From 0821689551f96f11defd23d1b81bc5a960e87602 Mon Sep 17 00:00:00 2001 From: ivigamberdiev <26900553+ivigamberdiev@users.noreply.github.com> Date: Tue, 5 Mar 2019 20:11:23 +0300 Subject: [PATCH] Fix links and appearance --- README.md | 325 ++++++++++++++++++++++++++---------------------------- 1 file changed, 158 insertions(+), 167 deletions(-) diff --git a/README.md b/README.md index f5b7cda..786c852 100644 --- a/README.md +++ b/README.md @@ -22,123 +22,123 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Numerical Libraries & Data Structures -- [numpy](http://www.numpy.org) - NumPy is the fundamental package for scientific computing with Python. +- [numpy](https://www.numpy.org) - NumPy is the fundamental package for scientific computing with Python. - [scipy](https://www.scipy.org) - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. -- [pandas](http://pandas.pydata.org) - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. -- [quantdsl](https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading -- [statistics](https://docs.python.org/3/library/statistics.html) - Builtin Python library for all basic statistical calculations -- [sympy](http://www.sympy.org/) - SymPy is a Python library for symbolic mathematics. -- [pymc3](http://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano +- [pandas](https://pandas.pydata.org) - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. +- [quantdsl](https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading. +- [statistics](https://docs.python.org/3/library/statistics.html) - Builtin Python library for all basic statistical calculations. +- [sympy](https://www.sympy.org/) - SymPy is a Python library for symbolic mathematics. +- [pymc3](https://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. ### Financial Instruments and Pricing -- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port -- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python +- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port. +- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python. [ARCHIVED] - [vollib](https://github.com/vollib/vollib) - vollib is a python library for calculating option prices, implied volatility and greeks. -- [QuantPy](https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python -- [Finance-Python](https://github.com/wegamekinglc/Finance-Python) - Python tools for Finance -- [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python -- [pynance](http://pynance.net) - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. -- [tia](https://github.com/bpsmith/tia) - Toolkit for integration and analysis -- [hasura/base-python-dash](https://hasura.io/hub/project/hasura/base-python-dash) - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python -- [hasura/base-python-bokeh](https://hasura.io/hub/project/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library -- [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation +- [QuantPy](https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python. +- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - Python tools for Finance. +- [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python. +- [pynance](https://pynance.net) - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. +- [tia](https://github.com/bpsmith/tia) - Toolkit for integration and analysis. +- [hasura/base-python-dash](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. +- [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. +- [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. ### Trading & Backtesting -- [TA-Lib](http://ta-lib.org) - perform technical analysis of financial market data +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. - [trade](https://github.com/rochars/trade) - trade is a Python framework for the development of financial applications. -- [zipline](http://www.zipline.io) - Pythonic algorithmic trading library -- [QuantSoftware Toolkit](http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit) - Python-based open source software framework designed to support portfolio construction and management. -- [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library -- [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies -- [bt](https://github.com/pmorissette/bt) - Flexible Backtesting for Python -- [backtrader](https://github.com/mementum/backtrader) - Python Backtesting library for trading strategies +- [zipline](https://www.zipline.io) - Pythonic algorithmic trading library. +- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - Python-based open source software framework designed to support portfolio construction and management. +- [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library. +- [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies. +- [bt](https://github.com/pmorissette/bt) - Flexible Backtesting for Python. +- [backtrader](https://github.com/backtrader/backtrader) - Python Backtesting library for trading strategies. - [pythalesians](https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc. - [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. -- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library -- [tradingWithPython](https://pypi.python.org/pypi/tradingWithPython) - A collection of functions and classes for Quantitative trading -- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators -- [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading -- [pysentosa](https://pypi.python.org/pypi/pysentosa) - Python API for sentosa trading system -- [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets -- [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style -- [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market -- [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library -- [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading -- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket -- [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas +- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library. +- [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. +- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. +- [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. +- [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. +- [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. +- [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style. +- [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market. +- [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library. +- [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading. +- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. +- [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. ### Risk