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@@ -12,7 +12,7 @@ vollib,Python > Financial Instruments and Pricing,2016-05-17,https://github.com/
QuantPy,Python > Financial Instruments and Pricing,2017-11-28,https://github.com/jsmidt/QuantPy,A framework for quantitative finance In python.,True,False,jsmidt/QuantPy
Finance-Python,Python > Financial Instruments and Pricing,2021-12-26,https://github.com/alpha-miner/Finance-Python,Python tools for Finance.,True,False,alpha-miner/Finance-Python
ffn,Python > Financial Instruments and Pricing,2022-02-25,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,pmorissette/ffn
pynance,Python > Financial Instruments and Pricing,,https://pynance.net,"PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.",False,False,
pynance,Python > Financial Instruments and Pricing,2021-02-03,https://github.com/GriffinAustin/pynance,Lightweight Python library for assembling and analysing financial data.,True,False,GriffinAustin/pynance
tia,Python > Financial Instruments and Pricing,2017-06-05,https://github.com/bpsmith/tia,Toolkit for integration and analysis.,True,False,bpsmith/tia
hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/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.",False,False,
hasura/base-python-bokeh,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/hasura/base-python-bokeh,Hasura quickstart to visualize data with bokeh library.,False,False,
@@ -25,10 +25,12 @@ optlib,Python > Financial Instruments and Pricing,2021-06-16,https://github.com/
tf-quant-finance,Python > Financial Instruments and Pricing,2022-03-09,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,google/tf-quant-finance
Q-Fin,Python > Financial Instruments and Pricing,2021-06-07,https://github.com/RomanMichaelPaolucci/Q-Fin,A Python library for mathematical finance.,True,False,RomanMichaelPaolucci/Q-Fin
Quantsbin,Python > Financial Instruments and Pricing,2021-05-23,https://github.com/quantsbin/Quantsbin,"Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.",True,False,quantsbin/Quantsbin
finoptions,Python > Financial Instruments and Pricing,2021-12-28,https://github.com/bbcho/finoptions-dev,Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.,True,False,bbcho/finoptions-dev
pandas_talib,Python > Indicators,2018-05-30,https://github.com/femtotrader/pandas_talib,A Python Pandas implementation of technical analysis indicators.,True,False,femtotrader/pandas_talib
finta,Python > Indicators,2021-10-19,https://github.com/peerchemist/finta,Common financial technical analysis indicators implemented in Pandas.,True,False,peerchemist/finta
Tulipy,Python > Indicators,2019-04-11,https://github.com/cirla/tulipy,Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)),True,False,cirla/tulipy
lppls,Python > Indicators,2021-12-23,https://github.com/Boulder-Investment-Technologies/lppls,A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.,True,False,Boulder-Investment-Technologies/lppls
Blankly,Python > Trading & Backtesting,2022-03-10,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
zipline,Python > Trading & Backtesting,,https://www.zipline.io,Pythonic algorithmic trading library.,False,False,
QuantSoftware Toolkit,Python > Trading & Backtesting,2016-10-07,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,QuantSoftware/QuantSoftwareToolkit
@@ -83,6 +85,10 @@ TuneTA,Python > Trading & Backtesting,2021-11-19,https://github.com/jmrichardson
AutoTrader,Python > Trading & Backtesting,2022-02-17,https://github.com/kieran-mackle/AutoTrader,A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.,True,False,kieran-mackle/AutoTrader
fast-trade,Python > Trading & Backtesting,2022-03-09,https://github.com/jrmeier/fast-trade,A library built with backtest portability and performance in mind for backtest trading strategies.,True,False,jrmeier/fast-trade
qf-lib,Python > Trading & Backtesting,2022-03-25,https://github.com/quarkfin/qf-lib,QF-Lib is a Python library that provides high quality tools for quantitative finance.,True,False,quarkfin/qf-lib
tda-api,Python > Trading & Backtesting,2022-03-24,https://github.com/alexgolec/tda-api,"Gather data and trade equities, options, and ETFs via TDAmeritrade.",True,False,alexgolec/tda-api
vectorbt,Python > Trading & Backtesting,2022-03-17,https://github.com/polakowo/vectorbt,"Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.",True,False,polakowo/vectorbt
Lean,Python > Trading & Backtesting,2022-03-18,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
fast-trade,Python > Trading & Backtesting,2022-03-09,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade
pyfolio,Python > Risk Analysis,2020-02-28,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,True,False,quantopian/pyfolio
empyrical,Python > Risk Analysis,2020-10-14,https://github.com/quantopian/empyrical,Common financial risk and performance metrics.,True,False,quantopian/empyrical
fecon235,Python > Risk Analysis,2018-12-03,https://github.com/rsvp/fecon235,"Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.",True,False,rsvp/fecon235
@@ -92,6 +98,9 @@ visualize-wealth,Python > Risk Analysis,2015-06-10,https://github.com/benjaminmg
VisualPortfolio,Python > Risk Analysis,2017-02-28,https://github.com/wegamekinglc/VisualPortfolio,This tool is used to visualize the perfomance of a portfolio.,True,False,wegamekinglc/VisualPortfolio
universal-portfolios,Python > Risk Analysis,2021-12-22,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios
FinQuant,Python > Risk Analysis,2020-05-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
Empyrial,Python > Risk Analysis,2022-02-04,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
risktools,Python > Risk Analysis,2022-01-16,https://github.com/bbcho/risktools-dev,Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.,True,False,bbcho/risktools-dev
Riskfolio-Lib,Python > Risk Analysis,2022-03-19,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
alphalens,Python > Factor Analysis,2020-04-27,https://github.com/quantopian/alphalens,Performance analysis of predictive alpha factors.,True,False,quantopian/alphalens
Spectre,Python > Factor Analysis,2021-01-02,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
ARCH,Python > Time Series,2022-03-22,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
@@ -102,7 +111,8 @@ tsfresh,Python > Time Series,2021-12-21,https://github.com/blue-yonder/tsfresh,A
hasura/quandl-metabase,Python > Time Series,,https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series,Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.,False,False,
Facebook Prophet,Python > Time Series,2022-03-07,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,facebook/prophet
tsmoothie,Python > Time Series,2021-08-25,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,cerlymarco/tsmoothie
trading_calendars,Python > Calendars,2021-01-20,https://github.com/quantopian/trading_calendars,Stock Exchange Trading Calendars.,True,False,quantopian/trading_calendars
pmdarima,Python > Time Series,2022-02-22,https://github.com/alkaline-ml/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.",True,False,alkaline-ml/pmdarima
exchange_calendars,Python > Calendars,2022-03-21,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
bizdays,Python > Calendars,2022-01-20,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2022-03-05,https://github.com/rsheftel/pandas_market_calendars,Exchange calendars to use with pandas for trading applications.,True,False,rsheftel/pandas_market_calendars
yfinance,Python > Data Sources,2022-01-30,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
@@ -146,8 +156,8 @@ investpy,Python > Data Sources,2022-02-04,https://github.com/alvarobartt/investp
yliveticker,Python > Data Sources,2021-04-29,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,yahoofinancelive/yliveticker
bbgbridge,Python > Data Sources,2020-01-07,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,ran404/bbgbridge
alpha_vantage,Python > Data Sources,2021-06-14,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
trafalgar,Python > Data Sources,2022-02-04,https://github.com/ssantoshp/trafalgar,Python library to make development of portfolio analysis faster and easier.,True,False,ssantoshp/trafalgar
FinanceDataReader,Python > Data Sources,2022-03-14,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
pystlouisfed,Python > Data Sources,2022-02-23,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER",True,False,TomasKoutek/pystlouisfed
xlwings,Python > Excel Integration,,https://www.xlwings.org/,Make Excel fly with Python.,False,False,
openpyxl,Python > Excel Integration,,https://openpyxl.readthedocs.io/en/latest/,Read/Write Excel 2007 xlsx/xlsm files.,False,False,
xlrd,Python > Excel Integration,2021-08-19,https://github.com/python-excel/xlrd,Library for developers to extract data from Microsoft Excel spreadsheet files.,True,False,python-excel/xlrd
@@ -177,6 +187,7 @@ Rbitcoin,R > Data Sources,,https://cran.r-project.org/web/packages/Rbitcoin/inde
GetTDData,R > Data Sources,,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.,False,True,
GetHFData,R > Data Sources,,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.,False,True,
