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README.md
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@@ -223,7 +223,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [python-bcb](https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services.
- [market-prices](https://github.com/maread99/market_prices) - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
- [tardis-python](https://github.com/tardis-dev/tardis-python) - Python interface for Tardis.dev high frequency crypto market data
- [lake-api](https://github.com/crypto-lake/lakeapi) - Python interface for Crypto Lake high frequency crypto market data
- [lake-api](https://github.com/crypto-lake/lake-api) - Python interface for Crypto Lake high frequency crypto market data
- [tessa](https://github.com/ymyke/tessa) - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
- [pandaSDMX](https://github.com/dr-leo/pandaSDMX) - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.
- [cif](https://github.com/LenkaV/CIF) - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
index.qmd
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@@ -210,7 +210,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [python-bcb](https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services.
- [market-prices](https://github.com/maread99/market_prices) - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
- [tardis-python](https://github.com/tardis-dev/tardis-python) - Python interface for Tardis.dev high frequency crypto market data
- [lake-api](https://github.com/crypto-lake/lakeapi) - Python interface for Crypto Lake high frequency crypto market data
- [lake-api](https://github.com/crypto-lake/lake-api) - Python interface for Crypto Lake high frequency crypto market data
- [tessa](https://github.com/ymyke/tessa) - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
- [pandaSDMX](https://github.com/dr-leo/pandaSDMX) - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.
- [cif](https://github.com/LenkaV/CIF) - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
projects.csv
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@@ -6,7 +6,9 @@ quantdsl,Python > Numerical Libraries & Data Structures,2017-10-26,https://githu
statistics,Python > Numerical Libraries & Data Structures,,https://docs.python.org/3/library/statistics.html,Builtin Python library for all basic statistical calculations.,False,False,
sympy,Python > Numerical Libraries & Data Structures,,https://www.sympy.org/,SymPy is a Python library for symbolic mathematics.,False,False,
pymc3,Python > Numerical Libraries & Data Structures,,https://docs.pymc.io/,Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.,False,False,
PyQL,Python > Financial Instruments and Pricing,2023-03-06,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,enthought/pyql
modelx,Python > Numerical Libraries & Data Structures,,https://docs.modelx.io/,Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.,False,False,
OpenBB Terminal,Python > Financial Instruments and Pricing,2023-08-10,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal
PyQL,Python > Financial Instruments and Pricing,2023-07-31,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,enthought/pyql
pyfin,Python > Financial Instruments and Pricing,2014-12-03,https://github.com/opendoor-labs/pyfin,Basic options pricing in Python. *ARCHIVED*,True,False,opendoor-labs/pyfin
vollib,Python > Financial Instruments and Pricing,2023-04-01,https://github.com/vollib/vollib,"vollib is a python library for calculating option prices, implied volatility and greeks.",True,False,vollib/vollib
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
@@ -18,20 +20,22 @@ hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://plat
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,
pysabr,Python > Financial Instruments and Pricing,2022-04-21,https://github.com/ynouri/pysabr,SABR model Python implementation.,True,False,ynouri/pysabr
FinancePy,Python > Financial Instruments and Pricing,2023-05-29,https://github.com/domokane/FinancePy,"A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.",True,False,domokane/FinancePy
gs-quant,Python > Financial Instruments and Pricing,2023-07-19,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
gs-quant,Python > Financial Instruments and Pricing,2023-08-02,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
willowtree,Python > Financial Instruments and Pricing,2018-07-14,https://github.com/federicomariamassari/willowtree,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.,True,False,federicomariamassari/willowtree
financial-engineering,Python > Financial Instruments and Pricing,2017-11-20,https://github.com/federicomariamassari/financial-engineering,"Applications of Monte Carlo methods to financial engineering projects, in Python.",True,False,federicomariamassari/financial-engineering
optlib,Python > Financial Instruments and Pricing,2022-11-18,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,dbrojas/optlib
tf-quant-finance,Python > Financial Instruments and Pricing,2023-06-08,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,google/tf-quant-finance
tf-quant-finance,Python > Financial Instruments and Pricing,2023-08-13,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,2023-04-07,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
pypme,Python > Financial Instruments and Pricing,2023-06-27,https://github.com/ymyke/pypme,PME (Public Market Equivalent) calculation.,True,False,ymyke/pypme
AbsBox,Python > Financial Instruments and Pricing,2023-08-13,https://github.com/yellowbean/AbsBox,A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).,True,False,yellowbean/AbsBox
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,2022-07-24,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,2023-06-06,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,2023-07-23,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,2023-07-19,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (http://ta-lib.org/).,True,False,mrjbq7/ta-lib
Blankly,Python > Trading & Backtesting,2023-08-02,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,2023-07-19,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (<http://ta-lib.org/>).,True,False,mrjbq7/ta-lib
zipline,Python > Trading & Backtesting,2020-10-14,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,quantopian/zipline
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
quantitative,Python > Trading & Backtesting,2019-03-03,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,jeffrey-liang/quantitative
@@ -41,6 +45,7 @@ backtrader,Python > Trading & Backtesting,2023-04-19,https://github.com/backtrad
pythalesians,Python > Trading & Backtesting,2016-09-23,https://github.com/thalesians/pythalesians,"Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.",True,False,thalesians/pythalesians
pybacktest,Python > Trading & Backtesting,2019-09-09,https://github.com/ematvey/pybacktest,"Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.",True,False,ematvey/pybacktest
pyalgotrade,Python > Trading & Backtesting,2023-03-05,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade
basana,Python > Trading & Backtesting,2023-08-12,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,gbeced/basana
tradingWithPython,Python > Trading & Backtesting,,https://pypi.org/project/tradingWithPython/,A collection of functions and classes for Quantitative trading.,False,False,
Pandas TA,Python > Trading & Backtesting,2022-09-24,https://github.com/twopirllc/pandas-ta,Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.,True,False,twopirllc/pandas-ta
ta,Python > Trading & Backtesting,2022-08-23,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python),True,False,bukosabino/ta
@@ -49,7 +54,7 @@ pysentosa,Python > Trading & Backtesting,,https://pypi.org/project/pysentosa/,Py
finmarketpy,Python > Trading & Backtesting,2023-04-26,https://github.com/cuemacro/finmarketpy,Python library for backtesting trading strategies and analyzing financial markets.,True,False,cuemacro/finmarketpy
binary-martingale,Python > Trading & Backtesting,2017-10-16,https://github.com/metaperl/binary-martingale,Computer program to automatically trade binary options martingale style.,True,False,metaperl/binary-martingale
fooltrader,Python > Trading & Backtesting,2020-07-19,https://github.com/foolcage/fooltrader,the project using big-data technology to provide an uniform way to analyze the whole market.,True,False,foolcage/fooltrader