Analysis -- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python -- [qrisk](https://github.com/quantopian/qrisk) - Common financial risk and performance metrics +- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. +- [empyrical](https://github.com/quantopian/empyrical) - Common financial risk and performance metrics. - [fecon235](https://github.com/rsvp/fecon235) - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. -- [finance](https://pypi.python.org/pypi/finance) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. -- [qfrm](https://pypi.python.org/pypi/qfrm) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. -- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis -- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio +- [finance](https://pypi.org/project/finance/) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. +- [qfrm](https://pypi.org/project/qfrm/) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. +- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis. +- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio. ### Factor Analysis -- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors +- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. ### Time Series -- [ARCH](https://github.com/bashtage/arch) - ARCH models in Python +- [ARCH](https://github.com/bashtage/arch) - ARCH models in Python. - [statsmodels](http://statsmodels.sourceforge.net) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. -- [dynts](https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation -- [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models -- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series -- [hasura/quandl-metabase](https://hasura.io/hub/project/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase +- [dynts](https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation. +- [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models. +- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series. +- [hasura/quandl-metabase](https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. ### Calendars -- [tradingcalendar](https://github.com/quantopian/tradingcalendar) - Stock Exchange Trading Calendar -- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities -- [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications +- [trading_calendars](https://github.com/quantopian/trading_calendars) - Stock Exchange Trading Calendars. +- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities. +- [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications. ### Data Sources - [findatapy](https://github.com/cuemacro/findatapy) - Python library to download market data via Bloomberg, Quandl, Yahoo etc. -- [googlefinance](https://github.com/hongtaocai/googlefinance) - Python module to get real-time stock data from Google Finance API -- [yahoo-finance](https://github.com/lukaszbanasiak/yahoo-finance) - Python module to get stock data from Yahoo! Finance -- [pandas-datareader](https://github.com/pydata/pandas-datareader) - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism -- [pandas-finance](https://github.com/davidastephens/pandas-finance) - High level API for access to and analysis of financial data -- [pyhoofinance](https://github.com/innes213/pyhoofinance) - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis -- [yfinanceapi](https://github.com/Karthik005/yfinanceapi) - Finance API for Python -- [yql-finance](https://github.com/slawek87/yql-finance) - yql-finance is simple and fast https://developer.yahoo.com/yql/console/ python API. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL). -- [ystockquote](https://github.com/cgoldberg/ystockquote) - Retrieve stock quote data from Yahoo Finance -- [wallstreet](https://github.com/mcdallas/wallstreet) - Real time stock and option data -- [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources -- [Stockex](https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API -- [finsymbols](https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ -- [FRB](https://github.com/avelkoski/FRB) - Python Client for FRED® API -- [inquisitor](https://github.com/inquirim/inquisitor) - Python Interface to Econdb.com API -- [yfi](https://github.com/nickelkr/yfi) - Yahoo! YQL library -- [chinesestockapi](https://pypi.python.org/pypi/chinesestockapi) - Python API to get Chinese stock price -- [exchange](https://github.com/akarat/exchange) - Get current exchange rate -- [ticks](https://github.com/jamescnowell/ticks) - Simple command line tool to get stock ticker data -- [pybbg](https://github.com/bpsmith/pybbg) - Python interface to Bloomberg COM APIs -- [ccy](https://github.com/lsbardel/ccy) - Python module for currencies -- [tushare](https://pypi.python.org/pypi/tushare) - A utility for crawling historical and Real-time Quotes data of China stocks -- [jsm](https://pypi.python.org/pypi/jsm) - Get the japanese stock market data -- [cn_stock_src](https://github.com/jealous/cn_stock_src) - Utility for retrieving basic China stock data from different sources -- [coinmarketcap](https://github.com/mrsmn/coinmarketcap-api) - Python API for coinmarketcap -- [after-hours](https://github.com/datawrestler/after-hours) - Obtain pre market and after hours stock prices for a given symbol -- [bronto-python](https://github.com/Scotts-Marketplace/bronto-python/) - Bronto API Integration for Python -- [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes -- [pdblp](https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API -- [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. +- [googlefinance](https://github.com/hongtaocai/googlefinance) - Python module to get real-time stock data from Google Finance API. +- [yahoo-finance](https://github.com/lukaszbanasiak/yahoo-finance) - Python module to get stock data from Yahoo! Finance. +- [pandas-datareader](https://github.com/pydata/pandas-datareader) - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism. +- [pandas-finance](https://github.com/davidastephens/pandas-finance) - High level API for access to and analysis of financial