mirror of
https://github.com/wilsonfreitas/awesome-quant.git
synced 2026-07-27 11:57:45 +00:00
site updated
This commit is contained in:
@@ -1,3 +1,4 @@
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env.ps1
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.vscode
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/.quarto/
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github.ipynb
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+2
-2
@@ -8,6 +8,8 @@ website:
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||||
left:
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||||
- href: index.qmd
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||||
text: Home
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||||
- href: projects.qmd
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||||
text: Projects
|
||||
- href: CODE_OF_CONDUCT.qmd
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text: Code of Conduct
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||||
|
||||
@@ -17,5 +19,3 @@ format:
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||||
css: styles.css
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||||
toc: true
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||||
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||||
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+2
-1
@@ -3,7 +3,8 @@ import requests
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import re
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import pandas as pd
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||||
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||||
reu = re.compile('https://github.com/([\w-]+/[\w-]+)')
|
||||
reu = re.compile(r'https://github.com/([\w-]+/[\w-]+)')
|
||||
red = re.compile(r'\d\d\d\d-\d\d-\d\d')
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||||
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||||
url = 'https://cran.r-project.org/web/packages/xts/index.html'
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||||
@@ -82,6 +82,10 @@ ul.task-list li input[type="checkbox"] {
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<li class="nav-item">
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<a class="nav-link" href="./index.html">
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<span class="menu-text">Home</span></a>
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</li>
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<li class="nav-item">
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<a class="nav-link" href="./projects.html">
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<span class="menu-text">Projects</span></a>
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</li>
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<li class="nav-item">
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<a class="nav-link active" href="./CODE_OF_CONDUCT.html" aria-current="page">
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|
||||
@@ -82,6 +82,10 @@ ul.task-list li input[type="checkbox"] {
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||||
<li class="nav-item">
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||||
<a class="nav-link" href="./index.html">
|
||||
<span class="menu-text">Home</span></a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./projects.html">
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||||
<span class="menu-text">Projects</span></a>
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||||
</li>
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||||
<li class="nav-item">
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||||
<a class="nav-link" href="./CODE_OF_CONDUCT.html">
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@@ -0,0 +1,334 @@
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<!DOCTYPE html>
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<html xmlns="http://www.w3.org/1999/xhtml" lang="en" xml:lang="en"><head>
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<meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes">
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<title>Awesome Quant – github</title>
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div.column{flex: auto; overflow-x: auto;}
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div.hanging-indent{margin-left: 1.5em; text-indent: -1.5em;}
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ul.task-list{list-style: none;}
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ul.task-list li input[type="checkbox"] {
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width: 0.8em;
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margin: 0 0.8em 0.2em -1.6em;
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code.sourceCode > span { color: inherit; text-decoration: inherit; }
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<div class="navbar-brand-container">
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<a class="navbar-brand" href="./index.html">
|
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<span class="navbar-title">Awesome Quant</span>
|
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</a>
|
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</div>
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<li class="nav-item">
|
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<a class="nav-link" href="./index.html">