zvt,Python > Trading & Backtesting,2023-05-25,https://github.com/zvtvz/zvt,"the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.",True,False,zvtvz/zvt
zvt,Python > Trading & Backtesting,2023-08-01,https://github.com/zvtvz/zvt,"the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.",True,False,zvtvz/zvt
pylivetrader,Python > Trading & Backtesting,2022-04-11,https://github.com/alpacahq/pylivetrader,zipline-compatible live trading library.,True,False,alpacahq/pylivetrader
pipeline-live,Python > Trading & Backtesting,2022-04-11,https://github.com/alpacahq/pipeline-live,zipline's pipeline capability with IEX for live trading.,True,False,alpacahq/pipeline-live
zipline-extensions,Python > Trading & Backtesting,2018-09-17,https://github.com/quantrocket-llc/zipline-extensions,Zipline extensions and adapters for QuantRocket.,True,False,quantrocket-llc/zipline-extensions
@@ -60,35 +65,39 @@ riskparity.py,Python > Trading & Backtesting,2023-07-01,https://github.com/dppal
mlfinlab,Python > Trading & Backtesting,2021-12-01,https://github.com/hudson-and-thames/mlfinlab,"Implementations regarding ""Advances in Financial Machine Learning"" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)",True,False,hudson-and-thames/mlfinlab
pyqstrat,Python > Trading & Backtesting,2023-04-21,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat
NowTrade,Python > Trading & Backtesting,2017-02-07,https://github.com/edouardpoitras/NowTrade,Python library for backtesting technical/mechanical strategies in the stock and currency markets.,True,False,edouardpoitras/NowTrade
pinkfish,Python > Trading & Backtesting,2023-07-15,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,fja05680/pinkfish
pinkfish,Python > Trading & Backtesting,2023-08-02,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,fja05680/pinkfish
aat,Python > Trading & Backtesting,2022-11-22,https://github.com/timkpaine/aat,Async Algorithmic Trading Engine,True,False,timkpaine/aat
Backtesting.py,Python > Trading & Backtesting,,https://kernc.github.io/backtesting.py/,Backtest trading strategies in Python,False,False,
catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/catalyst,An Algorithmic Trading Library for Crypto-Assets in Python,True,False,enigmampc/catalyst
quantstats,Python > Trading & Backtesting,2023-07-06,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats
qtpylib,Python > Trading & Backtesting,2021-03-24,https://github.com/ranaroussi/qtpylib,"QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>",True,False,ranaroussi/qtpylib
Quantdom,Python > Trading & Backtesting,2019-03-12,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:],True,False,constverum/Quantdom
freqtrade,Python > Trading & Backtesting,2023-07-23,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
freqtrade,Python > Trading & Backtesting,2023-08-14,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
algorithmic-trading-with-python,Python > Trading & Backtesting,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,chrisconlan/algorithmic-trading-with-python
DeepDow,Python > Trading & Backtesting,2022-08-02,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
Qlib,Python > Trading & Backtesting,2023-07-19,https://github.com/microsoft/qlib,"An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.",True,False,microsoft/qlib
Qlib,Python > Trading & Backtesting,2023-08-04,https://github.com/microsoft/qlib,"An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.",True,False,microsoft/qlib
machine-learning-for-trading,Python > Trading & Backtesting,2023-03-05,https://github.com/stefan-jansen/machine-learning-for-trading,Code and resources for Machine Learning for Algorithmic Trading,True,False,stefan-jansen/machine-learning-for-trading
AlphaPy,Python > Trading & Backtesting,2023-04-17,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy
AlphaPy,Python > Trading & Backtesting,2023-07-25,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy
jesse,Python > Trading & Backtesting,2023-07-15,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
rqalpha,Python > Trading & Backtesting,2023-07-21,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha
FinRL-Library,Python > Trading & Backtesting,2023-07-18,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
rqalpha,Python > Trading & Backtesting,2023-08-07,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha
FinRL-Library,Python > Trading & Backtesting,2023-08-13,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
bulbea,Python > Trading & Backtesting,2017-03-19,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,achillesrasquinha/bulbea
ib_nope,Python > Trading & Backtesting,2021-04-22,https://github.com/ajhpark/ib_nope,Automated trading system for NOPE strategy over IBKR TWS.,True,False,ajhpark/ib_nope
OctoBot,Python > Trading & Backtesting,2023-07-08,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,Drakkar-Software/OctoBot
bta-lib,Python > Trading & Backtesting,2020-03-11,https://github.com/mementum/bta-lib,Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.,True,False,mementum/bta-lib
Stock-Prediction-Models,Python > Trading & Backtesting,2021-01-05,https://github.com/huseinzol05/Stock-Prediction-Models,Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.,True,False,huseinzol05/Stock-Prediction-Models
TuneTA,Python > Trading & Backtesting,2022-07-15,https://github.com/jmrichardson/tuneta,TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.,True,False,jmrichardson/tuneta
TuneTA,Python > Trading & Backtesting,2023-08-07,https://github.com/jmrichardson/tuneta,TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.,True,False,jmrichardson/tuneta
AutoTrader,Python > Trading & Backtesting,2022-11-21,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,2023-01-31,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,2023-06-07,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
qf-lib,Python > Trading & Backtesting,2023-08-04,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,2023-06-05,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,2023-07-09,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,2023-07-21,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
Lean,Python > Trading & Backtesting,2023-08-10,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade
pysystemtrade,Python > Trading & Backtesting,2023-08-12,https://github.com/robcarver17/pysystemtrade,"pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book ""Systematic Trading"", which is further developed on his [blog](https://qoppac.blogspot.com/).",True,False,robcarver17/pysystemtrade
pytrendseries,Python > Trading & Backtesting,2023-06-14,https://github.com/rafa-rod/pytrendseries,"Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.",True,False,rafa-rod/pytrendseries
PyLOB,Python > Trading & Backtesting,2023-01-01,https://github.com/DrAshBooth/PyLOB,Fully functioning fast Limit Order Book written in Python.,True,False,DrAshBooth/PyLOB
PyBroker,Python > Trading & Backtesting,2023-08-10,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker
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
@@ -97,27 +106,27 @@ qfrm,Python > Risk Analysis,,https://pypi.org/project/qfrm/,"Quantitative Financ
visualize-wealth,Python > Risk Analysis,2015-06-10,https://github.com/benjaminmgross/visualize-wealth,Portfolio construction and quantitative analysis.,True,False,benjaminmgross/visualize-wealth
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,2023-04-19,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios
FinQuant,Python > Risk Analysis,2023-07-23,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
Empyrial,Python > Risk Analysis,2023-07-07,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
FinQuant,Python > Risk Analysis,2023-08-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
Empyrial,Python > Risk Analysis,2023-08-13,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
risktools,Python > Risk Analysis,2023-07-05,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,2023-06-20,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
Riskfolio-Lib,Python > Risk Analysis,2023-08-01,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,2023-01-18,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
ARCH,Python > Time Series,2023-07-12,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
statsmodels,Python > Time Series,,http://statsmodels.sourceforge.net,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests.",False,False,