Reddit WallstreetBets API,R > Data Sources,,https://dashboard.nbshare.io/apps/reddit/api/,Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API,False,False,
td,R > Data Sources,,https://cran.r-project.org/package=td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies,False,True,
RQuantLib,R > Financial Instruments and Pricing,,http://dirk.eddelbuettel.com/code/rquantlib.html,RQuantLib connects GNU R with QuantLib.,False,False,
quantmod,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/quantmod/index.html,Quantitative Financial Modelling Framework.,False,True,
Rmetrics,R > Financial Instruments and Pricing,,https://www.rmetrics.org,The premier open source software solution for teaching and training quantitative finance.,False,False,
@@ -252,18 +263,25 @@ JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comp
finmath.net,Java,,http://finmath.net,Java library with algorithms and methodologies related to mathematical finance.,False,False,
quantcomponents,Java,2015-10-07,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,lsgro/quantcomponents
DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.",False,False,
ta4j,Java,2021-10-11,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
finance.js,JavaScript,,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,
portfolio-allocation,JavaScript,2020-10-09,https://github.com/lequant40/portfolio_allocation_js,"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...",True,False,lequant40/portfolio_allocation_js
Ghostfolio,JavaScript,2022-03-26,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,ghostfolio/ghostfolio
IndicatorTS,JavaScript,2022-01-29,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts
QUANTAXIS_Webkit,JavaScript > Data Visualization,2017-07-30,https://github.com/yutiansut/QUANTAXIS_Webkit,An awesome visualization center based on quantaxis.,True,False,yutiansut/QUANTAXIS_Webkit
quantfin,Haskell,2019-04-06,https://github.com/boundedvariation/quantfin,quant finance in pure haskell.,True,False,boundedvariation/quantfin
hqfl,Haskell,2018-10-03,https://github.com/co-category/hqfl,Haskell Quantitative Finance Library.,True,False,co-category/hqfl
Haxcel,Haskell,2020-09-01,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell,True,False,MarcusRainbow/Haxcel
Haxcel,Haskell,2020-09-01,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell.,True,False,MarcusRainbow/Haxcel
Ffinar,Haskell,2021-11-26,https://github.com/MarcusRainbow/Ffinar,A financial maths library in Haskell.,True,False,MarcusRainbow/Ffinar
QuantScale,Scala,2014-01-14,https://github.com/choucrifahed/quantscale,Scala Quantitative Finance Library.,True,False,choucrifahed/quantscale
Scala Quant,Scala,2017-05-06,https://github.com/frankcash/Scala-Quant,Scala library for working with stock data from IFTTT recipes or Google Finance.,True,False,frankcash/Scala-Quant
Jiji,Ruby,2019-01-22,https://github.com/unageanu/jiji2,Open Source Forex algorithmic trading framework using OANDA REST API.,True,False,unageanu/jiji2
Tai,Elixir/Erlang,2022-03-21,https://github.com/fremantle-capital/tai,"Open Source composable, real time, market data and trade execution toolkit.",True,False,fremantle-capital/tai
Workbench,Elixir/Erlang,2022-03-27,https://github.com/fremantle-industries/workbench,From Idea to Execution - Manage your trading operation across a globally distributed cluster,True,False,fremantle-industries/workbench
Prop,Elixir/Erlang,2022-03-27,https://github.com/fremantle-industries/prop,"An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.",True,False,fremantle-industries/prop
Kelp,Golang,2021-11-26,https://github.com/stellar/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).,True,False,stellar/kelp
marketstore,Golang,2022-03-16,https://github.com/alpacahq/marketstore,DataFrame Server for Financial Timeseries Data.,True,False,alpacahq/marketstore
IndicatorGo,Golang,2022-01-29,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicator
TradeFrame,CPP,2022-01-03,https://github.com/rburkholder/trade-frame,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](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,rburkholder/trade-frame
QuantLib,Frameworks,,https://www.quantlib.org,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,False,False,
JQuantLib,Frameworks,,http://www.jquantlib.org,Java port.,False,False,
@@ -274,24 +292,38 @@ QLNet,Frameworks,2021-12-07,https://github.com/amaggiulli/qlnet,.Net port.,True,
PyQL,Frameworks,2022-01-27,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
QuantLib.jl,Frameworks,,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,
TA-Lib,Frameworks,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
Portfolio Optimizer,Frameworks,,https://portfoliooptimizer.io/,Portfolio Optimizer is a Web API for portfolio analysis and optimization.,False,False,
QuantConnect,CSharp,2022-03-18,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,QuantConnect/Lean
StockSharp,CSharp,2022-03-21,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp
TDAmeritrade.DotNetCore,CSharp,,https://github.com/NVentimiglia/TDAmeritrade.DotNetCore,"Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.",True,False,
QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath
Derman Papers,Reproducing Works and Training,2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers
volatility-trading,Reproducing Works and Training,2021-11-29,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
quant,Reproducing Works and Training,2015-07-14,https://github.com/paulperry/quant,"Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.",True,False,paulperry/quant
fecon235,Reproducing Works and Training,2018-12-03,https://github.com/rsvp/fecon235,Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.,True,False,rsvp/fecon235
Quantitative-Notebooks,Reproducing Works and Training,2020-07-02,https://github.com/LongOnly/Quantitative-Notebooks,"Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy",True,False,LongOnly/Quantitative-Notebooks
QuantEcon,Reproducing Works and Training,,https://quantecon.org/,"Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks",False,False,
FinanceHub,Reproducing Works and Training,2021-05-25,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance,True,False,Finance-Hub/FinanceHub
Python_Option_Pricing,Reproducing Works and Training,2017-07-26,https://github.com/dedwards25/Python_Option_Pricing,"An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.",True,False,dedwards25/Python_Option_Pricing
python-training,Reproducing Works and Training,2022-02-10,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,jpmorganchase/python-training
Stock_Analysis_For_Quant,Reproducing Works and Training,2022-03-25,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
algorithmic-trading-with-python,Reproducing Works and Training,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,chrisconlan/algorithmic-trading-with-python
MEDIUM_NoteBook,Reproducing Works and Training,2022-03-23,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,cerlymarco/MEDIUM_NoteBook
QuantFinance,Reproducing Works and Training,2022-03-12,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance
MarketAnalysis,Reproducing Works and Training,2020-08-06,https://github.com/Poseyy/MarketAnalysis,Implementing many different methods and popular analysis tools in Python.,True,False,Poseyy/MarketAnalysis
IPythonScripts,Reproducing Works and Training,2018-11-18,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,mgroncki/IPythonScripts
Computational-Finance-Course,Reproducing Works and Training,2021-10-12,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,LechGrzelak/Computational-Finance-Course
Machine-Learning-for-Asset-Managers,Reproducing Works and Training,2021-09-01,https://github.com/emoen/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.",True,False,emoen/Machine-Learning-for-Asset-Managers
Derman Papers,"Reproducing Works, Training & Books",2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers
ML-Quant,"Reproducing Works, Training & Books",,https://www.ml-quant.com/,"Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.",False,False,
volatility-trading,"Reproducing Works, Training & Books",2021-11-29,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
quant,"Reproducing Works, Training & Books",2015-07-14,https://github.com/paulperry/quant,"Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.",True,False,paulperry/quant
fecon235,"Reproducing Works, Training & Books",2018-12-03,https://github.com/rsvp/fecon235,Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.,True,False,rsvp/fecon235
Quantitative-Notebooks,"Reproducing Works, Training & Books",2020-07-02,https://github.com/LongOnly/Quantitative-Notebooks,"Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy",True,False,LongOnly/Quantitative-Notebooks
QuantEcon,"Reproducing Works, Training & Books",,https://quantecon.org/,"Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks",False,False,
FinanceHub,"Reproducing Works, Training & Books",2021-05-25,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance,True,False,Finance-Hub/FinanceHub
Python_Option_Pricing,"Reproducing Works, Training & Books",2017-07-26,https://github.com/dedwards25/Python_Option_Pricing,"An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.",True,False,dedwards25/Python_Option_Pricing
