From d880ba5d38b5bedc86ace103d9f4d42fa1a7a788 Mon Sep 17 00:00:00 2001 From: bwzheng2010 Date: Mon, 12 May 2025 09:22:42 +0800 Subject: [PATCH 01/14] fix #212 fixed --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..b53af3b 100644 --- a/README.md +++ b/README.md @@ -214,6 +214,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Data Sources - [yfinance](https://github.com/ranaroussi/yfinance) - Yahoo! Finance market data downloader (+faster Pandas Datareader) +- [defeatbeta-api](https://github.com/defeat-beta/defeatbeta-api) - An open-source alternative to Yahoo Finance's market data APIs with higher reliability. - [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. From ba12c316fa66ffd7cd08c4049b1cb6eddd0efc93 Mon Sep 17 00:00:00 2001 From: realfishsam Date: Fri, 27 Jun 2025 22:21:08 +0200 Subject: [PATCH 02/14] Update README.md An open-source, broker-agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built-in safety controls. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..4767015 100644 --- a/README.md +++ b/README.md @@ -157,6 +157,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Trading Strategy](https://github.com/tradingstrategy-ai/getting-started) - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance - [Hikyuu](https://github.com/fasiondog/hikyuu) - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. - [rust_bt](https://github.com/jensnesten/rust_bt) - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust. +- [StrateQueue](https://github.com/StrateQueue/StrateQueue) - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls. ### Risk Analysis From 96d76b0dfde5471f0a52f5152fdbcee017418ca9 Mon Sep 17 00:00:00 2001 From: AlgoTradingLib <38377904+usdaud@users.noreply.github.com> Date: Thu, 24 Jul 2025 23:10:24 +0300 Subject: [PATCH 03/14] AlgoTradingLib.com pushed --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..effab7d 100644 --- a/README.md +++ b/README.md @@ -572,3 +572,4 @@ date conversion, scaling factor values, and filtering by the specified date. - [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners. - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. - [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. +- [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. From 2746a83f23a9ff7d9d0db6752bca749da42b911f Mon Sep 17 00:00:00 2001 From: boekenbox <2372008+boekenbox@users.noreply.github.com> Date: Wed, 13 Aug 2025 13:38:03 +0200 Subject: [PATCH 04/14] Update README.md --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..8f05bcd 100644 --- a/README.md +++ b/README.md @@ -157,6 +157,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Trading Strategy](https://github.com/tradingstrategy-ai/getting-started) - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance - [Hikyuu](https://github.com/fasiondog/hikyuu) - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. - [rust_bt](https://github.com/jensnesten/rust_bt) - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust. +- [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI. ### Risk Analysis From 91c9db61e46c9bcb5d52951cc8aba3500ebcec4a Mon Sep 17 00:00:00 2001 From: Nikhil Sunder <133505155+nikhilxsunder@users.noreply.github.com> Date: Fri, 12 Sep 2025 08:31:48 -0400 Subject: [PATCH 05/14] Add fedfred to datasources --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..4c4afdd 100644 --- a/README.md +++ b/README.md @@ -270,6 +270,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [datamule-python](https://github.com/john-friedman/datamule-python) - A package to work with SEC data. Incorporates datamule endpoints. - [Financial Data](https://financialdata.net/) - Stock Market and Financial Data API. - [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API. +- [fedfred](https://nikhilxsunder.github.io/fedfred/) - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes. ### Excel Integration From 77db2432904b2617768269c8bfb08a8233888052 Mon Sep 17 00:00:00 2001 From: Nikhil Sunder <133505155+nikhilxsunder@users.noreply.github.com> Date: Fri, 12 Sep 2025 08:38:27 -0400 Subject: [PATCH 06/14] Add edgar-sec to data sources --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 4c4afdd..8d33e9e 100644 --- a/README.md +++ b/README.md @@ -271,6 +271,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Financial Data](https://financialdata.net/) - Stock Market and Financial Data