dynts,Python > Time Series,2016-11-02,https://github.com/quantmind/dynts,Python package for timeseries analysis and manipulation.,True,False,quantmind/dynts
PyFlux,Python > Time Series,2018-12-16,https://github.com/RJT1990/pyflux,Python library for timeseries modelling and inference (frequentist and Bayesian) on models.,True,False,RJT1990/pyflux
tsfresh,Python > Time Series,2023-06-30,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh
tsfresh,Python > Time Series,2023-08-03,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh
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,2023-07-07,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,2022-08-24,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,cerlymarco/tsmoothie
pmdarima,Python > Time Series,2023-07-03,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
gluon-ts,Python > Time Series,2023-07-14,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2023-05-25,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
gluon-ts,Python > Time Series,2023-08-14,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2023-06-29,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
bizdays,Python > Calendars,2023-01-20,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2023-02-04,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,2023-07-21,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
findatapy,Python > Data Sources,2023-05-14,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy
yfinance,Python > Data Sources,2023-08-13,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
findatapy,Python > Data Sources,2023-07-26,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy
googlefinance,Python > Data Sources,2018-09-23,https://github.com/hongtaocai/googlefinance,Python module to get real-time stock data from Google Finance API.,True,False,hongtaocai/googlefinance
yahoo-finance,Python > Data Sources,2021-12-15,https://github.com/lukaszbanasiak/yahoo-finance,Python module to get stock data from Yahoo! Finance.,True,False,lukaszbanasiak/yahoo-finance
pandas-datareader,Python > Data Sources,2023-06-24,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.",True,False,pydata/pandas-datareader
@@ -151,7 +160,7 @@ iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexf
pyEX,Python > Data Sources,2022-11-22,https://github.com/timkpaine/pyEX,"Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.",True,False,timkpaine/pyEX
alpaca-trade-api,Python > Data Sources,2023-06-27,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.,True,False,alpacahq/alpaca-trade-api-python
metatrader5,Python > Data Sources,,https://pypi.org/project/MetaTrader5/,API Connector to MetaTrader 5 Terminal,False,False,
akshare,Python > Data Sources,2023-07-23,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
akshare,Python > Data Sources,2023-08-14,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
yahooquery,Python > Data Sources,2023-07-18,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
investpy,Python > Data Sources,2022-10-02,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
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
@@ -160,6 +169,13 @@ alpha_vantage,Python > Data Sources,2022-12-25,https://github.com/RomelTorres/al
FinanceDataReader,Python > Data Sources,2022-10-14,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,2023-05-12,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,TomasKoutek/pystlouisfed
python-bcb,Python > Data Sources,2023-07-22,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/python-bcb
market-prices,Python > Data Sources,2023-07-03,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,maread99/market_prices
tardis-python,Python > Data Sources,2023-04-14,https://github.com/tardis-dev/tardis-python,Python interface for Tardis.dev high frequency crypto market data,True,False,tardis-dev/tardis-python
lake-api,Python > Data Sources,2023-05-21,https://github.com/crypto-lake/lake-api,Python interface for Crypto Lake high frequency crypto market data,True,False,crypto-lake/lake-api
tessa,Python > Data Sources,2023-06-27,https://github.com/ymyke/tessa,"simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.",True,False,ymyke/tessa
pandaSDMX,Python > Data Sources,2023-02-25,https://github.com/dr-leo/pandaSDMX,"Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.",True,False,dr-leo/pandaSDMX
cif,Python > Data Sources,2022-06-18,https://github.com/LenkaV/CIF,"Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.",True,False,LenkaV/CIF
finagg,Python > Data Sources,2023-08-11,https://github.com/theOGognf/finagg,"finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.",True,False,theOGognf/finagg
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
@@ -170,10 +186,11 @@ xlloop,Python > Excel Integration,,http://xlloop.sourceforge.net,XLLoop is an op
expy,Python > Excel Integration,,http://www.bnikolic.co.uk/expy/expy.html,"The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.",False,False,
pyxll,Python > Excel Integration,,https://www.pyxll.com,PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.,False,False,
D-Tale,Python > Visualization,2023-07-21,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
mplfinance,Python > Visualization,2023-06-21,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
finplot,Python > Visualization,2023-07-11,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
mplfinance,Python > Visualization,2023-08-01,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
finplot,Python > Visualization,2023-07-31,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
finvizfinance,Python > Visualization,2023-07-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance
xts,R > Numerical Libraries & Data Structures,2023-07-09,https://github.com/joshuaulrich/xts,"eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.",True,False,joshuaulrich/xts
market-analy,Python > Visualization,2023-07-03,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,maread99/market_analy
xts,R > Numerical Libraries & Data Structures,2023-08-04,https://github.com/joshuaulrich/xts,"eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.",True,False,joshuaulrich/xts
data.table,R > Numerical Libraries & Data Structures,2023-02-17,https://github.com/Rdatatable/data.table,"Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.",True,False,Rdatatable/data.table
sparseEigen,R > Numerical Libraries & Data Structures,2018-12-22,https://github.com/dppalomar/sparseEigen,Sparse pricipal component analysis.,True,False,dppalomar/sparseEigen
TSdbi,R > Numerical Libraries & Data Structures,,http://tsdbi.r-forge.r-project.org/,Provides a common interface to time series databases.,False,False,
@@ -191,6 +208,8 @@ GetHFData,R > Data Sources,2020-06-30,https://github.com/msperlin/GetHFData,Down
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,2022-12-05,https://github.com/eddelbuettel/td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.,True,False,eddelbuettel/td
rbcb,R > Data Sources,2023-06-19,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb
rb3,R > Data Sources,2023-04-14,https://github.com/ropensci/rb3,A bunch of downloaders and parsers for data delivered from B3.,True,False,ropensci/rb3
simfinapi,R > Data Sources,2023-04-12,https://github.com/matthiasgomolka/simfinapi,Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.,True,False,matthiasgomolka/simfinapi
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,
@@ -226,7 +245,7 @@ fmbasics,R > Financial Instruments and Pricing,2019-12-03,https://github.com/ima
R-fixedincome,R > Financial Instruments and Pricing,2023-06-27,https://github.com/wilsonfreitas/R-fixedincome,Fixed income tools for R.,True,False,wilsonfreitas/R-fixedincome
backtest,R > Trading,,https://cran.r-project.org/web/packages/backtest/index.html,Exploring Portfolio-Based Conjectures About Financial Instruments.,False,True,
pa,R > Trading,,https://cran.r-project.org/web/packages/pa/index.html,Performance Attribution for Equity Portfolios.,False,True,
TTR,R > Trading,2023-07-04,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR
TTR,R > Trading,2023-08-03,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR
QuantTools,R > Trading,,https://quanttools.bitbucket.io/_site/index.html,Enhanced Quantitative Trading Modelling.,False,False,
blotter,R > Trading,2023-02-04,https://github.com/braverock/blotter,"Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.",True,False,braverock/blotter