python-training,"Reproducing Works, Training & Books",2022-02-10,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,jpmorganchase/python-training
Stock_Analysis_For_Quant,"Reproducing Works, Training & Books",2022-03-25,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
algorithmic-trading-with-python,"Reproducing Works, Training & Books",2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,chrisconlan/algorithmic-trading-with-python
MEDIUM_NoteBook,"Reproducing Works, Training & Books",2022-03-23,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,cerlymarco/MEDIUM_NoteBook
QuantFinance,"Reproducing Works, Training & Books",2022-03-12,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance
MarketAnalysis,"Reproducing Works, Training & Books",2020-08-06,https://github.com/Poseyy/MarketAnalysis,Implementing many different methods and popular analysis tools in Python.,True,False,Poseyy/MarketAnalysis
IPythonScripts,"Reproducing Works, Training & Books",2018-11-18,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,mgroncki/IPythonScripts
Computational-Finance-Course,"Reproducing Works, Training & Books",2021-10-12,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,LechGrzelak/Computational-Finance-Course
Machine-Learning-for-Asset-Managers,"Reproducing Works, Training & Books",2021-09-01,https://github.com/emoen/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.",True,False,emoen/Machine-Learning-for-Asset-Managers
Python-for-Finance-Cookbook,"Reproducing Works, Training & Books",2021-02-11,https://github.com/PacktPublishing/Python-for-Finance-Cookbook,"Python for Finance Cookbook, published by Packt.",True,False,PacktPublishing/Python-for-Finance-Cookbook
modelos_vol_derivativos,"Reproducing Works, Training & Books",2021-09-15,https://github.com/ysaporito/modelos_vol_derivativos,"""Modelos de Volatilidade para Derivativos"" book's Jupyter notebooks",True,False,ysaporito/modelos_vol_derivativos
NMOF,"Reproducing Works, Training & Books",2022-03-22,https://github.com/enricoschumann/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).",True,False,enricoschumann/NMOF
py4fi2nd,"Reproducing Works, Training & Books",2021-08-08,https://github.com/yhilpisch/py4fi2nd,"Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.",True,False,yhilpisch/py4fi2nd
aiif,"Reproducing Works, Training & Books",2022-01-19,https://github.com/yhilpisch/aiif,Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.,True,False,yhilpisch/aiif
py4at,"Reproducing Works, Training & Books",2021-07-08,https://github.com/yhilpisch/py4at,Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.,True,False,yhilpisch/py4at
dawp,"Reproducing Works, Training & Books",2021-02-22,https://github.com/yhilpisch/dawp,Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.,True,False,yhilpisch/dawp
dx,"Reproducing Works, Training & Books",2020-12-17,https://github.com/yhilpisch/dx,DX Analytics | Financial and Derivatives Analytics with Python.,True,False,yhilpisch/dx
QuantFinanceBook,"Reproducing Works, Training & Books",2021-03-10,https://github.com/LechGrzelak/QuantFinanceBook,Quantitative Finance book.,True,False,LechGrzelak/QuantFinanceBook
rough_bergomi,"Reproducing Works, Training & Books",2018-09-17,https://github.com/ryanmccrickerd/rough_bergomi,A Python implementation of the rough Bergomi model.,True,False,ryanmccrickerd/rough_bergomi
frh-fx,"Reproducing Works, Training & Books",2018-05-24,https://github.com/ryanmccrickerd/frh-fx,A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.,True,False,ryanmccrickerd/frh-fx
value-investing-studies,"Reproducing Works, Training & Books",2021-10-26,https://github.com/euclidjda/value-investing-studies,A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.,True,False,euclidjda/value-investing-studies
1 project section last_commit url description github cran repo
12 QuantPy Python > Financial Instruments and Pricing 2017-11-28 https://github.com/jsmidt/QuantPy A framework for quantitative finance In python. True False jsmidt/QuantPy
13 Finance-Python Python > Financial Instruments and Pricing 2021-12-26 https://github.com/alpha-miner/Finance-Python Python tools for Finance. True False alpha-miner/Finance-Python
14 ffn Python > Financial Instruments and Pricing 2022-02-25 https://github.com/pmorissette/ffn A financial function library for Python. True False pmorissette/ffn
15 pynance Python > Financial Instruments and Pricing 2021-02-03 https://pynance.net https://github.com/GriffinAustin/pynance PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. Lightweight Python library for assembling and analysing financial data. False True False GriffinAustin/pynance
16 tia Python > Financial Instruments and Pricing 2017-06-05 https://github.com/bpsmith/tia Toolkit for integration and analysis. True False bpsmith/tia
17 hasura/base-python-dash Python > Financial Instruments and Pricing https://platform.hasura.io/hub/projects/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. False False
18 hasura/base-python-bokeh Python > Financial Instruments and Pricing https://platform.hasura.io/hub/projects/hasura/base-python-bokeh Hasura quickstart to visualize data with bokeh library. False False
25 tf-quant-finance Python > Financial Instruments and Pricing 2022-03-09 https://github.com/google/tf-quant-finance High-performance TensorFlow library for quantitative finance. True False google/tf-quant-finance
26 Q-Fin Python > Financial Instruments and Pricing 2021-06-07 https://github.com/RomanMichaelPaolucci/Q-Fin A Python library for mathematical finance. True False RomanMichaelPaolucci/Q-Fin
27 Quantsbin Python > Financial Instruments and Pricing 2021-05-23 https://github.com/quantsbin/Quantsbin Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. True False quantsbin/Quantsbin
28 finoptions Python > Financial Instruments and Pricing 2021-12-28 https://github.com/bbcho/finoptions-dev Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. True False bbcho/finoptions-dev
29 pandas_talib Python > Indicators 2018-05-30 https://github.com/femtotrader/pandas_talib A Python Pandas implementation of technical analysis indicators. True False femtotrader/pandas_talib
30 finta Python > Indicators 2021-10-19 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
31 Tulipy Python > Indicators 2019-04-11 https://github.com/cirla/tulipy Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) True False cirla/tulipy
32 lppls Python > Indicators 2021-12-23 https://github.com/Boulder-Investment-Technologies/lppls A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model. True False Boulder-Investment-Technologies/lppls
33 Blankly Python > Trading & Backtesting 2022-03-10 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
34 TA-Lib Python > Trading & Backtesting https://ta-lib.org perform technical analysis of financial market data. False False
35 zipline Python > Trading & Backtesting https://www.zipline.io Pythonic algorithmic trading library. False False
36 QuantSoftware Toolkit Python > Trading & Backtesting 2016-10-07 https://github.com/QuantSoftware/QuantSoftwareToolkit Python-based open source software framework designed to support portfolio construction and management. True False QuantSoftware/QuantSoftwareToolkit
85 AutoTrader Python > Trading & Backtesting 2022-02-17 https://github.com/kieran-mackle/AutoTrader A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading. True False kieran-mackle/AutoTrader
86 fast-trade Python > Trading & Backtesting 2022-03-09 https://github.com/jrmeier/fast-trade A library built with backtest portability and performance in mind for backtest trading strategies. True False jrmeier/fast-trade
87 qf-lib Python > Trading & Backtesting 2022-03-25 https://github.com/quarkfin/qf-lib QF-Lib is a Python library that provides high quality tools for quantitative finance. True False quarkfin/qf-lib
88 tda-api Python > Trading & Backtesting 2022-03-24 https://github.com/alexgolec/tda-api Gather data and trade equities, options, and ETFs via TDAmeritrade. True False alexgolec/tda-api
89 vectorbt Python > Trading & Backtesting 2022-03-17 https://github.com/polakowo/vectorbt Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. True False polakowo/vectorbt
90 Lean Python > Trading & Backtesting 2022-03-18 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
91 fast-trade Python > Trading & Backtesting 2022-03-09 https://github.com/jrmeier/fast-trade Low code backtesting library utilizing pandas and technical analysis indicators. True False jrmeier/fast-trade
92 pyfolio Python > Risk Analysis 2020-02-28 https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. True False quantopian/pyfolio
93 empyrical Python > Risk Analysis 2020-10-14 https://github.com/quantopian/empyrical Common financial risk and performance metrics. True False quantopian/empyrical
94 fecon235 Python > Risk Analysis 2018-12-03 https://github.com/rsvp/fecon235 Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. True False rsvp/fecon235
98 VisualPortfolio Python > Risk Analysis 2017-02-28 https://github.com/wegamekinglc/VisualPortfolio This tool is used to visualize the perfomance of a portfolio. True False wegamekinglc/VisualPortfolio