API. - [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API. - [fedfred](https://nikhilxsunder.github.io/fedfred/) - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes. +- [edgar-sec](https://nikhilxsunder.github.io/edgar-sec/) - EDGAR Financial data API with preprocessed dataclass outputs. ### Excel Integration From 004ce88c0feb8f3326851907548b2f1991e70a21 Mon Sep 17 00:00:00 2001 From: hjhgogo <57526162+hjhgogo@users.noreply.github.com> Date: Sun, 28 Sep 2025 13:34:18 +0800 Subject: [PATCH 07/14] Update README.md --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 42b5da5..c1e8bd7 100644 --- a/README.md +++ b/README.md @@ -212,7 +212,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications. ### Data Sources - +- [StockAPI](https://stockapi.com.cn) – Free real-time Chinese stock data (REST & WebSocket). - [yfinance](https://github.com/ranaroussi/yfinance) - Yahoo! Finance market data downloader (+faster Pandas Datareader) - [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. From 44687e1621ef8258a0fb755b354bad636b33bac2 Mon Sep 17 00:00:00 2001 From: FemtoTrader Date: Wed, 1 Oct 2025 09:39:23 +0200 Subject: [PATCH 08/14] Update README.md --- README.md | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 42b5da5..3e37cf8 100644 --- a/README.md +++ b/README.md @@ -407,21 +407,30 @@ date conversion, scaling factor values, and filtering by the specified date. ## Julia +- [CcyConv](https://github.com/bhftbootcamp/CcyConv.jl) - Currency conversion library for Julia +- [CryptoExchangeAPIs.jl](https://github.com/bhftbootcamp/CryptoExchangeAPIs.jl) - A Julia library for cryptocurrency exchange APIs +- [Fastback.jl](https://github.com/rbeeli/Fastback.jl) - Blazing fast Julia backtester. - [Lucky.jl](https://github.com/oliviermilla/Lucky.jl) - Modular, asynchronous trading engine in pure Julia. - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. - [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance. +- [LightweightCharts.jl](https://github.com/bhftbootcamp/LightweightCharts.jl) - Julia wrapper for Lightweight Charts™ by TradingView. - [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib. -- [IncTA.jl](https://github.com/femtotrader/IncTA.jl) - Julia Incremental Technical Analysis Indicators - [Miletus.jl](https://github.com/JuliaComputing/Miletus.jl) - 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. +- [TechnicalIndicatorCharts.jl](https://github.com/g-gundam/TechnicalIndicatorCharts.jl) - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl. - [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. +- [OnlineTechnicalIndicators.jl](https://github.com/femtotrader/OnlineTechnicalIndicators.jl) - Julia Technical Analysis Indicators via online algorithms. +- [OnlineTechnicalIndicators](https://github.com/femtotrader/OnlinePortfolioAnalytics.jl) - A Julia quantitative portfolio analytics (risk / performance) via online algorithms. +- [OnlineResamplers.jl](https://github.com/femtotrader/OnlineResamplers.jl) - High-performance Julia package for real-time resampling of financial market data. +- [RiskPerf.jl](https://github.com/rbeeli/RiskPerf.jl) - Quantitative risk and performance analysis package for financial time series powered by the Julia language. - [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries). - [DataFrames.jl](https://github.com/JuliaData/DataFrames.jl) - In-memory tabular data in Julia - [TSFrames.jl](https://github.com/xKDR/TSFrames.jl) - Handle timeseries data on top of the powerful and mature DataFrames.jl +- [TimeArrays.jl](https://github.com/bhftbootcamp/TimeArrays.jl) - Time series handling for Julia ## Java From 3db978fbfa348fc67737cd074eb8302c64cb799b Mon Sep 17 00:00:00 2001 From: Julie Ruiz <147634770+jruiz032@users.noreply.github.com> Date: Wed, 12 Nov 2025 15:31:37 -0800 Subject: [PATCH 09/14] adding RunMat to Matlab resource section --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index 42b5da5..b3733e6 100644 --- a/README.md +++ b/README.md @@ -400,6 +400,10 @@ date conversion, scaling factor values, and filtering by the specified date. ## Matlab +### Alternatives + +- [RunMat](https://runmat.org) - High performance, Open Source, MATLAB syntax runtime. + ### FrameWorks - [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. From aa3e00720d74e5e9f15b22c95c5a4aff25b08e4f Mon Sep 17 00:00:00 2001 From: Fin <31080675+finrunsfar@users.noreply.github.com> Date: Tue, 25 Nov 2025 16:50:15 -0800 Subject: [PATCH 10/14] Add RunMat to Rust section RunMat is an open-source Rust runtime for MATLAB-syntax array math. It automatically chooses CPU or GPU and fuses long math chains