quantstrat,R > Backtesting,2023-02-04,https://github.com/braverock/quantstrat,Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.,True,False,braverock/quantstrat
@@ -258,17 +277,21 @@ TimeSeries.jl,Julia,2023-05-17,https://github.com/JuliaStats/TimeSeries.jl,Time
MarketTechnicals.jl,Julia,2021-07-12,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,JuliaQuant/MarketTechnicals.jl
MarketData.jl,Julia,2022-06-21,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl
TimeFrames.jl,Julia,2019-02-16,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,femtotrader/TimeFrames.jl
DataFrames.jl,Julia,2023-07-22,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl
TSFrames.jl,Julia,2023-07-25,https://github.com/xKDR/TSFrames.jl,Handle timeseries data on top of the powerful and mature DataFrames.jl,True,False,xKDR/TSFrames.jl
Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False,
JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False,
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,2023-07-20,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
ta4j,Java,2023-08-06,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
finance.js,JavaScript,2018-10-11,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,ebradyjobory/finance.js
portfolio-allocation,JavaScript,2022-08-11,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,2023-07-23,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
Ghostfolio,JavaScript,2023-08-13,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,2023-06-26,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
ccxt,JavaScript,2023-07-23,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt
ccxt,JavaScript,2023-08-14,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt
PENDAX,JavaScript,2023-06-13,https://github.com/CompendiumFi/PENDAX-SDK,"Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.",True,False,CompendiumFi/PENDAX-SDK
Mida,JavaScript,2023-07-26,https://github.com/Reiryoku-Technologies/Mida,The open-source and cross-platform trading framework (https://www.mida.org/).,True,False,Reiryoku-Technologies/Mida
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
Haxcel,Haskell,2022-09-13,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell.,True,False,MarcusRainbow/Haxcel
@@ -289,14 +312,20 @@ RQuantLib,Frameworks,,http://dirk.eddelbuettel.com/code/rquantlib.html,R port.,F
QuantLibAddin,Frameworks,,https://www.quantlib.org/quantlibaddin/,Excel support.,False,False,
QuantLibXL,Frameworks,,https://www.quantlib.org/quantlibxl/,Excel support.,False,False,
QLNet,Frameworks,2023-06-15,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet
PyQL,Frameworks,2023-03-06,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
PyQL,Frameworks,2023-07-31,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
QuantLib.jl,Frameworks,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,pazzo83/QuantLib.jl
QuantLib-Python Documentation,Frameworks,,https://quantlib-python-docs.readthedocs.io/,Documentation for the Python bindings for the QuantLib library,False,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,2023-07-21,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,2023-07-23,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
QuantConnect,CSharp,2023-08-10,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,2023-08-14,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,2023-03-10,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,NVentimiglia/TDAmeritrade.DotNetCore
QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath
Barter,Rust,2023-04-20,https://github.com/barter-rs/barter-rs,Open-source Rust framework for building event-driven live-trading & backtesting systems,True,False,barter-rs/barter-rs
LFEST,Rust,2023-07-14,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs
TradeAggregation,Rust,2023-08-03,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,MathisWellmann/trade_aggregation-rs
SlidingFeatures,Rust,2023-07-06,https://github.com/MathisWellmann/sliding_features-rs,Chainable tree-like sliding windows for signal processing and technical analysis.,True,False,MathisWellmann/sliding_features-rs
RustQuant,Rust,2023-08-04,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
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",2023-04-10,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
@@ -307,7 +336,7 @@ QuantEcon,"Reproducing Works, Training & Books",,https://quantecon.org/,"Lecture
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",2023-07-07,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",2023-07-23,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
Stock_Analysis_For_Quant,"Reproducing Works, Training & Books",2023-08-13,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",2023-06-27,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
@@ -316,7 +345,7 @@ Computational-Finance-Course,"Reproducing Works, Training & Books",2023-01-03,ht
Machine-Learning-for-Asset-Managers,"Reproducing Works, Training & Books",2022-09-07,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",2023-01-18,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",2023-06-06,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
NMOF,"Reproducing Works, Training & Books",2023-07-31,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",2022-11-06,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
@@ -325,7 +354,13 @@ dx,"Reproducing Works, Training & Books",2020-12-17,https://github.com/yhilpisch
QuantFinanceBook,"Reproducing Works, Training & Books",2022-08-28,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
machine-learning-asset-management,"Reproducing Works, Training & Books",2021-12-17,https://github.com/firmai/machine-learning-asset-management,Machine Learning in Asset Management (by @firmai).,True,False,firmai/machine-learning-asset-management
Deep-Learning-Machine-Learning-Stock,"Reproducing Works, Training & Books",2023-07-04,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.,True,False,LastAncientOne/Deep-Learning-Machine-Learning-Stock
Technical_Analysis_and_Feature_Engineering,"Reproducing Works, Training & Books",2023-03-31,https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering,Feature Engineering and Feature Importance of Machine Learning in Financial Market.,True,False,jo-cho/Technical_Analysis_and_Feature_Engineering
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
Machine Learning Asset Management,"Reproducing Works, Training & Books",2021-12-17,https://github.com/firmai/machine-learning-asset-management,Machine Learning in Asset Management (by @firmai).,True,False,firmai/machine-learning-asset-management
Deep Learning Machine Learning Stock,"Reproducing Works, Training & Books",2023-07-04,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.,True,False,LastAncientOne/Deep-Learning-Machine-Learning-Stock
Technical Analysis and Feature Engineering,"Reproducing Works, Training & Books",2023-03-31,https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering,Feature Engineering and Feature Importance of Machine Learning in Financial Market.,True,False,jo-cho/Technical_Analysis_and_Feature_Engineering
Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine,"Reproducing Works, Training & Books",2022-10-05,https://github.com/differential-machine-learning/notebooks,"Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.",True,False,differential-machine-learning/notebooks
systematictradingexamples,"Reproducing Works, Training & Books",2020-07-22,https://github.com/robcarver17/systematictradingexamples,Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com),True,False,robcarver17/systematictradingexamples
pysystemtrade_examples,"Reproducing Works, Training & Books",2018-02-21,https://github.com/robcarver17/pysystemtrade_examples,Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com).,True,False,robcarver17/pysystemtrade_examples
ML_Finance_Codes,"Reproducing Works, Training & Books",2020-06-13,https://github.com/mfrdixon/ML_Finance_Codes,Machine Learning in Finance: From Theory to Practice Book,True,False,mfrdixon/ML_Finance_Codes
Hands-On Machine Learning for Algorithmic Trading,"Reproducing Works, Training & Books",2023-01-18,https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading,"Hands-On Machine Learning for Algorithmic Trading, published by Packt",True,False,packtpublishing/hands-on-machine-learning-for-algorithmic-trading
financialnoob-misc,"Reproducing Works, Training & Books",2023-06-06,https://github.com/financialnoob/misc,Codes from @financialnoob's posts,True,False,financialnoob/misc