99 universal-portfolios Python > Risk Analysis 2021-12-22 https://github.com/Marigold/universal-portfolios Collection of algorithms for online portfolio selection. True False Marigold/universal-portfolios
100 FinQuant Python > Risk Analysis 2020-05-03 https://github.com/fmilthaler/FinQuant A program for financial portfolio management, analysis and optimisation. True False fmilthaler/FinQuant
101 Empyrial Python > Risk Analysis 2022-02-04 https://github.com/ssantoshp/Empyrial Portfolio's risk and performance analytics and returns predictions. True False ssantoshp/Empyrial
102 risktools Python > Risk Analysis 2022-01-16 https://github.com/bbcho/risktools-dev Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. True False bbcho/risktools-dev
103 Riskfolio-Lib Python > Risk Analysis 2022-03-19 https://github.com/dcajasn/Riskfolio-Lib Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. True False dcajasn/Riskfolio-Lib
104 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
105 Spectre Python > Factor Analysis 2021-01-02 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
106 ARCH Python > Time Series 2022-03-22 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
111 hasura/quandl-metabase Python > Time Series https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. False False
112 Facebook Prophet Python > Time Series 2022-03-07 https://github.com/facebook/prophet Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. True False facebook/prophet
113 tsmoothie Python > Time Series 2021-08-25 https://github.com/cerlymarco/tsmoothie A python library for time-series smoothing and outlier detection in a vectorized way. True False cerlymarco/tsmoothie
114 trading_calendars pmdarima Python > Calendars Python > Time Series 2021-01-20 2022-02-22 https://github.com/quantopian/trading_calendars https://github.com/alkaline-ml/pmdarima Stock Exchange Trading Calendars. A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. True False quantopian/trading_calendars alkaline-ml/pmdarima
115 exchange_calendars Python > Calendars 2022-03-21 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
116 bizdays Python > Calendars 2022-01-20 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
117 pandas_market_calendars Python > Calendars 2022-03-05 https://github.com/rsheftel/pandas_market_calendars Exchange calendars to use with pandas for trading applications. True False rsheftel/pandas_market_calendars
118 yfinance Python > Data Sources 2022-01-30 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
156 yliveticker Python > Data Sources 2021-04-29 https://github.com/yahoofinancelive/yliveticker Live stream of market data from Yahoo Finance websocket. True False yahoofinancelive/yliveticker
157 bbgbridge Python > Data Sources 2020-01-07 https://github.com/ran404/bbgbridge Easy to use Bloomberg Desktop API wrapper for Python. True False ran404/bbgbridge
158 alpha_vantage Python > Data Sources 2021-06-14 https://github.com/RomelTorres/alpha_vantage A python wrapper for Alpha Vantage API for financial data. True False RomelTorres/alpha_vantage
trafalgar Python > Data Sources 2022-02-04 https://github.com/ssantoshp/trafalgar Python library to make development of portfolio analysis faster and easier. True False ssantoshp/trafalgar
159 FinanceDataReader Python > Data Sources 2022-03-14 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
160 pystlouisfed Python > Data Sources 2022-02-23 https://github.com/TomasKoutek/pystlouisfed Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER True False TomasKoutek/pystlouisfed
161 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
162 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
163 xlrd Python > Excel Integration 2021-08-19 https://github.com/python-excel/xlrd Library for developers to extract data from Microsoft Excel spreadsheet files. True False python-excel/xlrd
187 GetTDData R > Data Sources 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. False True
188 GetHFData R > Data Sources 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. False True
189 Reddit WallstreetBets API R > Data Sources https://dashboard.nbshare.io/apps/reddit/api/ Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API False False
190 td R > Data Sources https://cran.r-project.org/package=td Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies False True
191 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
192 quantmod R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/quantmod/index.html Quantitative Financial Modelling Framework. False True
193 Rmetrics R > Financial Instruments and Pricing https://www.rmetrics.org The premier open source software solution for teaching and training quantitative finance. False False
263 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
264 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
265 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
266 ta4j Java 2021-10-11 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
267 finance.js JavaScript https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False
268 portfolio-allocation JavaScript 2020-10-09 https://github.com/lequant40/portfolio_allocation_js 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... True False lequant40/portfolio_allocation_js
269 Ghostfolio JavaScript 2022-03-26 https://github.com/ghostfolio/ghostfolio Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. True False ghostfolio/ghostfolio
270 IndicatorTS JavaScript 2022-01-29 https://github.com/cinar/indicatorts Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicatorts
271 QUANTAXIS_Webkit JavaScript > Data Visualization 2017-07-30 https://github.com/yutiansut/QUANTAXIS_Webkit An awesome visualization center based on quantaxis. True False yutiansut/QUANTAXIS_Webkit
272 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
273 hqfl Haskell 2018-10-03 https://github.com/co-category/hqfl Haskell Quantitative Finance Library. True False co-category/hqfl
274 Haxcel Haskell 2020-09-01 https://github.com/MarcusRainbow/Haxcel Excel Addin for Haskell Excel Addin for Haskell. True False MarcusRainbow/Haxcel
275 Ffinar Haskell 2021-11-26 https://github.com/MarcusRainbow/Ffinar A financial maths library in Haskell. True False MarcusRainbow/Ffinar
276 QuantScale Scala 2014-01-14 https://github.com/choucrifahed/quantscale Scala Quantitative Finance Library. True False choucrifahed/quantscale
277 Scala Quant Scala 2017-05-06 https://github.com/frankcash/Scala-Quant Scala library for working with stock data from IFTTT recipes or Google Finance. True False frankcash/Scala-Quant
278 Jiji Ruby 2019-01-22 https://github.com/unageanu/jiji2 Open Source Forex algorithmic trading framework using OANDA REST API. True False unageanu/jiji2
279 Tai Elixir/Erlang 2022-03-21 https://github.com/fremantle-capital/tai Open Source composable, real time, market data and trade execution toolkit. True False fremantle-capital/tai
280 Workbench Elixir/Erlang 2022-03-27 https://github.com/fremantle-industries/workbench From Idea to Execution - Manage your trading operation across a globally distributed cluster True False fremantle-industries/workbench
281 Prop Elixir/Erlang 2022-03-27 https://github.com/fremantle-industries/prop An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. True False fremantle-industries/prop
282 Kelp Golang 2021-11-26 https://github.com/stellar/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). True False stellar/kelp
283 marketstore Golang 2022-03-16 https://github.com/alpacahq/marketstore DataFrame Server for Financial Timeseries Data. True False alpacahq/marketstore
284 IndicatorGo Golang 2022-01-29 https://github.com/cinar/indicator IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicator
285 TradeFrame CPP 2022-01-03 https://github.com/rburkholder/trade-frame 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](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. True False rburkholder/trade-frame
286 QuantLib Frameworks https://www.quantlib.org The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. False False
287 JQuantLib Frameworks http://www.jquantlib.org Java port. False False
292 PyQL Frameworks 2022-01-27 https://github.com/enthought/pyql Python port. True False enthought/pyql
293 QuantLib.jl Frameworks https://github.com/pazzo83/QuantLib.jl Julia port. True False
294 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
295 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
296 QuantConnect CSharp 2022-03-18 https://github.com/QuantConnect/Lean Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. True False QuantConnect/Lean
297 StockSharp CSharp 2022-03-21 https://github.com/StockSharp/StockSharp Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). True False StockSharp/StockSharp
298 TDAmeritrade.DotNetCore CSharp https://github.com/NVentimiglia/TDAmeritrade.DotNetCore Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions. True False
299 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
300 Derman Papers Reproducing Works and Training Reproducing Works, Training & Books 2017-10-21 https://github.com/MarcosCarreira/DermanPapers Notebooks that replicate original quantitative finance papers from Emanuel Derman. True False MarcosCarreira/DermanPapers
