gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-07-27 20:07:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Project table updated

Browse Source
This commit is contained in:
wilsonfreitas
2022-03-27 21:16:37 -03:00
parent add095f38c
commit 00384cbb9c
2 changed files with 106 additions and 42 deletions
Download Patch File Download Diff File Expand all files Collapse all files
projects.md
+53 -21
View File
@@ -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 |