From 0bcede58ff1196f7dcba3b1c5a14b27d928a3255 Mon Sep 17 00:00:00 2001 From: 12tilak34 Date: Tue, 3 Sep 2024 21:37:33 +0530 Subject: [PATCH 1/3] Add FinceptTerminal to the list. We are still in developing mode and looking for some exposure please help --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index f523ede..4105f75 100644 --- a/README.md +++ b/README.md @@ -41,6 +41,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Financial Instruments and Pricing - [OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) - Terminal for investment research for everyone. +- [Fincept Terminal](https://github.com/Fincept-Corporation/FinceptTerminal) - Advance Data Based A.I Terminal for all Types of Financial Asset Research. - [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. From 18733c62715c4b373a81b9c5918e14d1548edf98 Mon Sep 17 00:00:00 2001 From: fasiondog Date: Sun, 8 Sep 2024 03:43:10 +0800 Subject: [PATCH 2/3] add hikyuu quant framework --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index f523ede..ffe1d85 100644 --- a/README.md +++ b/README.md @@ -151,6 +151,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [fastquant](https://github.com/enzoampil/fastquant) - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code. - [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) - A high-performance algorithmic trading platform and event-driven backtester. - [YABTE](https://github.com/bsdz/yabte) - Yet Another (Python) BackTesting Engine. +- [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. ### Risk Analysis @@ -461,6 +462,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantLibRisks](https://github.com/auto-differentiation/QuantLib-Risks-Cpp) - Fast risks with QuantLib in C++ - [XAD](https://github.com/auto-differentiation/xad) - Automatic Differentation (AAD) Library - [TradeFrame](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. +- [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. You can use python or c++ freely. ## Frameworks From a70ec69a33350f8f02024547cc371df6d04eb6d7 Mon Sep 17 00:00:00 2001 From: Christoph Frey Date: Mon, 9 Sep 2024 10:13:20 +0200 Subject: [PATCH 3/3] Update README.md Add Tidy Finance to Reproducing Works, Training & Books and the tidy finance data stream to R Data Sources. --- README.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/README.md b/README.md index f523ede..4d691a1 100644 --- a/README.md +++ b/README.md @@ -305,6 +305,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [rbcb](https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services. - [rb3](https://github.com/ropensci/rb3) - A bunch of downloaders and parsers for data delivered from B3. - [simfinapi](https://github.com/matthiasgomolka/simfinapi) - Makes 'SimFin' data () easily accessible in R. +- [tidyfinance](https://cran.r-project.org/web/packages/tidyfinance/index.html) - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including +date conversion, scaling factor values, and filtering by the specified date. ### Financial Instruments and Pricing @@ -549,3 +551,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)). - [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data. - [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader. +- [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.