301 volatility-trading ML-Quant Reproducing Works and Training Reproducing Works, Training & Books 2021-11-29 https://github.com/jasonstrimpel/volatility-trading https://www.ml-quant.com/ A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs. True False False jasonstrimpel/volatility-trading
302 quant volatility-trading Reproducing Works and Training Reproducing Works, Training & Books 2015-07-14 2021-11-29 https://github.com/paulperry/quant https://github.com/jasonstrimpel/volatility-trading Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. True False paulperry/quant jasonstrimpel/volatility-trading
303 fecon235 quant Reproducing Works and Training Reproducing Works, Training & Books 2018-12-03 2015-07-14 https://github.com/rsvp/fecon235 https://github.com/paulperry/quant Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. True False rsvp/fecon235 paulperry/quant
304 Quantitative-Notebooks fecon235 Reproducing Works and Training Reproducing Works, Training & Books 2020-07-02 2018-12-03 https://github.com/LongOnly/Quantitative-Notebooks https://github.com/rsvp/fecon235 Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. True False LongOnly/Quantitative-Notebooks rsvp/fecon235
305 QuantEcon Quantitative-Notebooks Reproducing Works and Training Reproducing Works, Training & Books 2020-07-02 https://quantecon.org/ https://github.com/LongOnly/Quantitative-Notebooks Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy False True False LongOnly/Quantitative-Notebooks
306 FinanceHub QuantEcon Reproducing Works and Training Reproducing Works, Training & Books 2021-05-25 https://github.com/Finance-Hub/FinanceHub https://quantecon.org/ Resources for Quantitative Finance Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks True False False Finance-Hub/FinanceHub
307 Python_Option_Pricing FinanceHub Reproducing Works and Training Reproducing Works, Training & Books 2017-07-26 2021-05-25 https://github.com/dedwards25/Python_Option_Pricing https://github.com/Finance-Hub/FinanceHub An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. Resources for Quantitative Finance True False dedwards25/Python_Option_Pricing Finance-Hub/FinanceHub
308 python-training Python_Option_Pricing Reproducing Works and Training Reproducing Works, Training & Books 2022-02-10 2017-07-26 https://github.com/jpmorganchase/python-training https://github.com/dedwards25/Python_Option_Pricing J.P. Morgan's Python training for business analysts and traders. An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. True False jpmorganchase/python-training dedwards25/Python_Option_Pricing
309 Stock_Analysis_For_Quant python-training Reproducing Works and Training Reproducing Works, Training & Books 2022-03-25 2022-02-10 https://github.com/LastAncientOne/Stock_Analysis_For_Quant https://github.com/jpmorganchase/python-training Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. J.P. Morgan's Python training for business analysts and traders. True False LastAncientOne/Stock_Analysis_For_Quant jpmorganchase/python-training
310 algorithmic-trading-with-python Stock_Analysis_For_Quant Reproducing Works and Training Reproducing Works, Training & Books 2021-06-01 2022-03-25 https://github.com/chrisconlan/algorithmic-trading-with-python https://github.com/LastAncientOne/Stock_Analysis_For_Quant Source code for Algorithmic Trading with Python (2020) by Chris Conlan. Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. True False chrisconlan/algorithmic-trading-with-python LastAncientOne/Stock_Analysis_For_Quant
311 MEDIUM_NoteBook algorithmic-trading-with-python Reproducing Works and Training Reproducing Works, Training & Books 2022-03-23 2021-06-01 https://github.com/cerlymarco/MEDIUM_NoteBook https://github.com/chrisconlan/algorithmic-trading-with-python Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. Source code for Algorithmic Trading with Python (2020) by Chris Conlan. True False cerlymarco/MEDIUM_NoteBook chrisconlan/algorithmic-trading-with-python
312 QuantFinance MEDIUM_NoteBook Reproducing Works and Training Reproducing Works, Training & Books 2022-03-12 2022-03-23 https://github.com/PythonCharmers/QuantFinance https://github.com/cerlymarco/MEDIUM_NoteBook Training materials in quantitative finance. Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. True False PythonCharmers/QuantFinance cerlymarco/MEDIUM_NoteBook
313 MarketAnalysis QuantFinance Reproducing Works and Training Reproducing Works, Training & Books 2020-08-06 2022-03-12 https://github.com/Poseyy/MarketAnalysis https://github.com/PythonCharmers/QuantFinance Implementing many different methods and popular analysis tools in Python. Training materials in quantitative finance. True False Poseyy/MarketAnalysis PythonCharmers/QuantFinance
314 IPythonScripts MarketAnalysis Reproducing Works and Training Reproducing Works, Training & Books 2018-11-18 2020-08-06 https://github.com/mgroncki/IPythonScripts https://github.com/Poseyy/MarketAnalysis Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. Implementing many different methods and popular analysis tools in Python. True False mgroncki/IPythonScripts Poseyy/MarketAnalysis
315 Computational-Finance-Course IPythonScripts Reproducing Works and Training Reproducing Works, Training & Books 2021-10-12 2018-11-18 https://github.com/LechGrzelak/Computational-Finance-Course https://github.com/mgroncki/IPythonScripts Materials for the course of Computational Finance. Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. True False LechGrzelak/Computational-Finance-Course mgroncki/IPythonScripts
316 Machine-Learning-for-Asset-Managers Computational-Finance-Course Reproducing Works and Training Reproducing Works, Training & Books 2021-09-01 2021-10-12 https://github.com/emoen/Machine-Learning-for-Asset-Managers https://github.com/LechGrzelak/Computational-Finance-Course 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. Materials for the course of Computational Finance. True False emoen/Machine-Learning-for-Asset-Managers LechGrzelak/Computational-Finance-Course
317 Machine-Learning-for-Asset-Managers Reproducing Works, Training & Books 2021-09-01 https://github.com/emoen/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. True False emoen/Machine-Learning-for-Asset-Managers
318 Python-for-Finance-Cookbook Reproducing Works, Training & Books 2021-02-11 https://github.com/PacktPublishing/Python-for-Finance-Cookbook Python for Finance Cookbook, published by Packt. True False PacktPublishing/Python-for-Finance-Cookbook
319 modelos_vol_derivativos Reproducing Works, Training & Books 2021-09-15 https://github.com/ysaporito/modelos_vol_derivativos "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks True False ysaporito/modelos_vol_derivativos
320 NMOF Reproducing Works, Training & Books 2022-03-22 https://github.com/enricoschumann/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). True False enricoschumann/NMOF
321 py4fi2nd Reproducing Works, Training & Books 2021-08-08 https://github.com/yhilpisch/py4fi2nd Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch. True False yhilpisch/py4fi2nd
322 aiif Reproducing Works, Training & Books 2022-01-19 https://github.com/yhilpisch/aiif Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch. True False yhilpisch/aiif
323 py4at Reproducing Works, Training & Books 2021-07-08 https://github.com/yhilpisch/py4at Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch. True False yhilpisch/py4at
324 dawp Reproducing Works, Training & Books 2021-02-22 https://github.com/yhilpisch/dawp Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch. True False yhilpisch/dawp
325 dx Reproducing Works, Training & Books 2020-12-17 https://github.com/yhilpisch/dx DX Analytics | Financial and Derivatives Analytics with Python. True False yhilpisch/dx
326 QuantFinanceBook Reproducing Works, Training & Books 2021-03-10 https://github.com/LechGrzelak/QuantFinanceBook Quantitative Finance book. True False LechGrzelak/QuantFinanceBook
327 rough_bergomi Reproducing Works, Training & Books 2018-09-17 https://github.com/ryanmccrickerd/rough_bergomi A Python implementation of the rough Bergomi model. True False ryanmccrickerd/rough_bergomi
328 frh-fx Reproducing Works, Training & Books 2018-05-24 https://github.com/ryanmccrickerd/frh-fx A python implementation of the fast-reversion Heston model of Mechkov for FX purposes. True False ryanmccrickerd/frh-fx
329 value-investing-studies Reproducing Works, Training & Books 2021-10-26 https://github.com/euclidjda/value-investing-studies A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time. True False euclidjda/value-investing-studies
projects.md
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@@ -13,7 +13,7 @@
| QuantPy | Python > Financial Instruments and Pricing | 2017-11-28 | https://github.com/jsmidt/QuantPy | A framework for quantitative finance In python. | True | False | jsmidt/QuantPy |
| Finance-Python | Python > Financial Instruments and Pricing | 2021-12-26 | https://github.com/alpha-miner/Finance-Python | Python tools for Finance. | True | False | alpha-miner/Finance-Python |
