- [numpy](http://www.numpy.org) - NumPy is the fundamental package for scientific computing with Python.
- [scipy](https://www.scipy.org) - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.
- [pandas](http://pandas.pydata.org) - 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.
- [hasura/base-python-dash](https://hasura.io/hub/project/hasura/base-python-dash) - Hasura quickstart 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](https://hasura.io/hub/project/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library
- [QuantSoftware Toolkit](http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit) - Python-based open source software framework designed to support portfolio construction and management.
- [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library
- [finance](https://pypi.python.org/pypi/finance) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
- [qfrm](https://pypi.python.org/pypi/qfrm) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis
- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio
- [pandas-datareader](https://github.com/pydata/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](https://github.com/davidastephens/pandas-finance) - High level API for access to and analysis of financial data
- [pyhoofinance](https://github.com/innes213/pyhoofinance) - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis
- [yfinanceapi](https://github.com/Karthik005/yfinanceapi) - Finance API for Python
- [yql-finance](https://github.com/slawek87/yql-finance) - yql-finance is simple and fast https://developer.yahoo.com/yql/console/ python API. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
- [ystockquote](https://github.com/cgoldberg/ystockquote) - Retrieve stock quote data from Yahoo Finance
- [wallstreet](https://github.com/mcdallas/wallstreet) - Real time stock and option data
- [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources
- [Stockex](https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API
- [finsymbols](https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
- [FRB](https://github.com/avelkoski/FRB) - Python Client for FRED® API
- [inquisitor](https://github.com/inquirim/inquisitor) - Python Interface to Inquirim.com API
- [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.
- [IEX](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.
- [xlrd](https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files
- [xlsxwriter](https://xlsxwriter.readthedocs.org/) - Write files in the Excel 2007+ XLSX file format
- [xlwt](https://github.com/python-excel/xlwt) - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.
- [DataNitro](https://datanitro.com/) - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.
- [xlloop](http://xlloop.sourceforge.net) - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).
- [expy](http://www.bnikolic.co.uk/expy/expy.html) - 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](https://www.pyxll.com) - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.
- [xts](https://cran.r-project.org/web/packages/xts/index.html) - 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](https://cran.r-project.org/web/packages/data.table/index.html) - 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.
- [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases.
- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance.
- [its](https://cran.r-project.org/web/packages/its/index.html) - Irregular time series.
- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).
- [tis](https://cran.r-project.org/web/packages/tis/index.html) - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.
- [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data.
- [tframe](https://cran.r-project.org/web/packages/tframe/index.html) - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.
### Data Sources
- [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - Provides native R access to Interactive Brokers Trader Workstation API.
- [Rblpapi](https://cran.r-project.org/web/packages/Rblpapi/index.html) - An R Interface to 'Bloomberg' is provided via the 'Blp API'.
- [Quandl](https://www.quandl.com/tools/r) - Get Financial Data Directly Into R.
- [GetTDData](https://cran.r-project.org/web/packages/GetTDData/index.html) - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.
- [GetHFData](https://cran.r-project.org/web/packages/GetHFData/index.html) - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.
- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve
- [SmithWilsonYieldCurve](https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html) - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates
- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation
- [opefimor](https://cran.r-project.org/web/packages/opefimor/index.html) - Option Pricing and Estimation of Financial Models in R
- [maRketSim](https://cran.r-project.org/web/packages/maRketSim/index.html) - Market simulator for R
- [AmericanCallOpt](https://cran.r-project.org/web/packages/AmericanCallOpt/index.html) - This package includes pricing function for selected American call options with underlying assets that generate payouts
- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index
- [RND](https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package
- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method
- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options
- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions
- [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms
- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis
- [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse
- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R
- [tibbletime](https://github.com/business-science/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.
- [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.
- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman.
- [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.
- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.