1 project section last_commit url description github cran repo
6 statistics Python > Numerical Libraries & Data Structures https://docs.python.org/3/library/statistics.html Builtin Python library for all basic statistical calculations. False False
7 sympy Python > Numerical Libraries & Data Structures https://www.sympy.org/ SymPy is a Python library for symbolic mathematics. False False
8 pymc3 Python > Numerical Libraries & Data Structures https://docs.pymc.io/ Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. False False
9 PyQL modelx Python > Financial Instruments and Pricing Python > Numerical Libraries & Data Structures 2023-03-06 https://github.com/enthought/pyql https://docs.modelx.io/ QuantLib's Python port. Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. True False False enthought/pyql
10 OpenBB Terminal Python > Financial Instruments and Pricing 2023-08-10 https://github.com/OpenBB-finance/OpenBBTerminal Terminal for investment research for everyone. True False OpenBB-finance/OpenBBTerminal
11 PyQL Python > Financial Instruments and Pricing 2023-07-31 https://github.com/enthought/pyql QuantLib's Python port. True False enthought/pyql
12 pyfin Python > Financial Instruments and Pricing 2014-12-03 https://github.com/opendoor-labs/pyfin Basic options pricing in Python. *ARCHIVED* True False opendoor-labs/pyfin
13 vollib Python > Financial Instruments and Pricing 2023-04-01 https://github.com/vollib/vollib vollib is a python library for calculating option prices, implied volatility and greeks. True False vollib/vollib
14 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
20 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
21 pysabr Python > Financial Instruments and Pricing 2022-04-21 https://github.com/ynouri/pysabr SABR model Python implementation. True False ynouri/pysabr
22 FinancePy Python > Financial Instruments and Pricing 2023-05-29 https://github.com/domokane/FinancePy A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. True False domokane/FinancePy
23 gs-quant Python > Financial Instruments and Pricing 2023-07-19 2023-08-02 https://github.com/goldmansachs/gs-quant Python toolkit for quantitative finance True False goldmansachs/gs-quant
24 willowtree Python > Financial Instruments and Pricing 2018-07-14 https://github.com/federicomariamassari/willowtree Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. True False federicomariamassari/willowtree
25 financial-engineering Python > Financial Instruments and Pricing 2017-11-20 https://github.com/federicomariamassari/financial-engineering Applications of Monte Carlo methods to financial engineering projects, in Python. True False federicomariamassari/financial-engineering
26 optlib Python > Financial Instruments and Pricing 2022-11-18 https://github.com/dbrojas/optlib A library for financial options pricing written in Python. True False dbrojas/optlib
27 tf-quant-finance Python > Financial Instruments and Pricing 2023-06-08 2023-08-13 https://github.com/google/tf-quant-finance High-performance TensorFlow library for quantitative finance. True False google/tf-quant-finance
28 Q-Fin Python > Financial Instruments and Pricing 2023-04-07 https://github.com/RomanMichaelPaolucci/Q-Fin A Python library for mathematical finance. True False RomanMichaelPaolucci/Q-Fin
29 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
30 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
31 pypme Python > Financial Instruments and Pricing 2023-06-27 https://github.com/ymyke/pypme PME (Public Market Equivalent) calculation. True False ymyke/pypme
32 AbsBox Python > Financial Instruments and Pricing 2023-08-13 https://github.com/yellowbean/AbsBox A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS). True False yellowbean/AbsBox
33 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
34 finta Python > Indicators 2022-07-24 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
35 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
36 lppls Python > Indicators 2023-06-06 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
37 Blankly Python > Trading & Backtesting 2023-07-23 2023-08-02 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
38 TA-Lib Python > Trading & Backtesting 2023-07-19 https://github.com/mrjbq7/ta-lib Python wrapper for TA-Lib (http://ta-lib.org/). Python wrapper for TA-Lib (<http://ta-lib.org/>). True False mrjbq7/ta-lib
39 zipline Python > Trading & Backtesting 2020-10-14 https://github.com/quantopian/zipline Pythonic algorithmic trading library. True False quantopian/zipline
40 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
41 quantitative Python > Trading & Backtesting 2019-03-03 https://github.com/jeffrey-liang/quantitative Quantitative finance, and backtesting library. True False jeffrey-liang/quantitative
45 pythalesians Python > Trading & Backtesting 2016-09-23 https://github.com/thalesians/pythalesians Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc. True False thalesians/pythalesians
46 pybacktest Python > Trading & Backtesting 2019-09-09 https://github.com/ematvey/pybacktest Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. True False ematvey/pybacktest
47 pyalgotrade Python > Trading & Backtesting 2023-03-05 https://github.com/gbeced/pyalgotrade Python Algorithmic Trading Library. True False gbeced/pyalgotrade
48 basana Python > Trading & Backtesting 2023-08-12 https://github.com/gbeced/basana A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. True False gbeced/basana
49 tradingWithPython Python > Trading & Backtesting https://pypi.org/project/tradingWithPython/ A collection of functions and classes for Quantitative trading. False False
50 Pandas TA Python > Trading & Backtesting 2022-09-24 https://github.com/twopirllc/pandas-ta Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. True False twopirllc/pandas-ta
51 ta Python > Trading & Backtesting 2022-08-23 https://github.com/bukosabino/ta Technical Analysis Library using Pandas (Python) True False bukosabino/ta
54 finmarketpy Python > Trading & Backtesting 2023-04-26 https://github.com/cuemacro/finmarketpy Python library for backtesting trading strategies and analyzing financial markets. True False cuemacro/finmarketpy
55 binary-martingale Python > Trading & Backtesting 2017-10-16 https://github.com/metaperl/binary-martingale Computer program to automatically trade binary options martingale style. True False metaperl/binary-martingale
56 fooltrader Python > Trading & Backtesting 2020-07-19 https://github.com/foolcage/fooltrader the project using big-data technology to provide an uniform way to analyze the whole market. True False foolcage/fooltrader
57 zvt Python > Trading & Backtesting 2023-05-25 2023-08-01 https://github.com/zvtvz/zvt the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime. True False zvtvz/zvt
58 pylivetrader Python > Trading & Backtesting 2022-04-11 https://github.com/alpacahq/pylivetrader zipline-compatible live trading library. True False alpacahq/pylivetrader
59 pipeline-live Python > Trading & Backtesting 2022-04-11 https://github.com/alpacahq/pipeline-live zipline's pipeline capability with IEX for live trading. True False alpacahq/pipeline-live
60 zipline-extensions Python > Trading & Backtesting 2018-09-17 https://github.com/quantrocket-llc/zipline-extensions Zipline extensions and adapters for QuantRocket. True False quantrocket-llc/zipline-extensions
65 mlfinlab Python > Trading & Backtesting 2021-12-01 https://github.com/hudson-and-thames/mlfinlab Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) True False hudson-and-thames/mlfinlab
66 pyqstrat Python > Trading & Backtesting 2023-04-21 https://github.com/abbass2/pyqstrat A fast, extensible, transparent python library for backtesting quantitative strategies. True False abbass2/pyqstrat
67 NowTrade Python > Trading & Backtesting 2017-02-07 https://github.com/edouardpoitras/NowTrade Python library for backtesting technical/mechanical strategies in the stock and currency markets. True False edouardpoitras/NowTrade
68 pinkfish Python > Trading & Backtesting 2023-07-15 2023-08-02 https://github.com/fja05680/pinkfish A backtester and spreadsheet library for security analysis. True False fja05680/pinkfish
69 aat Python > Trading & Backtesting 2022-11-22 https://github.com/timkpaine/aat Async Algorithmic Trading Engine True False timkpaine/aat