| ffn | Python > Financial Instruments and Pricing | 2022-02-25 | https://github.com/pmorissette/ffn | A financial function library for Python. | True | False | pmorissette/ffn |
| pynance | Python > Financial Instruments and Pricing | | https://pynance.net | PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. | False | False | |
| pynance | Python > Financial Instruments and Pricing | 2021-02-03 | https://github.com/GriffinAustin/pynance | Lightweight Python library for assembling and analysing financial data. | True | False | GriffinAustin/pynance |
| tia | Python > Financial Instruments and Pricing | 2017-06-05 | https://github.com/bpsmith/tia | Toolkit for integration and analysis. | True | False | bpsmith/tia |
| hasura/base-python-dash | Python > Financial Instruments and Pricing | | https://platform.hasura.io/hub/projects/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. | False | False | |
| hasura/base-python-bokeh | Python > Financial Instruments and Pricing | | https://platform.hasura.io/hub/projects/hasura/base-python-bokeh | Hasura quickstart to visualize data with bokeh library. | False | False | |
@@ -26,10 +26,12 @@
| tf-quant-finance | Python > Financial Instruments and Pricing | 2022-03-09 | https://github.com/google/tf-quant-finance | High-performance TensorFlow library for quantitative finance. | True | False | google/tf-quant-finance |
| Q-Fin | Python > Financial Instruments and Pricing | 2021-06-07 | https://github.com/RomanMichaelPaolucci/Q-Fin | A Python library for mathematical finance. | True | False | RomanMichaelPaolucci/Q-Fin |
| Quantsbin | Python > Financial Instruments and Pricing | 2021-05-23 | https://github.com/quantsbin/Quantsbin | Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. | True | False | quantsbin/Quantsbin |
| finoptions | Python > Financial Instruments and Pricing | 2021-12-28 | https://github.com/bbcho/finoptions-dev | Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. | True | False | bbcho/finoptions-dev |
| pandas_talib | Python > Indicators | 2018-05-30 | https://github.com/femtotrader/pandas_talib | A Python Pandas implementation of technical analysis indicators. | True | False | femtotrader/pandas_talib |
| finta | Python > Indicators | 2021-10-19 | https://github.com/peerchemist/finta | Common financial technical analysis indicators implemented in Pandas. | True | False | peerchemist/finta |
| Tulipy | Python > Indicators | 2019-04-11 | https://github.com/cirla/tulipy | Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) | True | False | cirla/tulipy |
| lppls | Python > Indicators | 2021-12-23 | https://github.com/Boulder-Investment-Technologies/lppls | A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model. | True | False | Boulder-Investment-Technologies/lppls |
| Blankly | Python > Trading & Backtesting | 2022-03-10 | https://github.com/Blankly-Finance/Blankly | Fully integrated backtesting, paper trading, and live deployment. | True | False | Blankly-Finance/Blankly |
| TA-Lib | Python > Trading & Backtesting | | https://ta-lib.org | perform technical analysis of financial market data. | False | False | |
| zipline | Python > Trading & Backtesting | | https://www.zipline.io | Pythonic algorithmic trading library. | False | False | |
| QuantSoftware Toolkit | Python > Trading & Backtesting | 2016-10-07 | https://github.com/QuantSoftware/QuantSoftwareToolkit | Python-based open source software framework designed to support portfolio construction and management. | True | False | QuantSoftware/QuantSoftwareToolkit |
@@ -84,6 +86,10 @@
| AutoTrader | Python > Trading & Backtesting | 2022-02-17 | https://github.com/kieran-mackle/AutoTrader | A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading. | True | False | kieran-mackle/AutoTrader |
| fast-trade | Python > Trading & Backtesting | 2022-03-09 | https://github.com/jrmeier/fast-trade | A library built with backtest portability and performance in mind for backtest trading strategies. | True | False | jrmeier/fast-trade |
| qf-lib | Python > Trading & Backtesting | 2022-03-25 | https://github.com/quarkfin/qf-lib | QF-Lib is a Python library that provides high quality tools for quantitative finance. | True | False | quarkfin/qf-lib |
| tda-api | Python > Trading & Backtesting | 2022-03-24 | https://github.com/alexgolec/tda-api | Gather data and trade equities, options, and ETFs via TDAmeritrade. | True | False | alexgolec/tda-api |
| vectorbt | Python > Trading & Backtesting | 2022-03-17 | https://github.com/polakowo/vectorbt | Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. | True | False | polakowo/vectorbt |
| Lean | Python > Trading & Backtesting | 2022-03-18 | https://github.com/QuantConnect/Lean | Lean Algorithmic Trading Engine by QuantConnect (Python, C#). | True | False | QuantConnect/Lean |
| fast-trade | Python > Trading & Backtesting | 2022-03-09 | https://github.com/jrmeier/fast-trade | Low code backtesting library utilizing pandas and technical analysis indicators. | True | False | jrmeier/fast-trade |
| pyfolio | Python > Risk Analysis | 2020-02-28 | https://github.com/quantopian/pyfolio | Portfolio and risk analytics in Python. | True | False | quantopian/pyfolio |
| empyrical | Python > Risk Analysis | 2020-10-14 | https://github.com/quantopian/empyrical | Common financial risk and performance metrics. | True | False | quantopian/empyrical |
| fecon235 | Python > Risk Analysis | 2018-12-03 | https://github.com/rsvp/fecon235 | Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. | True | False | rsvp/fecon235 |
@@ -93,6 +99,9 @@
| VisualPortfolio | Python > Risk Analysis | 2017-02-28 | https://github.com/wegamekinglc/VisualPortfolio | This tool is used to visualize the perfomance of a portfolio. | True | False | wegamekinglc/VisualPortfolio |
| universal-portfolios | Python > Risk Analysis | 2021-12-22 | https://github.com/Marigold/universal-portfolios | Collection of algorithms for online portfolio selection. | True | False | Marigold/universal-portfolios |
| FinQuant | Python > Risk Analysis | 2020-05-03 | https://github.com/fmilthaler/FinQuant | A program for financial portfolio management, analysis and optimisation. | True | False | fmilthaler/FinQuant |
| Empyrial | Python > Risk Analysis | 2022-02-04 | https://github.com/ssantoshp/Empyrial | Portfolio's risk and performance analytics and returns predictions. | True | False | ssantoshp/Empyrial |
| risktools | Python > Risk Analysis | 2022-01-16 | https://github.com/bbcho/risktools-dev | Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. | True | False | bbcho/risktools-dev |
| Riskfolio-Lib | Python > Risk Analysis | 2022-03-19 | https://github.com/dcajasn/Riskfolio-Lib | Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. | True | False | dcajasn/Riskfolio-Lib |
| alphalens | Python > Factor Analysis | 2020-04-27 | https://github.com/quantopian/alphalens | Performance analysis of predictive alpha factors. | True | False | quantopian/alphalens |
| Spectre | Python > Factor Analysis | 2021-01-02 | https://github.com/Heerozh/spectre | GPU-accelerated Factors analysis library and Backtester | True | False | Heerozh/spectre |
| ARCH | Python > Time Series | 2022-03-22 | https://github.com/bashtage/arch | ARCH models in Python. | True | False | bashtage/arch |
@@ -103,7 +112,8 @@
| hasura/quandl-metabase | Python > Time Series | | https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series | Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. | False | False | |
| Facebook Prophet | Python > Time Series | 2022-03-07 | https://github.com/facebook/prophet | Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. | True | False | facebook/prophet |
| tsmoothie | Python > Time Series | 2021-08-25 | https://github.com/cerlymarco/tsmoothie | A python library for time-series smoothing and outlier detection in a vectorized way. | True | False | cerlymarco/tsmoothie |
| trading_calendars | Python > Calendars | 2021-01-20 | https://github.com/quantopian/trading_calendars | Stock Exchange Trading Calendars. | True | False | quantopian/trading_calendars |
| pmdarima | Python > Time Series | 2022-02-22 | https://github.com/alkaline-ml/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. | True | False | alkaline-ml/pmdarima |
| exchange_calendars | Python > Calendars | 2022-03-21 | https://github.com/gerrymanoim/exchange_calendars | Stock Exchange Trading Calendars. | True | False | gerrymanoim/exchange_calendars |
| bizdays | Python > Calendars | 2022-01-20 | https://github.com/wilsonfreitas/python-bizdays | Business days calculations and utilities. | True | False | wilsonfreitas/python-bizdays |
| pandas_market_calendars | Python > Calendars | 2022-03-05 | https://github.com/rsheftel/pandas_market_calendars | Exchange calendars to use with pandas for trading applications. | True | False | rsheftel/pandas_market_calendars |
| yfinance | Python > Data Sources | 2022-01-30 | https://github.com/ranaroussi/yfinance | Yahoo! Finance market data downloader (+faster Pandas Datareader) | True | False | ranaroussi/yfinance |
@@ -147,8 +157,8 @@
| yliveticker | Python > Data Sources | 2021-04-29 | https://github.com/yahoofinancelive/yliveticker | Live stream of market data from Yahoo Finance websocket. | True | False | yahoofinancelive/yliveticker |
