From 00384cbb9cb84c0ddc576ab92d0ea67ba3860e46 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Sun, 27 Mar 2022 21:16:37 -0300 Subject: [PATCH] Project table updated --- projects.csv | 74 +++++++++++++++++++++++++++++++++++++--------------- projects.md | 74 +++++++++++++++++++++++++++++++++++++--------------- 2 files changed, 106 insertions(+), 42 deletions(-) diff --git a/projects.csv b/projects.csv index 5c59183..11d3b91 100644 --- a/projects.csv +++ b/projects.csv @@ -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 diff --git a/projects.md b/projects.md index f7ae9cd..6f6efab 100644 --- a/projects.md +++ b/projects.md @@ -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 | \ No newline at end of file +| 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 | \ No newline at end of file