data. +- [pyhoofinance](https://github.com/innes213/pyhoofinance) - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis. +- [yfinanceapi](https://github.com/Karthik005/yfinanceapi) - Finance API for Python. +- [yql-finance](https://github.com/slawek87/yql-finance) - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL). +- [ystockquote](https://github.com/cgoldberg/ystockquote) - Retrieve stock quote data from Yahoo Finance. +- [wallstreet](https://github.com/mcdallas/wallstreet) - Real time stock and option data. +- [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources. +- [Stockex](https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API. +- [finsymbols](https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ. +- [FRB](https://github.com/avelkoski/FRB) - Python Client for FRED® API. +- [inquisitor](https://github.com/econdb/inquisitor) - Python Interface to Econdb.com API. +- [yfi](https://github.com/nickelkr/yfi) - Yahoo! YQL library. +- [chinesestockapi](https://pypi.org/project/chinesestockapi/) - Python API to get Chinese stock price. +- [exchange](https://github.com/akarat/exchange) - Get current exchange rate. +- [ticks](https://github.com/jamescnowell/ticks) - Simple command line tool to get stock ticker data. +- [pybbg](https://github.com/bpsmith/pybbg) - Python interface to Bloomberg COM APIs. +- [ccy](https://github.com/lsbardel/ccy) - Python module for currencies. +- [tushare](https://pypi.org/project/tushare/) - A utility for crawling historical and Real-time Quotes data of China stocks. +- [jsm](https://pypi.org/project/jsm/) - Get the japanese stock market data. +- [cn_stock_src](https://github.com/jealous/cn_stock_src) - Utility for retrieving basic China stock data from different sources. +- [coinmarketcap](https://github.com/barnumbirr/coinmarketcap) - Python API for coinmarketcap. +- [after-hours](https://github.com/datawrestler/after-hours) - Obtain pre market and after hours stock prices for a given symbol. +- [bronto-python](https://pypi.org/project/bronto-python/) - Bronto API Integration for Python. +- [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. +- [pdblp](https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API. +- [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. - [IEX](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. -- [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. +- [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. ### Excel Integration -- [xlwings](http://xlwings.org) - Make Excel fly with Python! -- [openpyxl](https://openpyxl.readthedocs.org/en/latest/) - Read/Write Excel 2007 xlsx/xlsm files -- [xlrd](https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files -- [xlsxwriter](https://xlsxwriter.readthedocs.org/) - Write files in the Excel 2007+ XLSX file format +- [xlwings](https://www.xlwings.org/) - Make Excel fly with Python. +- [openpyxl](https://openpyxl.readthedocs.io/en/latest/) - Read/Write Excel 2007 xlsx/xlsm files. +- [xlrd](https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files. +- [xlsxwriter](https://xlsxwriter.readthedocs.io/) - Write files in the Excel 2007+ XLSX file format. - [xlwt](https://github.com/python-excel/xlwt) - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. - [DataNitro](https://datanitro.com/) - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. - [xlloop](http://xlloop.sourceforge.net) - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). @@ -154,7 +154,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [sparseEigen](https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis. - [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. - [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. -- [its](https://cran.r-project.org/web/packages/its/index.html) - Irregular time series. - [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). - [tis](https://cran.r-project.org/web/packages/tis/index.html) - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies. - [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data. @@ -172,72 +171,65 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Financial Instruments and Pricing - [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - RQuantLib connects GNU R with QuantLib. -- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - Quantitative Financial Modelling Framework -- [Rmetrics](https://www.rmetrics.org) - The premier open source software solution for teaching and training quantitative finance - - [fAsianOptions](https://cran.r-project.org/web/packages/fAsianOptions/index.html) - EBM and Asian Option Valuation - - [fAssets](https://cran.r-project.org/web/packages/fAssets/index.html) - Analysing and Modelling Financial Assets - - [fBasics](https://cran.r-project.org/web/packages/fBasics/index.html) - Markets and Basic Statistics - - [fBonds](https://cran.r-project.org/web/packages/fBonds/index.html) - Bonds and Interest Rate Models - - [fExoticOptions](https://cran.r-project.org/web/packages/fExoticOptions/index.html) - Exotic Option Valuation - - [fOptions](https://cran.r-project.org/web/packages/fOptions/index.html) - Pricing and Evaluating Basic Options - - [fPortfolio](https://cran.r-project.org/web/packages/fPortfolio/index.html) - Portfolio Selection and Optimization -- [portfolio](https://cran.r-project.org/web/packages/portfolio/index.html) - Analysing equity portfolios -- [portfolioSim](https://cran.r-project.org/web/packages/portfolioSim/index.html) - Framework for simulating equity portfolio strategies -- [stockPortfolio](https://cran.r-project.org/web/packages/stockPortfolio/index.html) - Build stock models and analyze stock portfolios -- [financial](https://cran.r-project.org/web/packages/financial/index.html) - Time value of money, cash flows and other financial functions. -- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index -- [covFactorModel](https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models -- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios -- [sde](https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations -- [termstrc](https://cran.r-project.org/web/packages/termstrc/index.html) - Zero-coupon Yield Curve Estimation -- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve -- [SmithWilsonYieldCurve](https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html) - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates -- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation -- [opefimor](https://cran.r-project.org/web/packages/opefimor/index.html) - Option Pricing and Estimation of Financial Models in R -- [maRketSim](https://cran.r-project.org/web/packages/maRketSim/index.html) - Market simulator for R -- [AmericanCallOpt](https://cran.r-project.org/web/packages/AmericanCallOpt/index.html) - This package includes pricing function for selected American call options with underlying assets that generate payouts -- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index -- [RND](https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package -- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method -- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options -- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions -- [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms -- [credule](https://cran.r-project.org/web/packages/credule/index.html) - Credit Default Swap Functions -- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - Functions and R Code to Accompany Derivatives Markets -- [FinCal](https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance -- [r-quant](https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance -- [binary_options](https://github.com/KlausGlueckert/binary_options) - predicting stock direction for binary option trading -- [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny +- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - Quantitative Financial Modelling Framework. +- [Rmetrics](https://www.rmetrics.org) - The premier open source software solution for teaching and training quantitative finance. + - [fAsianOptions](https://cran.r-project.org/web/packages/fAsianOptions/index.html) - EBM and Asian Option Valuation. + - [fAssets](https://cran.r-project.org/web/packages/fAssets/index.html) - Analysing and Modelling Financial Assets. + - [fBasics](https://cran.r-project.org/web/packages/fBasics/index.html) - Markets and Basic Statistics. + - [fBonds](https://cran.r-project.org/web/packages/fBonds/index.html) - Bonds and Interest Rate Models. + - [fExoticOptions](https://cran.r-project.org/web/packages/fExoticOptions/index.html) - Exotic Option Valuation. + - [fOptions](https://cran.r-project.org/web/packages/fOptions/index.html) - Pricing and Evaluating Basic Options. + - [fPortfolio](https://cran.r-project.org/web/packages/fPortfolio/index.html) - Portfolio Selection and Optimization. +- [portfolio](https://cran.r-project.org/web/packages/portfolio/index.html) - Analysing equity portfolios. +- [portfolioSim](https://cran.r-project.org/web/packages/portfolioSim/index.html) - Framework for simulating equity portfolio strategies. +- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index. +- [covFactorModel](https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models. +- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios. +- [sde](https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations. +- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve. +- [SmithWilsonYieldCurve](https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html) - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates. +- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation. +- [AmericanCallOpt](https://cran.r-project.org/web/packages/AmericanCallOpt/index.html) - This package includes pricing function for selected American call options with underlying assets that generate payouts. +- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index. +- [RND](https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package. +- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method. +- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options. +- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions. +- [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms. +- [credule](https://cran.r-project.org/web/packages/credule/index.html) - Credit Default Swap Functions. +- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - Functions and R Code to Accompany Derivatives Markets. +- [FinCal](https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance. +- [r-quant](https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance. +- [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny. ### Trading -- [TA-Lib](http://ta-lib.org) - perform technical analysis of financial market data -- [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments -- [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios -- [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules -- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. +- [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments. +- [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios. +- [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules. +- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling. ### Risk Analysis -- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis +- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis. ### Time Series -- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance -- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) -- [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series -- [fGarch](https://cran.r-project.org/web/packages/fGarch/index.html) - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling -- [timeSeries](https://cran.r-project.org/web/packages/timeSeries/index.html) - Rmetrics - Financial Time Series Objects -- [rugarch](https://cran.r-project.org/web/packages/rugarch/index.html) - Univariate GARCH Models -- [rmgarch](https://cran.r-project.org/web/packages/rmgarch/index.html) - Multivariate GARCH Models -- [tidypredict](https://github.com/edgararuiz/tidypredict) - Run predictions inside the database -- [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse -- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R +- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. +- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). +- [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series. +- [fGarch](https://cran.r-project.org/web/packages/fGarch/index.html) - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. +- [timeSeries](https://cran.r-project.org/web/packages/timeSeries/index.html) - Rmetrics - Financial Time Series Objects. +- [rugarch](https://cran.r-project.org/web/packages/rugarch/index.html) - Univariate