diff --git a/index.html b/index.html index a1d4101..782015f 100644 --- a/index.html +++ b/index.html @@ -169,6 +169,7 @@ ul.task-list li input[type="checkbox"] {
  • CSharp
  • Rust
  • Reproducing Works, Training & Books
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  • Related Lists
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  • rateslib - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
  • fypy - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
  • quantra High-performance pricing engine built on QuantLib. It exposes QuantLib’s functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.
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  • optionlab - A Python library for evaluating option trading strategies.
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  • pyalgotrade - Python Algorithmic Trading Library.
  • basana - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
  • tradingWithPython - A collection of functions and classes for Quantitative trading.
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  • Pandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.
  • ta - Technical Analysis Library using Pandas (Python)
  • algobroker - This is an execution engine for algo trading.
  • pysentosa - Python API for sentosa trading system.
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  • DayTradingBench - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.
  • CoinTester - No-code crypto backtesting platform with 100+ indicators, AI sentiment signals, and 5+ years of historical data across 1,000+ trading pairs.
  • PythonTradingFramework Github last commit (branch) - Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.
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  • QTradeX-AI-Agents - Example strategies for the QTradeX platfrom.
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  • QTradeX-Algo-Trading-SDK - AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
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  • antback - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.
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  • alphalens - Performance analysis of predictive alpha factors.
  • alphalens-reloaded - Performance analysis of predictive (alpha) stock factors.
  • Spectre - GPU-accelerated Factors analysis library and Backtester
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  • quant-lab-alpha - Open-source investment analytics platform bridging academic research and retail finance.
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  • edgar-sec - EDGAR Financial data API with preprocessed dataclass outputs.
  • edgartools - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.
  • FXMacroData - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements.
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  • wallstreet - Real time stock and option data.
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  • Tidy Finance - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
  • RoughVolatilityWorkshop - 2024 QuantMind’s Rough Volatility Workshop lectures.
  • AFML - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
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  • AlgoTradingLib - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.
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  • AlgoTradingLib - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. Add Prop Trader Compass to Risk Management tools
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