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<span class="menu-text">Home</span></a>
|
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</li>
|
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<li class="nav-item">
|
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<a class="nav-link" href="./projects.html">
|
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<span class="menu-text">Projects</span></a>
|
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</li>
|
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<li class="nav-item">
|
||||
<a class="nav-link" href="./CODE_OF_CONDUCT.html">
|
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<span class="menu-text">Code of Conduct</span></a>
|
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</li>
|
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</div>
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<div class="cell" data-execution_count="1">
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<div class="sourceCode cell-code" id="cb1"><pre class="sourceCode python code-with-copy"><code class="sourceCode python"><span id="cb1-1"><a href="#cb1-1" aria-hidden="true" tabindex="-1"></a><span class="im">import</span> os</span>
|
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<span id="cb1-2"><a href="#cb1-2" aria-hidden="true" tabindex="-1"></a><span class="im">import</span> re</span>
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<span id="cb1-3"><a href="#cb1-3" aria-hidden="true" tabindex="-1"></a><span class="im">import</span> pandas <span class="im">as</span> pd</span>
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<span id="cb1-4"><a href="#cb1-4" aria-hidden="true" tabindex="-1"></a><span class="im">from</span> threading <span class="im">import</span> Thread</span>
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<span id="cb1-5"><a href="#cb1-5" aria-hidden="true" tabindex="-1"></a></span>
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<span id="cb1-6"><a href="#cb1-6" aria-hidden="true" tabindex="-1"></a><span class="im">from</span> github <span class="im">import</span> Github</span>
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<span id="cb1-7"><a href="#cb1-7" aria-hidden="true" tabindex="-1"></a></span>
|
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<span id="cb1-8"><a href="#cb1-8" aria-hidden="true" tabindex="-1"></a><span class="co"># using an access token</span></span>
|
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<span id="cb1-9"><a href="#cb1-9" aria-hidden="true" tabindex="-1"></a>g <span class="op">=</span> Github(<span class="st">'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'</span>)</span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
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<div class="cell" data-execution_count="3">
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<div class="sourceCode cell-code" id="cb2"><pre class="sourceCode python code-with-copy"><code class="sourceCode python"><span id="cb2-1"><a href="#cb2-1" aria-hidden="true" tabindex="-1"></a>repo <span class="op">=</span> <span class="st">'co-category/hqfl'</span></span>
|
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<span id="cb2-2"><a href="#cb2-2" aria-hidden="true" tabindex="-1"></a>r <span class="op">=</span> g.get_repo(repo)</span></code><button title="Copy to Clipboard" class="code-copy-button"><i class="bi"></i></button></pre></div>
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<div class="cell-output cell-output-error">
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<pre><code>UnknownObjectException: 404 {"message": "Not Found", "documentation_url": "https://docs.github.com/rest/repos/repos#get-a-repository"}</code></pre>
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|
||||
@@ -83,6 +83,10 @@ ul.task-list li input[type="checkbox"] {
|
||||
<li class="nav-item">
|
||||
<a class="nav-link active" href="./index.html" aria-current="page">
|
||||
<span class="menu-text">Home</span></a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./projects.html">
|
||||
<span class="menu-text">Projects</span></a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./CODE_OF_CONDUCT.html">
|
||||
|
||||
+38
-3347
File diff suppressed because one or more lines are too long
@@ -82,6 +82,10 @@ ul.task-list li input[type="checkbox"] {
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./index.html">
|
||||
<span class="menu-text">Home</span></a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./projects.html">
|
||||
<span class="menu-text">Projects</span></a>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<a class="nav-link" href="./CODE_OF_CONDUCT.html">
|
||||
|
||||
+9
-2
File diff suppressed because one or more lines are too long
@@ -0,0 +1 @@
|
||||