| bbgbridge | Python > Data Sources | 2020-01-07 | https://github.com/ran404/bbgbridge | Easy to use Bloomberg Desktop API wrapper for Python. | True | False | ran404/bbgbridge |
| alpha_vantage | Python > Data Sources | 2021-06-14 | https://github.com/RomelTorres/alpha_vantage | A python wrapper for Alpha Vantage API for financial data. | True | False | RomelTorres/alpha_vantage |
| trafalgar | Python > Data Sources | 2022-02-04 | https://github.com/ssantoshp/trafalgar | Python library to make development of portfolio analysis faster and easier. | True | False | ssantoshp/trafalgar |
| FinanceDataReader | Python > Data Sources | 2022-03-14 | https://github.com/FinanceData/FinanceDataReader | Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks | True | False | FinanceData/FinanceDataReader |
| pystlouisfed | Python > Data Sources | 2022-02-23 | https://github.com/TomasKoutek/pystlouisfed | Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER | True | False | TomasKoutek/pystlouisfed |
| xlwings | Python > Excel Integration | | https://www.xlwings.org/ | Make Excel fly with Python. | False | False | |
| openpyxl | Python > Excel Integration | | https://openpyxl.readthedocs.io/en/latest/ | Read/Write Excel 2007 xlsx/xlsm files. | False | False | |
| xlrd | Python > Excel Integration | 2021-08-19 | https://github.com/python-excel/xlrd | Library for developers to extract data from Microsoft Excel spreadsheet files. | True | False | python-excel/xlrd |
@@ -178,6 +188,7 @@
| GetTDData | R > Data Sources | | 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. | False | True | |
| GetHFData | R > Data Sources | | 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. | False | True | |
| Reddit WallstreetBets API | R > Data Sources | | https://dashboard.nbshare.io/apps/reddit/api/ | Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API | False | False | |
| td | R > Data Sources | | https://cran.r-project.org/package=td | Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies | False | True | |
| RQuantLib | R > Financial Instruments and Pricing | | http://dirk.eddelbuettel.com/code/rquantlib.html | RQuantLib connects GNU R with QuantLib. | False | False | |
| quantmod | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/quantmod/index.html | Quantitative Financial Modelling Framework. | False | True | |
| Rmetrics | R > Financial Instruments and Pricing | | https://www.rmetrics.org | The premier open source software solution for teaching and training quantitative finance. | False | False | |
@@ -253,18 +264,25 @@
| finmath.net | Java | | http://finmath.net | Java library with algorithms and methodologies related to mathematical finance. | False | False | |
| quantcomponents | Java | 2015-10-07 | https://github.com/lsgro/quantcomponents | Free Java components for Quantitative Finance and Algorithmic Trading. | True | False | lsgro/quantcomponents |
| DRIP | Java | | https://lakshmidrip.github.io/DRIP | Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. | False | False | |
| ta4j | Java | 2021-10-11 | https://github.com/ta4j/ta4j | A Java library for technical analysis. | True | False | ta4j/ta4j |
| finance.js | JavaScript | | https://github.com/ebradyjobory/finance.js | A JavaScript library for common financial calculations. | True | False | |
| portfolio-allocation | JavaScript | 2020-10-09 | https://github.com/lequant40/portfolio_allocation_js | 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... | True | False | lequant40/portfolio_allocation_js |
| Ghostfolio | JavaScript | 2022-03-26 | https://github.com/ghostfolio/ghostfolio | Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. | True | False | ghostfolio/ghostfolio |
| IndicatorTS | JavaScript | 2022-01-29 | https://github.com/cinar/indicatorts | Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. | True | False | cinar/indicatorts |
| QUANTAXIS_Webkit | JavaScript > Data Visualization | 2017-07-30 | https://github.com/yutiansut/QUANTAXIS_Webkit | An awesome visualization center based on quantaxis. | True | False | yutiansut/QUANTAXIS_Webkit |
| quantfin | Haskell | 2019-04-06 | https://github.com/boundedvariation/quantfin | quant finance in pure haskell. | True | False | boundedvariation/quantfin |
| hqfl | Haskell | 2018-10-03 | https://github.com/co-category/hqfl | Haskell Quantitative Finance Library. | True | False | co-category/hqfl |
| Haxcel | Haskell | 2020-09-01 | https://github.com/MarcusRainbow/Haxcel | Excel Addin for Haskell | True | False | MarcusRainbow/Haxcel |
| Haxcel | Haskell | 2020-09-01 | https://github.com/MarcusRainbow/Haxcel | Excel Addin for Haskell. | True | False | MarcusRainbow/Haxcel |
| Ffinar | Haskell | 2021-11-26 | https://github.com/MarcusRainbow/Ffinar | A financial maths library in Haskell. | True | False | MarcusRainbow/Ffinar |
| QuantScale | Scala | 2014-01-14 | https://github.com/choucrifahed/quantscale | Scala Quantitative Finance Library. | True | False | choucrifahed/quantscale |
| Scala Quant | Scala | 2017-05-06 | https://github.com/frankcash/Scala-Quant | Scala library for working with stock data from IFTTT recipes or Google Finance. | True | False | frankcash/Scala-Quant |
| Jiji | Ruby | 2019-01-22 | https://github.com/unageanu/jiji2 | Open Source Forex algorithmic trading framework using OANDA REST API. | True | False | unageanu/jiji2 |
| Tai | Elixir/Erlang | 2022-03-21 | https://github.com/fremantle-capital/tai | Open Source composable, real time, market data and trade execution toolkit. | True | False | fremantle-capital/tai |
| Workbench | Elixir/Erlang | 2022-03-27 | https://github.com/fremantle-industries/workbench | From Idea to Execution - Manage your trading operation across a globally distributed cluster | True | False | fremantle-industries/workbench |
| Prop | Elixir/Erlang | 2022-03-27 | https://github.com/fremantle-industries/prop | An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. | True | False | fremantle-industries/prop |
| Kelp | Golang | 2021-11-26 | https://github.com/stellar/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). | True | False | stellar/kelp |
| marketstore | Golang | 2022-03-16 | https://github.com/alpacahq/marketstore | DataFrame Server for Financial Timeseries Data. | True | False | alpacahq/marketstore |
| IndicatorGo | Golang | 2022-01-29 | https://github.com/cinar/indicator | IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. | True | False | cinar/indicator |
| TradeFrame | CPP | 2022-01-03 | https://github.com/rburkholder/trade-frame | 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](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. | True | False | rburkholder/trade-frame |
| QuantLib | Frameworks | | https://www.quantlib.org | The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. | False | False | |
| JQuantLib | Frameworks | | http://www.jquantlib.org | Java port. | False | False | |
@@ -275,24 +293,38 @@
| PyQL | Frameworks | 2022-01-27 | https://github.com/enthought/pyql | Python port. | True | False | enthought/pyql |
| QuantLib.jl | Frameworks | | https://github.com/pazzo83/QuantLib.jl | Julia port. | True | False | |
| TA-Lib | Frameworks | | https://ta-lib.org | perform technical analysis of financial market data. | False | False | |
| Portfolio Optimizer | Frameworks | | https://portfoliooptimizer.io/ | Portfolio Optimizer is a Web API for portfolio analysis and optimization. | False | False | |
| QuantConnect | CSharp | 2022-03-18 | https://github.com/QuantConnect/Lean | Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. | True | False | QuantConnect/Lean |
| StockSharp | CSharp | 2022-03-21 | https://github.com/StockSharp/StockSharp | Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). | True | False | StockSharp/StockSharp |
| TDAmeritrade.DotNetCore | CSharp | | https://github.com/NVentimiglia/TDAmeritrade.DotNetCore | Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions. | True | False | |
| QuantMath | Rust | 2020-05-28 | https://github.com/MarcusRainbow/QuantMath | Financial maths library for risk-neutral pricing and risk | True | False | MarcusRainbow/QuantMath |
| Derman Papers | Reproducing Works and Training | 2017-10-21 | https://github.com/MarcosCarreira/DermanPapers | Notebooks that replicate original quantitative finance papers from Emanuel Derman. | True | False | MarcosCarreira/DermanPapers |
| volatility-trading | Reproducing Works and Training | 2021-11-29 | https://github.com/jasonstrimpel/volatility-trading | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. | True | False | jasonstrimpel/volatility-trading |
| quant | Reproducing Works and Training | 2015-07-14 | https://github.com/paulperry/quant | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. | True | False | paulperry/quant |
| fecon235 | Reproducing Works and Training | 2018-12-03 | https://github.com/rsvp/fecon235 | Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. | True | False | rsvp/fecon235 |
| Quantitative-Notebooks | Reproducing Works and Training | 2020-07-02 | https://github.com/LongOnly/Quantitative-Notebooks | Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy | True | False | LongOnly/Quantitative-Notebooks |
