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Add QuantWave to Technical Indicators (#532)

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Polars-native TA and backtesting with batch/streaming parity.
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Mayank Lavania
2026-08-14 08:10:41 -03:00
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@@ -149,6 +149,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [lppls](https://github.com/Boulder-Investment-Technologies/lppls) - `Python` - 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.
- [talipp](https://github.com/nardew/talipp) - `Python` - Incremental technical analysis library for Python.
- [streaming_indicators](https://github.com/mr-easy/streaming_indicators) - `Python` - A python library for computing technical analysis indicators on streaming data.
- [QuantWave](https://github.com/lavs9/quantwave) - `Python` `Rust` `Polars` - Polars-native technical analysis and backtesting with bit-identical batch and streaming parity, plus an agent skill for consistent research-to-live strategy code.
- [TA-Lib](https://github.com/mrjbq7/ta-lib) - `Python` - Python wrapper for TA-Lib (<http://ta-lib.org/>).
- [ta](https://github.com/bukosabino/ta) - `Python` - Technical Analysis Library using Pandas (Python).
- [bta-lib](https://github.com/mementum/bta-lib) - `Python` - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.