.container-fluid.crosstalk-bscols{margin-left:-30px;margin-right:-30px;white-space:normal}body>.container-fluid.crosstalk-bscols{margin-left:auto;margin-right:auto}.crosstalk-input-checkboxgroup .crosstalk-options-group .crosstalk-options-column{display:inline-block;padding-right:12px;vertical-align:top}@media only screen and (max-width: 480px){.crosstalk-input-checkboxgroup .crosstalk-options-group .crosstalk-options-column{display:block;padding-right:inherit}}.crosstalk-input{margin-bottom:15px}.crosstalk-input .control-label{margin-bottom:0;vertical-align:middle}.crosstalk-input input[type="checkbox"]{margin:4px 0 0;margin-top:1px;line-height:normal}.crosstalk-input .checkbox{position:relative;display:block;margin-top:10px;margin-bottom:10px}.crosstalk-input .checkbox>label{padding-left:20px;margin-bottom:0;font-weight:400;cursor:pointer}.crosstalk-input .checkbox input[type="checkbox"],.crosstalk-input .checkbox-inline input[type="checkbox"]{position:absolute;margin-top:2px;margin-left:-20px}.crosstalk-input .checkbox+.checkbox{margin-top:-5px}.crosstalk-input .checkbox-inline{position:relative;display:inline-block;padding-left:20px;margin-bottom:0;font-weight:400;vertical-align:middle;cursor:pointer}.crosstalk-input .checkbox-inline+.checkbox-inline{margin-top:0;margin-left:10px}
|
||||
File diff suppressed because it is too large
Load Diff
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -0,0 +1,75 @@
|
||||
/* Adjust margins outwards, so column contents line up with the edges of the
|
||||
parent of container-fluid. */
|
||||
.container-fluid.crosstalk-bscols {
|
||||
margin-left: -30px;
|
||||
margin-right: -30px;
|
||||
white-space: normal;
|
||||
}
|
||||
|
||||
/* But don't adjust the margins outwards if we're directly under the body,
|
||||
i.e. we were the top-level of something at the console. */
|
||||
body > .container-fluid.crosstalk-bscols {
|
||||
margin-left: auto;
|
||||
margin-right: auto;
|
||||
}
|
||||
|
||||
.crosstalk-input-checkboxgroup .crosstalk-options-group .crosstalk-options-column {
|
||||
display: inline-block;
|
||||
padding-right: 12px;
|
||||
vertical-align: top;
|
||||
}
|
||||
|
||||
@media only screen and (max-width:480px) {
|
||||
.crosstalk-input-checkboxgroup .crosstalk-options-group .crosstalk-options-column {
|
||||
display: block;
|
||||
padding-right: inherit;
|
||||
}
|
||||
}
|
||||
|
||||
/* Relevant BS3 styles to make filter_checkbox() look reasonable without Bootstrap */
|
||||
.crosstalk-input {
|
||||
margin-bottom: 15px; /* a la .form-group */
|
||||
.control-label {
|
||||
margin-bottom: 0;
|
||||
vertical-align: middle;
|
||||
}
|
||||
input[type="checkbox"] {
|
||||
margin: 4px 0 0;
|
||||
margin-top: 1px;
|
||||
line-height: normal;
|
||||
}
|
||||
.checkbox {
|
||||
position: relative;
|
||||
display: block;
|
||||
margin-top: 10px;
|
||||
margin-bottom: 10px;
|
||||
}
|
||||
.checkbox > label{
|
||||
padding-left: 20px;
|
||||
margin-bottom: 0;
|
||||
font-weight: 400;
|
||||
cursor: pointer;
|
||||
}
|
||||
.checkbox input[type="checkbox"],
|
||||
.checkbox-inline input[type="checkbox"] {
|
||||
position: absolute;
|
||||
margin-top: 2px;
|
||||
margin-left: -20px;
|
||||
}
|
||||
.checkbox + .checkbox {
|
||||
margin-top: -5px;
|
||||
}
|
||||
.checkbox-inline {
|
||||
position: relative;
|
||||
display: inline-block;
|
||||
padding-left: 20px;
|
||||
margin-bottom: 0;
|
||||
font-weight: 400;
|
||||
vertical-align: middle;
|
||||
cursor: pointer;
|
||||
}
|
||||
.checkbox-inline + .checkbox-inline {
|
||||
margin-top: 0;
|
||||
margin-left: 10px;
|
||||
}
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,32 @@
|
||||
.dt-crosstalk-fade {
|
||||
opacity: 0.2;
|
||||
}
|
||||
|
||||
html body div.DTS div.dataTables_scrollBody {
|
||||
background: none;
|
||||
}
|
||||
|
||||
|
||||
/*
|
||||
Fix https://github.com/rstudio/DT/issues/563
|
||||
If the `table.display` is set to "block" (e.g., pkgdown), the browser will display
|
||||
datatable objects strangely. The search panel and the page buttons will still be
|
||||
in full-width but the table body will be "compact" and shorter.
|
||||
In therory, having this attributes will affect `dom="t"`
|
||||
with `display: block` users. But in reality, there should be no one.
|
||||
We may remove the below lines in the future if the upstream agree to have this there.
|
||||
See https://github.com/DataTables/DataTablesSrc/issues/160
|
||||
*/
|
||||
|
||||
table.dataTable {
|
||||
display: table;
|
||||
}
|
||||
|
||||
|
||||
/*
|
||||
When DTOutput(fill = TRUE), it receives a .html-fill-item class (via htmltools::bindFillRole()), which effectively amounts to `flex: 1 1 auto`. That's mostly fine, but the case where `fillContainer=TRUE`+`height:auto`+`flex-basis:auto` and the container (e.g., a bslib::card()) doesn't have a defined height is a bit problematic since the table wants to fit the parent but the parent wants to fit the table, which results pretty small table height (maybe because there is a minimum height somewhere?). It seems better in this case to impose a 400px height default for the table, which we can do by setting `flex-basis` to 400px (the table is still allowed to grow/shrink when the container has an opinionated height).
|
||||
*/
|
||||
|
||||
.html-fill-container > .html-fill-item.datatables {
|
||||
flex-basis: 400px;
|
||||
}
|
||||
@@ -0,0 +1,28 @@
|
||||
/* Selected rows/cells */
|
||||
table.dataTable tr.selected td, table.dataTable td.selected {
|
||||
background-color: #b0bed9 !important;
|
||||
}
|
||||
/* In case of scrollX/Y or FixedHeader */
|
||||
.dataTables_scrollBody .dataTables_sizing {
|
||||
visibility: hidden;
|
||||
}
|
||||
|
||||
/* The datatables' theme CSS file doesn't define
|
||||
the color but with white background. It leads to an issue that
|
||||
when the HTML's body color is set to 'white', the user can't
|
||||
see the text since the background is white. One case happens in the
|
||||
RStudio's IDE when inline viewing the DT table inside an Rmd file,
|
||||
if the IDE theme is set to "Cobalt".
