"text":"Compilation of projects providing access to the date of last commit or publication date.\n\n\n\nTable1: Projects"
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"title":"Contributor Covenant Code of Conduct",
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"text":"We as members, contributors, and leaders pledge to make participation in our community a harassment-free experience for everyone, regardless of age, body size, visible or invisible disability, ethnicity, sex characteristics, gender identity and expression, level of experience, education, socio-economic status, nationality, personal appearance, race, religion, or sexual identity and orientation.\nWe pledge to act and interact in ways that contribute to an open, welcoming, diverse, inclusive, and healthy community."
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"text":"We as members, contributors, and leaders pledge to make participation in our community a harassment-free experience for everyone, regardless of age, body size, visible or invisible disability, ethnicity, sex characteristics, gender identity and expression, level of experience, education, socio-economic status, nationality, personal appearance, race, religion, or sexual identity and orientation.\nWe pledge to act and interact in ways that contribute to an open, welcoming, diverse, inclusive, and healthy community."
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"text":"Our Standards\nExamples of behavior that contributes to a positive environment for our community include:\n\nDemonstrating empathy and kindness toward other people\nBeing respectful of differing opinions, viewpoints, and experiences\nGiving and gracefully accepting constructive feedback\nAccepting responsibility and apologizing to those affected by our mistakes, and learning from the experience\nFocusing on what is best not just for us as individuals, but for the overall community\n\nExamples of unacceptable behavior include:\n\nThe use of sexualized language or imagery, and sexual attention or advances of any kind\nTrolling, insulting or derogatory comments, and personal or political attacks\nPublic or private harassment\nPublishing others’ private information, such as a physical or email address, without their explicit permission\nOther conduct which could reasonably be considered inappropriate in a professional setting"
"text":"Enforcement Responsibilities\nCommunity leaders are responsible for clarifying and enforcing our standards of acceptable behavior and will take appropriate and fair corrective action in response to any behavior that they deem inappropriate, threatening, offensive, or harmful.\nCommunity leaders have the right and responsibility to remove, edit, or reject comments, commits, code, wiki edits, issues, and other contributions that are not aligned to this Code of Conduct, and will communicate reasons for moderation decisions when appropriate."
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"text":"Scope\nThis Code of Conduct applies within all community spaces, and also applies when an individual is officially representing the community in public spaces. Examples of representing our community include using an official e-mail address, posting via an official social media account, or acting as an appointed representative at an online or offline event."
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"text":"Enforcement\nInstances of abusive, harassing, or otherwise unacceptable behavior may be reported to the community leaders responsible for enforcement at awesom3quant@gmail.com. All complaints will be reviewed and investigated promptly and fairly.\nAll community leaders are obligated to respect the privacy and security of the reporter of any incident."
"text":"Enforcement Guidelines\nCommunity leaders will follow these Community Impact Guidelines in determining the consequences for any action they deem in violation of this Code of Conduct:\n\n1. Correction\nCommunity Impact: Use of inappropriate language or other behavior deemed unprofessional or unwelcome in the community.\nConsequence: A private, written warning from community leaders, providing clarity around the nature of the violation and an explanation of why the behavior was inappropriate. A public apology may be requested.\n\n\n2. Warning\nCommunity Impact: A violation through a single incident or series of actions.\nConsequence: A warning with consequences for continued behavior. No interaction with the people involved, including unsolicited interaction with those enforcing the Code of Conduct, for a specified period of time. This includes avoiding interactions in community spaces as well as external channels like social media. Violating these terms may lead to a temporary or permanent ban.\n\n\n3. Temporary Ban\nCommunity Impact: A serious violation of community standards, including sustained inappropriate behavior.\nConsequence: A temporary ban from any sort of interaction or public communication with the community for a specified period of time. No public or private interaction with the people involved, including unsolicited interaction with those enforcing the Code of Conduct, is allowed during this period. Violating these terms may lead to a permanent ban.\n\n\n4. Permanent Ban\nCommunity Impact: Demonstrating a pattern of violation of community standards, including sustained inappropriate behavior, harassment of an individual, or aggression toward or disparagement of classes of individuals.\nConsequence: A permanent ban from any sort of public interaction within the community."