70 Backtesting.py Python > Trading & Backtesting https://kernc.github.io/backtesting.py/ Backtest trading strategies in Python False False
71 catalyst Python > Trading & Backtesting 2021-09-22 https://github.com/enigmampc/catalyst An Algorithmic Trading Library for Crypto-Assets in Python True False enigmampc/catalyst
72 quantstats Python > Trading & Backtesting 2023-07-06 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
73 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
74 Quantdom Python > Trading & Backtesting 2019-03-12 https://github.com/constverum/Quantdom Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] True False constverum/Quantdom
75 freqtrade Python > Trading & Backtesting 2023-07-23 2023-08-14 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
76 algorithmic-trading-with-python Python > Trading & Backtesting 2021-06-01 https://github.com/chrisconlan/algorithmic-trading-with-python Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. True False chrisconlan/algorithmic-trading-with-python
77 DeepDow Python > Trading & Backtesting 2022-08-02 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
78 Qlib Python > Trading & Backtesting 2023-07-19 2023-08-04 https://github.com/microsoft/qlib An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution. True False microsoft/qlib
79 machine-learning-for-trading Python > Trading & Backtesting 2023-03-05 https://github.com/stefan-jansen/machine-learning-for-trading Code and resources for Machine Learning for Algorithmic Trading True False stefan-jansen/machine-learning-for-trading
80 AlphaPy Python > Trading & Backtesting 2023-04-17 2023-07-25 https://github.com/ScottfreeLLC/AlphaPy Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost True False ScottfreeLLC/AlphaPy
81 jesse Python > Trading & Backtesting 2023-07-15 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
82 rqalpha Python > Trading & Backtesting 2023-07-21 2023-08-07 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
83 FinRL-Library Python > Trading & Backtesting 2023-07-18 2023-08-13 https://github.com/AI4Finance-LLC/FinRL-Library A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. True False AI4Finance-LLC/FinRL-Library
84 bulbea Python > Trading & Backtesting 2017-03-19 https://github.com/achillesrasquinha/bulbea Deep Learning based Python Library for Stock Market Prediction and Modelling. True False achillesrasquinha/bulbea
85 ib_nope Python > Trading & Backtesting 2021-04-22 https://github.com/ajhpark/ib_nope Automated trading system for NOPE strategy over IBKR TWS. True False ajhpark/ib_nope
86 OctoBot Python > Trading & Backtesting 2023-07-08 https://github.com/Drakkar-Software/OctoBot Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. True False Drakkar-Software/OctoBot
87 bta-lib Python > Trading & Backtesting 2020-03-11 https://github.com/mementum/bta-lib Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. True False mementum/bta-lib
88 Stock-Prediction-Models Python > Trading & Backtesting 2021-01-05 https://github.com/huseinzol05/Stock-Prediction-Models Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. True False huseinzol05/Stock-Prediction-Models
89 TuneTA Python > Trading & Backtesting 2022-07-15 2023-08-07 https://github.com/jmrichardson/tuneta TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return. True False jmrichardson/tuneta
90 AutoTrader Python > Trading & Backtesting 2022-11-21 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
91 fast-trade Python > Trading & Backtesting 2023-01-31 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
92 qf-lib Python > Trading & Backtesting 2023-06-07 2023-08-04 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
93 tda-api Python > Trading & Backtesting 2023-06-05 https://github.com/alexgolec/tda-api Gather data and trade equities, options, and ETFs via TDAmeritrade. True False alexgolec/tda-api
94 vectorbt Python > Trading & Backtesting 2023-07-09 https://github.com/polakowo/vectorbt Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. True False polakowo/vectorbt
95 Lean Python > Trading & Backtesting 2023-07-21 2023-08-10 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
96 fast-trade Python > Trading & Backtesting 2023-01-31 https://github.com/jrmeier/fast-trade Low code backtesting library utilizing pandas and technical analysis indicators. True False jrmeier/fast-trade
97 pysystemtrade Python > Trading & Backtesting 2023-08-12 https://github.com/robcarver17/pysystemtrade pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/). True False robcarver17/pysystemtrade
98 pytrendseries Python > Trading & Backtesting 2023-06-14 https://github.com/rafa-rod/pytrendseries Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater. True False rafa-rod/pytrendseries
99 PyLOB Python > Trading & Backtesting 2023-01-01 https://github.com/DrAshBooth/PyLOB Fully functioning fast Limit Order Book written in Python. True False DrAshBooth/PyLOB
100 PyBroker Python > Trading & Backtesting 2023-08-10 https://github.com/edtechre/pybroker Algorithmic Trading with Machine Learning. True False edtechre/pybroker
101 pyfolio Python > Risk Analysis 2020-02-28 https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. True False quantopian/pyfolio
102 empyrical Python > Risk Analysis 2020-10-14 https://github.com/quantopian/empyrical Common financial risk and performance metrics. True False quantopian/empyrical
103 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
106 visualize-wealth Python > Risk Analysis 2015-06-10 https://github.com/benjaminmgross/visualize-wealth Portfolio construction and quantitative analysis. True False benjaminmgross/visualize-wealth
107 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
108 universal-portfolios Python > Risk Analysis 2023-04-19 https://github.com/Marigold/universal-portfolios Collection of algorithms for online portfolio selection. True False Marigold/universal-portfolios
109 FinQuant Python > Risk Analysis 2023-07-23 2023-08-03 https://github.com/fmilthaler/FinQuant A program for financial portfolio management, analysis and optimisation. True False fmilthaler/FinQuant
110 Empyrial Python > Risk Analysis 2023-07-07 2023-08-13 https://github.com/ssantoshp/Empyrial Portfolio's risk and performance analytics and returns predictions. True False ssantoshp/Empyrial
111 risktools Python > Risk Analysis 2023-07-05 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
112 Riskfolio-Lib Python > Risk Analysis 2023-06-20 2023-08-01 https://github.com/dcajasn/Riskfolio-Lib Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. True False dcajasn/Riskfolio-Lib
113 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
114 Spectre Python > Factor Analysis 2023-01-18 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
115 ARCH Python > Time Series 2023-07-12 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
116 statsmodels Python > Time Series http://statsmodels.sourceforge.net Python module that allows users to explore data, estimate statistical models, and perform statistical tests. False False
117 dynts Python > Time Series 2016-11-02 https://github.com/quantmind/dynts Python package for timeseries analysis and manipulation. True False quantmind/dynts
118 PyFlux Python > Time Series 2018-12-16 https://github.com/RJT1990/pyflux Python library for timeseries modelling and inference (frequentist and Bayesian) on models. True False RJT1990/pyflux
119 tsfresh Python > Time Series 2023-06-30 2023-08-03 https://github.com/blue-yonder/tsfresh Automatic extraction of relevant features from time series. True False blue-yonder/tsfresh
120 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
121 Facebook Prophet Python > Time Series 2023-07-07 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
122 tsmoothie Python > Time Series 2022-08-24 https://github.com/cerlymarco/tsmoothie A python library for time-series smoothing and outlier detection in a vectorized way. True False cerlymarco/tsmoothie
123 pmdarima Python > Time Series 2023-07-03 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
124 gluon-ts Python > Time Series 2023-07-14 2023-08-14 https://github.com/awslabs/gluon-ts vProbabilistic time series modeling in Python. True False awslabs/gluon-ts
125 exchange_calendars Python > Calendars 2023-05-25 2023-06-29 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
126 bizdays Python > Calendars 2023-01-20 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
