | about 2 years ago | Reimplementation of Autoencoder Asset Pricing Models ( ) |
| Finance | 2,232 | about 2 years ago | 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data |
| 101_formulaic_alphas | 16 | about 4 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 | almost 2 years 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