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"text":"Attribution\nThis Code of Conduct is adapted from the Contributor Covenant, version 2.0, available at https://www.contributor-covenant.org/version/2/0/code_of_conduct.html.\nCommunity Impact Guidelines were inspired by Mozilla’s code of conduct enforcement ladder.\nFor answers to common questions about this code of conduct, see the FAQ at https://www.contributor-covenant.org/faq. Translations are available at https://www.contributor-covenant.org/translations."
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"text":"A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)."
"text":"Python\n\nNumerical Libraries & Data Structures\n\nnumpy - NumPy is the fundamental package for scientific computing with Python.\nscipy - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.\npandas - 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.\npolars - Polars is a blazingly fast DataFrame library for manipulating structured data.\nquantdsl - Domain specific language for quantitative analytics in finance and trading.\nstatistics - Builtin Python library for all basic statistical calculations.\nsympy - SymPy is a Python library for symbolic mathematics.\npymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.\nmodelx - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.\nArcticDB - High performance datastore for time series and tick data.\n\n\n\nFinancial Instruments and Pricing\n\nOpenBB Terminal - Terminal for investment research for everyone.\nFincept Terminal - Advance Data Based A.I Terminal for all Types of Financial Asset Research.\nPyQL - QuantLib’s Python port.\npyfin - Basic options pricing in Python. ARCHIVED\nvollib - vollib is a python library for calculating option prices, implied volatility and greeks.\nQuantPy - A framework for quantitative finance In python.\nFinance-Python - Python tools for Finance.\nffn - A financial function library for Python.\npynance - Lightweight Python library for assembling and analyzing financial data.\ntia - Toolkit for integration and analysis.\nhasura/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.\nhasura/base-python-bokeh - Hasura quick start to visualize data with bokeh library.\npysabr - SABR model Python implementation.\nFinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.\ngs-quant - Python toolkit for quantitative finance\nwillowtree - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.\nfinancial-engineering - Applications of Monte Carlo methods to financial engineering projects, in Python.\noptlib - A library for financial options pricing written in Python.\ntf-quant-finance - High-performance TensorFlow library for quantitative finance.\nQ-Fin - A Python library for mathematical finance.\nQuantsbin - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.\nfinoptions - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.\npypme - PME (Public Market Equivalent) calculation.\nAbsBox - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).\nIntrinsic-Value-Calculator - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.\nKelly-Criterion - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.\nrateslib - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.\nfypy - 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.\n\n\n\nIndicators\n\npandas_talib - A Python Pandas implementation of technical analysis indicators.\nfinta - Common financial technical analysis indicators implemented in Pandas.\nTulipy - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators)\nlppls - A Python module for fitt
"text": "R\n\nNumericalLibraries&DataStructures\n\nxts-eXtensibleTimeSeries:ProvideforuniformhandlingofR’sdifferenttime-baseddataclassesbyextendingzoo,maximizingnativeformatinformationpreservationandallowingforuserlevelcustomizationandextension,whilesimplifyingcross-classinteroperability.\ndata.table-Extensionofdata.frame:Fastaggregationoflargedata(e.g.100GBinRAM),fastorderedjoins,fastadd/modify/deleteofcolumnsbygroupusingnocopiesatall,listcolumnsandafastfilereader(fread).Offersanaturalandflexiblesyntax,forfasterdevelopment.\nsparseEigen-Sparseprincipalcomponentanalysis.\nTSdbi-Providesacommoninterfacetotimeseriesdatabases.\ntseries-TimeSeriesAnalysisandComputationalFinance.\nzoo-S3InfrastructureforRegularandIrregularTimeSeries(Z’sOrderedObservations).\ntis-FunctionsandS3classesfortimeindexesandtimeindexedseries,whicharecompatiblewithFAMEfrequencies.\ntfplot-Utilitiesforsimplemanipulationandquickplottingoftimeseriesdata.\ntframe-Akerneloffunctionsforprogrammingtimeseriesmethodsinawaythatisrelativelyindependentlyoftherepresentationoftime.\n\n\n\nDataSources\n\nIBrokers-ProvidesnativeRaccesstoInteractiveBrokersTraderWorkstationAPI.