127 pandas_market_calendars Python > Calendars 2023-02-04 https://github.com/rsheftel/pandas_market_calendars Exchange calendars to use with pandas for trading applications. True False rsheftel/pandas_market_calendars
128 yfinance Python > Data Sources 2023-07-21 2023-08-13 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
129 findatapy Python > Data Sources 2023-05-14 2023-07-26 https://github.com/cuemacro/findatapy Python library to download market data via Bloomberg, Quandl, Yahoo etc. True False cuemacro/findatapy
130 googlefinance Python > Data Sources 2018-09-23 https://github.com/hongtaocai/googlefinance Python module to get real-time stock data from Google Finance API. True False hongtaocai/googlefinance
131 yahoo-finance Python > Data Sources 2021-12-15 https://github.com/lukaszbanasiak/yahoo-finance Python module to get stock data from Yahoo! Finance. True False lukaszbanasiak/yahoo-finance
132 pandas-datareader Python > Data Sources 2023-06-24 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. True False pydata/pandas-datareader
160 pyEX Python > Data Sources 2022-11-22 https://github.com/timkpaine/pyEX Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators. True False timkpaine/pyEX
161 alpaca-trade-api Python > Data Sources 2023-06-27 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. True False alpacahq/alpaca-trade-api-python
162 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
163 akshare Python > Data Sources 2023-07-23 2023-08-14 https://github.com/jindaxiang/akshare AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io> True False jindaxiang/akshare
164 yahooquery Python > Data Sources 2023-07-18 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
165 investpy Python > Data Sources 2022-10-02 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
166 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
169 FinanceDataReader Python > Data Sources 2022-10-14 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
170 pystlouisfed Python > Data Sources 2023-05-12 https://github.com/TomasKoutek/pystlouisfed Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. True False TomasKoutek/pystlouisfed
171 python-bcb Python > Data Sources 2023-07-22 https://github.com/wilsonfreitas/python-bcb Python interface to Brazilian Central Bank web services. True False wilsonfreitas/python-bcb
172 market-prices Python > Data Sources 2023-07-03 https://github.com/maread99/market_prices Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance). True False maread99/market_prices
173 tardis-python Python > Data Sources 2023-04-14 https://github.com/tardis-dev/tardis-python Python interface for Tardis.dev high frequency crypto market data True False tardis-dev/tardis-python
174 lake-api Python > Data Sources 2023-05-21 https://github.com/crypto-lake/lake-api Python interface for Crypto Lake high frequency crypto market data True False crypto-lake/lake-api
175 tessa Python > Data Sources 2023-06-27 https://github.com/ymyke/tessa simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class. True False ymyke/tessa
176 pandaSDMX Python > Data Sources 2023-02-25 https://github.com/dr-leo/pandaSDMX Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations. True False dr-leo/pandaSDMX
177 cif Python > Data Sources 2022-06-18 https://github.com/LenkaV/CIF Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators. True False LenkaV/CIF
178 finagg Python > Data Sources 2023-08-11 https://github.com/theOGognf/finagg finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML. True False theOGognf/finagg
179 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
180 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
181 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
186 expy Python > Excel Integration http://www.bnikolic.co.uk/expy/expy.html The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions. False False
187 pyxll Python > Excel Integration https://www.pyxll.com PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. False False
188 D-Tale Python > Visualization 2023-07-21 https://github.com/man-group/dtale Visualizer for pandas dataframes and xarray datasets. True False man-group/dtale
189 mplfinance Python > Visualization 2023-06-21 2023-08-01 https://github.com/matplotlib/mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data. True False matplotlib/mplfinance
190 finplot Python > Visualization 2023-07-11 2023-07-31 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
191 finvizfinance Python > Visualization 2023-07-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
192 xts market-analy R > Numerical Libraries & Data Structures Python > Visualization 2023-07-09 2023-07-03 https://github.com/joshuaulrich/xts https://github.com/maread99/market_analy eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot. True False joshuaulrich/xts maread99/market_analy
193 xts R > Numerical Libraries & Data Structures 2023-08-04 https://github.com/joshuaulrich/xts eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. True False joshuaulrich/xts
194 data.table R > Numerical Libraries & Data Structures 2023-02-17 https://github.com/Rdatatable/data.table Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. True False Rdatatable/data.table
195 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
196 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
208 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
209 td R > Data Sources 2022-12-05 https://github.com/eddelbuettel/td Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. True False eddelbuettel/td
210 rbcb R > Data Sources 2023-06-19 https://github.com/wilsonfreitas/rbcb R interface to Brazilian Central Bank web services. True False wilsonfreitas/rbcb
211 rb3 R > Data Sources 2023-04-14 https://github.com/ropensci/rb3 A bunch of downloaders and parsers for data delivered from B3. True False ropensci/rb3
212 simfinapi R > Data Sources 2023-04-12 https://github.com/matthiasgomolka/simfinapi Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R. True False matthiasgomolka/simfinapi
213 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
214 quantmod R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/quantmod/index.html Quantitative Financial Modelling Framework. False True
215 Rmetrics R > Financial Instruments and Pricing https://www.rmetrics.org The premier open source software solution for teaching and training quantitative finance. False False
245 R-fixedincome R > Financial Instruments and Pricing 2023-06-27 https://github.com/wilsonfreitas/R-fixedincome Fixed income tools for R. True False wilsonfreitas/R-fixedincome
246 backtest R > Trading https://cran.r-project.org/web/packages/backtest/index.html Exploring Portfolio-Based Conjectures About Financial Instruments. False True
247 pa R > Trading https://cran.r-project.org/web/packages/pa/index.html Performance Attribution for Equity Portfolios. False True
248 TTR R > Trading 2023-07-04 2023-08-03 https://github.com/joshuaulrich/TTR Technical Trading Rules. True False joshuaulrich/TTR
249 QuantTools R > Trading https://quanttools.bitbucket.io/_site/index.html Enhanced Quantitative Trading Modelling. False False
250 blotter R > Trading 2023-02-04 https://github.com/braverock/blotter Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed. True False braverock/blotter
251 quantstrat R > Backtesting 2023-02-04 https://github.com/braverock/quantstrat Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research. True False braverock/quantstrat
277 MarketTechnicals.jl Julia 2021-07-12 https://github.com/JuliaQuant/MarketTechnicals.jl Technical analysis of financial time series on top of TimeSeries. True False JuliaQuant/MarketTechnicals.jl
278 MarketData.jl Julia 2022-06-21 https://github.com/JuliaQuant/MarketData.jl Time series market data. True False JuliaQuant/MarketData.jl
279 TimeFrames.jl Julia 2019-02-16 https://github.com/femtotrader/TimeFrames.jl A Julia library that defines TimeFrame (essentially for resampling TimeSeries). True False femtotrader/TimeFrames.jl
280 DataFrames.jl Julia 2023-07-22 https://github.com/JuliaData/DataFrames.jl In-memory tabular data in Julia True False JuliaData/DataFrames.jl
281 TSFrames.jl Julia 2023-07-25 https://github.com/xKDR/TSFrames.jl Handle timeseries data on top of the powerful and mature DataFrames.jl True False xKDR/TSFrames.jl
282 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
283 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
284 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