into fast kernels. Quants can use it for workloads like Monte Carlo risk, covariance, and large matrix math, with good speedups vs NumPy and PyTorch on our benchmarks. This PR adds RunMat to the Rust section. Repo: https://github.com/runmat-org/runmat --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 42b5da5..9644f98 100644 --- a/README.md +++ b/README.md @@ -518,6 +518,8 @@ date conversion, scaling factor values, and filtering by the specified date. - [SlidingFeatures](https://github.com/MathisWellmann/sliding_features-rs) - Chainable tree-like sliding windows for signal processing and technical analysis. - [RustQuant](https://github.com/avhz/RustQuant) - Quantitative finance library written in Rust. - [finalytics](https://github.com/Nnamdi-sys/finalytics) - A rust library for financial data analysis. +- [RunMat](https://github.com/runmat-org/runmat) - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations. + ## Reproducing Works, Training & Books From 75da8b1dea01ddef968d8858b95d12bc198165f3 Mon Sep 17 00:00:00 2001 From: omii chauhan Date: Sat, 13 Dec 2025 19:36:03 +0530 Subject: [PATCH 11/14] feat: add quantitative-finance-tools to Risk Analysis --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..a43eadb 100644 --- a/README.md +++ b/README.md @@ -177,6 +177,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork. - [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork. - [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python. +- [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR). ### Factor Analysis From 69d07f950cbdf2557c16aa536e0518b0a094731a Mon Sep 17 00:00:00 2001 From: Nick Rempel Date: Sat, 13 Dec 2025 22:21:36 -0800 Subject: [PATCH 12/14] Add Earnings Feed to Data Sources --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..b2534f2 100644 --- a/README.md +++ b/README.md @@ -268,6 +268,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets. - [Trading Strategy](https://github.com/tradingstrategy-ai/trading-strategy/) - download price data for decentralised exchanges and lending protocols (DeFi) - [datamule-python](https://github.com/john-friedman/datamule-python) - A package to work with SEC data. Incorporates datamule endpoints. +- [Earnings Feed](https://earningsfeed.com/api) - Real-time SEC filings, insider trades, and institutional holdings API. - [Financial Data](https://financialdata.net/) - Stock Market and Financial Data API. - [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API. From e0c7de3bb8c12d0748f2153903e27303fdcabfad Mon Sep 17 00:00:00 2001 From: Arnav Malhotra <58338755+welcra@users.noreply.github.com> Date: Thu, 25 Dec 2025 00:44:47 -0500 Subject: [PATCH 13/14] Add fsynth to Data Sources --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..68dc80b 100644 --- a/README.md +++ b/README.md @@ -270,6 +270,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [datamule-python](https://github.com/john-friedman/datamule-python) - A package to work with SEC data. Incorporates datamule endpoints. - [Financial Data](https://financialdata.net/) - Stock Market and Financial Data API. - [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API. +- [fsynth](https://github.com/welcra/fsynth) - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion. ### Excel Integration From b7991e651c70479351e34dbd48dea5d693f1f23b Mon Sep 17 00:00:00 2001 From: Karl Waldman Date: Fri, 26 Dec 2025 10:09:52 -0500 Subject: [PATCH 14/14] Add OilPriceAPI to Data Sources MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit OilPriceAPI provides real-time oil and commodity prices including: - WTI and Brent crude oil - Urals crude (Russian export blend) - Natural gas (US, EU, UK) - Coal prices Features Python SDK with OpenBB integration for seamless quant workflows. 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 42b5da5..3ad16c4 100644 --- a/README.md +++ b/README.md @@ -255,6 +255,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. - [polygon.io](https://github.com/polygon-io/client-python) - A python library for Polygon.io financial data APIs. - [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. +- [oilpriceapi](https://github.com/OilpriceAPI/python-sdk) - Python SDK for real-time oil and commodity prices (WTI, Brent, Urals, natural gas, coal) with OpenBB integration. - [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks - [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. - [python-bcb](https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services.