\nRblpapi-AnRInterfaceto‘Bloomberg’isprovidedviathe‘BlpAPI’.\nQuandl-GetFinancialDataDirectlyIntoR.\nRbitcoin-UnifiedmarketsAPIinterface(bitstamp,kraken,btce,bitmarket).\nGetTDData-DownloadsandaggregatesdataforBraziliangovernmentissuedbondsdirectlyfromthewebsiteofTesouroDireto.\nGetHFData-DownloadsandaggregateshighfrequencytradingdataforBrazilianinstrumentsdirectlyfromBovespaftpsite.\nRedditWallstreetBetsAPI-Providesdailytop50stocksfromreddit(subreddit)WallstreetbetsandtheirsentimentsviatheAPI.\ntd-Interfacesthe‘twelvedata’APIforstocksand(digitalandstandard)currencies.\nrbcb-RinterfacetoBrazilianCentralBankwebservices.\nrb3-AbunchofdownloadersandparsersfordatadeliveredfromB3.\nsimfinapi-Makes‘SimFin’data(https://simfin.com/) easily accessible in R.\ntidyfinance - 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.\n\n\n\nFinancial Instruments and Pricing\n\nRQuantLib - RQuantLib connects GNU R with QuantLib.\nquantmod - Quantitative Financial Modelling Framework.\nRmetrics - The premier open source software solution for teaching and training quantitative finance.\n\nfAsianOptions - EBM and Asian Option Valuation.\nfAssets - Analysing and Modelling Financial Assets.\nfBasics - Markets and Basic Statistics.\nfBonds - Bonds and Interest Rate Models.\nfExoticOptions - Exotic Option Valuation.\nfOptions - Pricing and Evaluating Basic Options.\nfPortfolio - Portfolio Selection and Optimization.\n\nportfolio - Analysing equity portfolios.\nsparseIndexTracking - Portfolio design to track an index.\ncovFactorModel - Covariance matrix estimation via factor models.\nriskParityPortfolio - Blazingly fast design of risk parity portfolios.\nsde - Simulation and Inference for Stochastic Differential Equations.\nYieldCurve - Modelling and estimation of the yield curve.\nSmithWilsonYieldCurve - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.\nycinterextra - Yield curve or zero-coupon prices interpolation and extrapolation.\nAmericanCallOpt - This package includes pricing function for selected American call options with underlying assets that generate payouts.\nVarSwapPrice - Pricing a variance swap on an equity index.\nRND - Risk Neutral Density Extraction Package.\nLSMonteCarlo - American options pricing with Least Squares Monte Carlo method.\nOptHedging - Estimation of value and hedging strategy of call and put options.\ntvm - Time Value of Money Functions.\nOptionPricing - Option Pricing with Efficient
"text":"Julia\n\nCcyConv - Currency conversion library for Julia\nCryptoExchangeAPIs.jl - A Julia library for cryptocurrency exchange APIs\nFastback.jl - Blazing fast Julia backtester.\nLucky.jl - Modular, asynchronous trading engine in pure Julia.\nQuantLib.jl - Quantlib implementation in pure Julia.\nIto.jl - A Julia package for quantitative finance.\nLightweightCharts.jl - Julia wrapper for Lightweight Charts™ by TradingView.\nTALib.jl - A Julia wrapper for TA-Lib.\nMiletus.jl - A financial contract definition, modeling language, and valuation framework.\nTemporal.jl - Flexible and efficient time series class & methods.\nIndicators.jl - Financial market technical analysis & indicators on top of Temporal.\nStrategems.jl - Quantitative systematic trading strategy development and backtesting.\nTimeSeries.jl - Time series toolkit for Julia.\nTechnicalIndicatorCharts.jl - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.\nMarketTechnicals.jl - Technical analysis of financial time series on top of TimeSeries.\nMarketData.jl - Time series market data.\nOnlineTechnicalIndicators.jl - Julia Technical Analysis Indicators via online algorithms.\nOnlineTechnicalIndicators - A Julia quantitative portfolio analytics (risk / performance) via online algorithms.\nOnlineResamplers.jl - High-performance Julia package for real-time resampling of financial market data.\nRiskPerf.jl - Quantitative risk and performance analysis package for financial time series powered by the Julia language.\nTimeFrames.jl - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).\nDataFrames.jl - In-memory tabular data in Julia\nTSFrames.jl - Handle timeseries data on top of the powerful and mature DataFrames.jl\nTimeArrays.jl - Time series handling for Julia"
"text":"Java\n\nStrata - Modern open-source analytics and market risk library designed and written in Java.\nJQuantLib - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.\nfinmath.net - Java library with algorithms and methodologies related to mathematical finance.\nquantcomponents - Free Java components for Quantitative Finance and Algorithmic Trading.\nDRIP - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.\nta4j - A Java library for technical analysis."