285 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
286 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
287 ta4j Java 2023-07-20 2023-08-06 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
288 finance.js JavaScript 2018-10-11 https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False ebradyjobory/finance.js
289 portfolio-allocation JavaScript 2022-08-11 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
290 Ghostfolio JavaScript 2023-07-23 2023-08-13 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
291 IndicatorTS JavaScript 2023-06-26 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
292 ccxt JavaScript 2023-07-23 2023-08-14 https://github.com/ccxt/ccxt A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges. True False ccxt/ccxt
293 PENDAX JavaScript 2023-06-13 https://github.com/CompendiumFi/PENDAX-SDK Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More. True False CompendiumFi/PENDAX-SDK
294 Mida JavaScript 2023-07-26 https://github.com/Reiryoku-Technologies/Mida The open-source and cross-platform trading framework (https://www.mida.org/). True False Reiryoku-Technologies/Mida
295 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
296 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
297 Haxcel Haskell 2022-09-13 https://github.com/MarcusRainbow/Haxcel Excel Addin for Haskell. True False MarcusRainbow/Haxcel
312 QuantLibAddin Frameworks https://www.quantlib.org/quantlibaddin/ Excel support. False False
313 QuantLibXL Frameworks https://www.quantlib.org/quantlibxl/ Excel support. False False
314 QLNet Frameworks 2023-06-15 https://github.com/amaggiulli/qlnet .Net port. True False amaggiulli/qlnet
315 PyQL Frameworks 2023-03-06 2023-07-31 https://github.com/enthought/pyql Python port. True False enthought/pyql
316 QuantLib.jl Frameworks 2020-02-18 https://github.com/pazzo83/QuantLib.jl Julia port. True False pazzo83/QuantLib.jl
317 QuantLib-Python Documentation Frameworks https://quantlib-python-docs.readthedocs.io/ Documentation for the Python bindings for the QuantLib library False False
318 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
319 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
320 QuantConnect CSharp 2023-07-21 2023-08-10 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
321 StockSharp CSharp 2023-07-23 2023-08-14 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
322 TDAmeritrade.DotNetCore CSharp 2023-03-10 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 NVentimiglia/TDAmeritrade.DotNetCore
323 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
324 Barter Rust 2023-04-20 https://github.com/barter-rs/barter-rs Open-source Rust framework for building event-driven live-trading & backtesting systems True False barter-rs/barter-rs
325 LFEST Rust 2023-07-14 https://github.com/MathisWellmann/lfest-rs Simulated perpetual futures exchange to trade your strategy against. True False MathisWellmann/lfest-rs
326 TradeAggregation Rust 2023-08-03 https://github.com/MathisWellmann/trade_aggregation-rs Aggregate trades into user-defined candles using information driven rules. True False MathisWellmann/trade_aggregation-rs
327 SlidingFeatures Rust 2023-07-06 https://github.com/MathisWellmann/sliding_features-rs Chainable tree-like sliding windows for signal processing and technical analysis. True False MathisWellmann/sliding_features-rs
328 RustQuant Rust 2023-08-04 https://github.com/avhz/RustQuant Quantitative finance library written in Rust. True False avhz/RustQuant
329 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
330 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
331 volatility-trading Reproducing Works, Training & Books 2023-04-10 https://github.com/jasonstrimpel/volatility-trading A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. True False jasonstrimpel/volatility-trading
336 FinanceHub Reproducing Works, Training & Books 2021-05-25 https://github.com/Finance-Hub/FinanceHub Resources for Quantitative Finance True False Finance-Hub/FinanceHub
337 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
338 python-training Reproducing Works, Training & Books 2023-07-07 https://github.com/jpmorganchase/python-training J.P. Morgan's Python training for business analysts and traders. True False jpmorganchase/python-training
339 Stock_Analysis_For_Quant Reproducing Works, Training & Books 2023-07-23 2023-08-13 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
340 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
341 MEDIUM_NoteBook Reproducing Works, Training & Books 2023-06-27 https://github.com/cerlymarco/MEDIUM_NoteBook Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. True False cerlymarco/MEDIUM_NoteBook
342 QuantFinance Reproducing Works, Training & Books 2022-03-12 https://github.com/PythonCharmers/QuantFinance Training materials in quantitative finance. True False PythonCharmers/QuantFinance
345 Machine-Learning-for-Asset-Managers Reproducing Works, Training & Books 2022-09-07 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
346 Python-for-Finance-Cookbook Reproducing Works, Training & Books 2023-01-18 https://github.com/PacktPublishing/Python-for-Finance-Cookbook Python for Finance Cookbook, published by Packt. True False PacktPublishing/Python-for-Finance-Cookbook
347 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
348 NMOF Reproducing Works, Training & Books 2023-06-06 2023-07-31 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
349 py4fi2nd Reproducing Works, Training & Books 2022-11-06 https://github.com/yhilpisch/py4fi2nd Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch. True False yhilpisch/py4fi2nd
350 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
351 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
354 QuantFinanceBook Reproducing Works, Training & Books 2022-08-28 https://github.com/LechGrzelak/QuantFinanceBook Quantitative Finance book. True False LechGrzelak/QuantFinanceBook
355 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
356 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
357 value-investing-studies 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
358 machine-learning-asset-management Machine Learning Asset Management Reproducing Works, Training & Books 2021-12-17 https://github.com/firmai/machine-learning-asset-management Machine Learning in Asset Management (by @firmai). True False firmai/machine-learning-asset-management
359 Deep-Learning-Machine-Learning-Stock Deep Learning Machine Learning Stock Reproducing Works, Training & Books 2023-07-04 https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders. True False LastAncientOne/Deep-Learning-Machine-Learning-Stock
360 Technical_Analysis_and_Feature_Engineering Technical Analysis and Feature Engineering Reproducing Works, Training & Books 2023-03-31 https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering Feature Engineering and Feature Importance of Machine Learning in Financial Market. True False jo-cho/Technical_Analysis_and_Feature_Engineering
361 Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine Reproducing Works, Training & Books 2022-10-05 https://github.com/differential-machine-learning/notebooks Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers. True False differential-machine-learning/notebooks
362 systematictradingexamples Reproducing Works, Training & Books 2020-07-22 https://github.com/robcarver17/systematictradingexamples Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com) True False robcarver17/systematictradingexamples
363 pysystemtrade_examples Reproducing Works, Training & Books 2018-02-21 https://github.com/robcarver17/pysystemtrade_examples Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com). True False robcarver17/pysystemtrade_examples
364 ML_Finance_Codes Reproducing Works, Training & Books 2020-06-13 https://github.com/mfrdixon/ML_Finance_Codes Machine Learning in Finance: From Theory to Practice Book True False mfrdixon/ML_Finance_Codes
365 Hands-On Machine Learning for Algorithmic Trading Reproducing Works, Training & Books 2023-01-18 https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading Hands-On Machine Learning for Algorithmic Trading, published by Packt True False packtpublishing/hands-on-machine-learning-for-algorithmic-trading
366 financialnoob-misc Reproducing Works, Training & Books 2023-06-06 https://github.com/financialnoob/misc Codes from @financialnoob's posts True False financialnoob/misc