| QuantEcon | Reproducing Works and Training | | https://quantecon.org/ | Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks | False | False | |
| FinanceHub | Reproducing Works and Training | 2021-05-25 | https://github.com/Finance-Hub/FinanceHub | Resources for Quantitative Finance | True | False | Finance-Hub/FinanceHub |
| Python_Option_Pricing | Reproducing Works and Training | 2017-07-26 | https://github.com/dedwards25/Python_Option_Pricing | An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. | True | False | dedwards25/Python_Option_Pricing |
| python-training | Reproducing Works and Training | 2022-02-10 | https://github.com/jpmorganchase/python-training | J.P. Morgan's Python training for business analysts and traders. | True | False | jpmorganchase/python-training |
| Stock_Analysis_For_Quant | Reproducing Works and Training | 2022-03-25 | https://github.com/LastAncientOne/Stock_Analysis_For_Quant | Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. | True | False | LastAncientOne/Stock_Analysis_For_Quant |
| algorithmic-trading-with-python | Reproducing Works and Training | 2021-06-01 | https://github.com/chrisconlan/algorithmic-trading-with-python | Source code for Algorithmic Trading with Python (2020) by Chris Conlan. | True | False | chrisconlan/algorithmic-trading-with-python |
| MEDIUM_NoteBook | Reproducing Works and Training | 2022-03-23 | https://github.com/cerlymarco/MEDIUM_NoteBook | Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. | True | False | cerlymarco/MEDIUM_NoteBook |
| QuantFinance | Reproducing Works and Training | 2022-03-12 | https://github.com/PythonCharmers/QuantFinance | Training materials in quantitative finance. | True | False | PythonCharmers/QuantFinance |
| MarketAnalysis | Reproducing Works and Training | 2020-08-06 | https://github.com/Poseyy/MarketAnalysis | Implementing many different methods and popular analysis tools in Python. | True | False | Poseyy/MarketAnalysis |
| IPythonScripts | Reproducing Works and Training | 2018-11-18 | https://github.com/mgroncki/IPythonScripts | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. | True | False | mgroncki/IPythonScripts |
| Computational-Finance-Course | Reproducing Works and Training | 2021-10-12 | https://github.com/LechGrzelak/Computational-Finance-Course | Materials for the course of Computational Finance. | True | False | LechGrzelak/Computational-Finance-Course |
| Machine-Learning-for-Asset-Managers | Reproducing Works and Training | 2021-09-01 | https://github.com/emoen/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. | True | False | emoen/Machine-Learning-for-Asset-Managers |
| Derman Papers | Reproducing Works, Training & Books | 2017-10-21 | https://github.com/MarcosCarreira/DermanPapers | Notebooks that replicate original quantitative finance papers from Emanuel Derman. | True | False | MarcosCarreira/DermanPapers |
| ML-Quant | Reproducing Works, Training & Books | | https://www.ml-quant.com/ | Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs. | False | False | |
| volatility-trading | Reproducing Works, Training & Books | 2021-11-29 | https://github.com/jasonstrimpel/volatility-trading | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. | True | False | jasonstrimpel/volatility-trading |
| quant | Reproducing Works, Training & Books | 2015-07-14 | https://github.com/paulperry/quant | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. | True | False | paulperry/quant |
| fecon235 | Reproducing Works, Training & Books | 2018-12-03 | https://github.com/rsvp/fecon235 | Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. | True | False | rsvp/fecon235 |
| Quantitative-Notebooks | Reproducing Works, Training & Books | 2020-07-02 | https://github.com/LongOnly/Quantitative-Notebooks | Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy | True | False | LongOnly/Quantitative-Notebooks |
| QuantEcon | Reproducing Works, Training & Books | | https://quantecon.org/ | Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks | False | False | |
| FinanceHub | Reproducing Works, Training & Books | 2021-05-25 | https://github.com/Finance-Hub/FinanceHub | Resources for Quantitative Finance | True | False | Finance-Hub/FinanceHub |
| Python_Option_Pricing | Reproducing Works, Training & Books | 2017-07-26 | https://github.com/dedwards25/Python_Option_Pricing | An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. | True | False | dedwards25/Python_Option_Pricing |
| python-training | Reproducing Works, Training & Books | 2022-02-10 | https://github.com/jpmorganchase/python-training | J.P. Morgan's Python training for business analysts and traders. | True | False | jpmorganchase/python-training |
| Stock_Analysis_For_Quant | Reproducing Works, Training & Books | 2022-03-25 | https://github.com/LastAncientOne/Stock_Analysis_For_Quant | Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. | True | False | LastAncientOne/Stock_Analysis_For_Quant |
| algorithmic-trading-with-python | Reproducing Works, Training & Books | 2021-06-01 | https://github.com/chrisconlan/algorithmic-trading-with-python | Source code for Algorithmic Trading with Python (2020) by Chris Conlan. | True | False | chrisconlan/algorithmic-trading-with-python |
| MEDIUM_NoteBook | Reproducing Works, Training & Books | 2022-03-23 | https://github.com/cerlymarco/MEDIUM_NoteBook | Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. | True | False | cerlymarco/MEDIUM_NoteBook |
| QuantFinance | Reproducing Works, Training & Books | 2022-03-12 | https://github.com/PythonCharmers/QuantFinance | Training materials in quantitative finance. | True | False | PythonCharmers/QuantFinance |
| MarketAnalysis | Reproducing Works, Training & Books | 2020-08-06 | https://github.com/Poseyy/MarketAnalysis | Implementing many different methods and popular analysis tools in Python. | True | False | Poseyy/MarketAnalysis |
| IPythonScripts | Reproducing Works, Training & Books | 2018-11-18 | https://github.com/mgroncki/IPythonScripts | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. | True | False | mgroncki/IPythonScripts |
| Computational-Finance-Course | Reproducing Works, Training & Books | 2021-10-12 | https://github.com/LechGrzelak/Computational-Finance-Course | Materials for the course of Computational Finance. | True | False | LechGrzelak/Computational-Finance-Course |
| Machine-Learning-for-Asset-Managers | Reproducing Works, Training & Books | 2021-09-01 | https://github.com/emoen/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. | True | False | emoen/Machine-Learning-for-Asset-Managers |
| Python-for-Finance-Cookbook | Reproducing Works, Training & Books | 2021-02-11 | https://github.com/PacktPublishing/Python-for-Finance-Cookbook | Python for Finance Cookbook, published by Packt. | True | False | PacktPublishing/Python-for-Finance-Cookbook |
| modelos_vol_derivativos | Reproducing Works, Training & Books | 2021-09-15 | https://github.com/ysaporito/modelos_vol_derivativos | "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks | True | False | ysaporito/modelos_vol_derivativos |
| NMOF | Reproducing Works, Training & Books | 2022-03-22 | https://github.com/enricoschumann/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). | True | False | enricoschumann/NMOF |
| py4fi2nd | Reproducing Works, Training & Books | 2021-08-08 | https://github.com/yhilpisch/py4fi2nd | Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch. | True | False | yhilpisch/py4fi2nd |
| aiif | Reproducing Works, Training & Books | 2022-01-19 | https://github.com/yhilpisch/aiif | Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch. | True | False | yhilpisch/aiif |
| py4at | Reproducing Works, Training & Books | 2021-07-08 | https://github.com/yhilpisch/py4at | Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch. | True | False | yhilpisch/py4at |
| dawp | Reproducing Works, Training & Books | 2021-02-22 | https://github.com/yhilpisch/dawp | Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch. | True | False | yhilpisch/dawp |
| dx | Reproducing Works, Training & Books | 2020-12-17 | https://github.com/yhilpisch/dx | DX Analytics | Financial and Derivatives Analytics with Python. | True | False | yhilpisch/dx |
| QuantFinanceBook | Reproducing Works, Training & Books | 2021-03-10 | https://github.com/LechGrzelak/QuantFinanceBook | Quantitative Finance book. | True | False | LechGrzelak/QuantFinanceBook |
| rough_bergomi | Reproducing Works, Training & Books | 2018-09-17 | https://github.com/ryanmccrickerd/rough_bergomi | A Python implementation of the rough Bergomi model. | True | False | ryanmccrickerd/rough_bergomi |
| frh-fx | Reproducing Works, Training & Books | 2018-05-24 | https://github.com/ryanmccrickerd/frh-fx | A python implementation of the fast-reversion Heston model of Mechkov for FX purposes. | True | False | ryanmccrickerd/frh-fx |
| value-investing-studies | Reproducing Works, Training & Books | 2021-10-26 | https://github.com/euclidjda/value-investing-studies | A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time. | True | False | euclidjda/value-investing-studies |