"text":"JavaScript\n\nfinance.js - A JavaScript library for common financial calculations.\nportfolio-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…\nGhostfolio - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.\nIndicatorTS - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.\nchart-patterns - Technical analysis library for Market Profile, Volume Profile, Stacked Imbalances and High Volume Node indicators.\norderflow - Orderflow trade aggregator for building Footprint Candles from exchange websocket data.\nccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.\nPENDAX - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.\n\n\nData Visualization\n\nQUANTAXIS_Webkit - An awesome visualization center based on quantaxis."
"text":"Haskell\n\nquantfin - quant finance in pure haskell.\nHaxcel - Excel Addin for Haskell.\nFfinar - A financial maths library in Haskell."
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"text":"Scala\n\nQuantScale - Scala Quantitative Finance Library.\nScala Quant - Scala library for working with stock data from IFTTT recipes or Google Finance."
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"text":"Ruby\n\nJiji - Open Source Forex algorithmic trading framework using OANDA REST API."
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"text":"Elixir/Erlang\n\nTai - Open Source composable, real time, market data and trade execution toolkit.\nWorkbench - From Idea to Execution - Manage your trading operation across a globally distributed cluster\nProp - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation."
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"text":"Golang\n\nKelp - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).\nmarketstore - DataFrame Server for Financial Timeseries Data.\nIndicatorGo - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading."
"text":"CPP\n\nQuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.\nQuantLibRisks - Fast risks with QuantLib in C++\nXAD - Automatic Differentation (AAD) Library\nTradeFrame - 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 Option Greeks/IV calculation library.\nHikyuu - 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."
"text":"Frameworks\n\nQuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.\n\nQuantLibRisks - Fast risks with QuantLib in Python and C++\nXAD - Automatic Differentiation (AAD) Library in Python and C++\nJQuantLib - Java port.\nRQuantLib - R port.\nQuantLibAddin - Excel support.\nQuantLibXL - Excel support.\nQLNet - .Net port.\nPyQL - Python port.\nQuantLib.jl - Julia port.\nQuantLib-Python Documentation - Documentation for the Python bindings for the QuantLib library\n\nTA-Lib - perform technical analysis of financial market data.\n\nta-lib-python\nta-lib\n\nPortfolio Optimizer - Portfolio Optimizer is a Web API for portfolio analysis and optimization.\nXAD: Automatic Differentation (AAD) Library for Python and C++"
"text":"CSharp\n\nQuantConnect - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.\nStockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).\nTDAmeritrade.DotNetCore - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions."
"text":"Rust\n\nQuantMath - Financial maths library for risk-neutral pricing and risk\nBarter - Open-source Rust framework for building event-driven live-trading & backtesting systems\nLFEST - Simulated perpetual futures exchange to trade your strategy against.\nTradeAggregation - Aggregate trades into user-defined candles using information driven rules.\nSlidingFeatures - Chainable tree-like sliding windows for signal processing and technical analysis.\nRustQuant - Quantitative finance library written in Rust.\nfinalytics - A rust library for financial data analysis.\nRunMat - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations."