GARCH Models. +- [rmgarch](https://cran.r-project.org/web/packages/rmgarch/index.html) - Multivariate GARCH Models. +- [tidypredict](https://github.com/edgararuiz/tidypredict) - Run predictions inside the database . +- [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse. +- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R. - [tibbletime](https://github.com/business-science/tibbletime) - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. ### Calendars -- [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - [timeDate](https://cran.r-project.org/web/packages/timeDate/index.html) - Chronological and Calendar Objects - [bizdays](https://cran.r-project.org/web/packages/bizdays/index.html) - Business days calculations and utilities @@ -245,45 +237,45 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### FrameWorks -- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab +- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. ## Julia - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. -- [FinancialMarkets.jl](https://github.com/imanuelcostigan/FinancialMarkets.jl) - Describe and model financial markets objects using Julia -- [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance -- [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib -- [Miletus.jl](https://juliacomputing.com/docs/miletus/index.html) - A financial contract definition, modeling language, and valuation framework -- [Temporal.jl](https://github.com/dysonance/Temporal.jl) - Flexible and efficient time series class & methods -- [Indicators.jl](https://github.com/dysonance/Indicators.jl) - Financial market technical analysis & indicators on top of Temporal -- [Strategems.jl](https://github.com/dysonance/Strategems.jl) - Quantitative systematic trading strategy development and backtesting -- [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) - Time series toolkit for Julia -- [MarketTechnicals.jl](https://github.com/JuliaQuant/MarketTechnicals.jl) - Technical analysis of financial time series on top of TimeSeries -- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data -- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries) +- [FinancialMarkets.jl](https://github.com/imanuelcostigan/FinancialMarkets.jl) - Describe and model financial markets objects using Julia. +- [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance. +- [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib. +- [Miletus.jl](https://juliacomputing.com/docs/miletus/index.html) - A financial contract definition, modeling language, and valuation framework. +- [Temporal.jl](https://github.com/dysonance/Temporal.jl) - Flexible and efficient time series class & methods. +- [Indicators.jl](https://github.com/dysonance/Indicators.jl) - Financial market technical analysis & indicators on top of Temporal. +- [Strategems.jl](https://github.com/dysonance/Strategems.jl) - Quantitative systematic trading strategy development and backtesting. +- [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) - Time series toolkit for Julia. +- [MarketTechnicals.jl](https://github.com/JuliaQuant/MarketTechnicals.jl) - Technical analysis of financial time series on top of TimeSeries. +- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data. +- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries). ## Java - [JQuantLib](http://www.jquantlib.org) - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. -- [finmat.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. -- [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading +- [finmath.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. +- [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading. - [DRIP](https://lakshmidrip.github.io/DRIP) - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. ## JavaScript ### Data Visualization -- [QUANTAXIS_Visualziation](https://github.com/yutiansut/quantaxis_visualization) an awesome visualization center based on quantaxis +- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) an awesome visualization center based on quantaxis. ## Haskell -- [quantfin](https://github.com/boundedvariation/quantfin) - quant finance in pure haskell -- [hqfl](https://github.com/cokleisli/hqfl) - Haskell Quantitative Finance Library +- [quantfin](https://github.com/boundedvariation/quantfin) - quant finance in pure haskell. +- [hqfl](https://github.com/co-category/hqfl) - Haskell Quantitative Finance Library. ## Scala -- [QuantScale](https://github.com/choucrifahed/quantscale) - Scala Quantitative Finance Library +- [QuantScale](https://github.com/choucrifahed/quantscale) - Scala Quantitative Finance Library. - [Scala Quant](https://github.com/frankcash/Scala-Quant) Scala library for working with stock data from IFTTT recipes or Google Finance. ## Ruby @@ -292,15 +284,15 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Frameworks -- [QuantLib](http://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. - - [JQuantLib](http://www.jquantlib.org) - Java port - - [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - R port - - [QuantLibAddin](http://quantlibaddin.org/) - Excel support - - [QuantLibXL](http://quantlibxl.org/) - Excel support - - [QLNet](https://github.com/amaggiulli/qlnet) - .Net port - - [PyQL](https://github.com/enthought/pyql) - Python port - - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port -- [TA-Lib](http://ta-lib.org) - perform technical analysis of financial market data +- [QuantLib](https://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. + - [JQuantLib](http://www.jquantlib.org) - Java port. + - [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - R port. + - [QuantLibAddin](https://www.quantlib.org/quantlibaddin/) - Excel support. + - [QuantLibXL](https://www.quantlib.org/quantlibxl/) - Excel support. + - [QLNet](https://github.com/amaggiulli/qlnet) - .Net port. + - [PyQL](https://github.com/enthought/pyql) - Python port. + - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port. +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. ## CSharp @@ -310,6 +302,5 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman. - [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. -- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. +- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. - [fecon235](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. -