|
||||
|
||||
See https://github.com/rstudio/DT/issues/447 for more info
|
||||
|
||||
This fixes should have little side-effects because all the other elements
|
||||
of the default theme use the #333 font color.
|
||||
|
||||
TODO: The upstream may use relative colors for both the table background
|
||||
and the color. It means the table can display well without this patch
|
||||
then. At that time, we need to remove the below CSS attributes.
|
||||
*/
|
||||
div.datatables {
|
||||
color: #333;
|
||||
}
|
||||
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -0,0 +1,901 @@
|
||||
(function() {
|
||||
// If window.HTMLWidgets is already defined, then use it; otherwise create a
|
||||
// new object. This allows preceding code to set options that affect the
|
||||
// initialization process (though none currently exist).
|
||||
window.HTMLWidgets = window.HTMLWidgets || {};
|
||||
|
||||
// See if we're running in a viewer pane. If not, we're in a web browser.
|
||||
var viewerMode = window.HTMLWidgets.viewerMode =
|
||||
/\bviewer_pane=1\b/.test(window.location);
|
||||
|
||||
// See if we're running in Shiny mode. If not, it's a static document.
|
||||
// Note that static widgets can appear in both Shiny and static modes, but
|
||||
// obviously, Shiny widgets can only appear in Shiny apps/documents.
|
||||
var shinyMode = window.HTMLWidgets.shinyMode =
|
||||
typeof(window.Shiny) !== "undefined" && !!window.Shiny.outputBindings;
|
||||
|
||||
// We can't count on jQuery being available, so we implement our own
|
||||
// version if necessary.
|
||||
function querySelectorAll(scope, selector) {
|
||||
if (typeof(jQuery) !== "undefined" && scope instanceof jQuery) {
|
||||
return scope.find(selector);
|
||||
}
|
||||
if (scope.querySelectorAll) {
|
||||
return scope.querySelectorAll(selector);
|
||||
}
|
||||
}
|
||||
|
||||
function asArray(value) {
|
||||
if (value === null)
|
||||
return [];
|
||||
if ($.isArray(value))
|
||||
return value;
|
||||
return [value];
|
||||
}
|
||||
|
||||
// Implement jQuery's extend
|
||||
function extend(target /*, ... */) {
|
||||
if (arguments.length == 1) {
|
||||
return target;
|
||||
}
|
||||
for (var i = 1; i < arguments.length; i++) {
|
||||
var source = arguments[i];
|
||||
for (var prop in source) {
|
||||
if (source.hasOwnProperty(prop)) {
|
||||
target[prop] = source[prop];
|
||||
}
|
||||
}
|
||||
}
|
||||
return target;
|
||||
}
|
||||
|
||||
// IE8 doesn't support Array.forEach.
|
||||
function forEach(values, callback, thisArg) {
|
||||
if (values.forEach) {
|
||||
values.forEach(callback, thisArg);
|
||||
} else {
|
||||
for (var i = 0; i < values.length; i++) {
|
||||
callback.call(thisArg, values[i], i, values);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Replaces the specified method with the return value of funcSource.
|
||||
//
|
||||
// Note that funcSource should not BE the new method, it should be a function
|
||||
// that RETURNS the new method. funcSource receives a single argument that is
|
||||
// the overridden method, it can be called from the new method. The overridden
|
||||
// method can be called like a regular function, it has the target permanently
|
||||
// bound to it so "this" will work correctly.
|
||||
function overrideMethod(target, methodName, funcSource) {
|
||||
var superFunc = target[methodName] || function() {};
|
||||
var superFuncBound = function() {
|
||||
return superFunc.apply(target, arguments);
|
||||
};
|
||||
target[methodName] = funcSource(superFuncBound);
|
||||
}
|
||||
|
||||
// Add a method to delegator that, when invoked, calls
|
||||
// delegatee.methodName. If there is no such method on
|
||||
// the delegatee, but there was one on delegator before
|
||||
// delegateMethod was called, then the original version
|
||||
// is invoked instead.
|
||||
// For example:
|
||||
//
|
||||
// var a = {
|
||||
// method1: function() { console.log('a1'); }
|
||||
// method2: function() { console.log('a2'); }
|
||||
// };
|
||||
// var b = {
|
||||
// method1: function() { console.log('b1'); }
|
||||
// };
|
||||
// delegateMethod(a, b, "method1");
|
||||
// delegateMethod(a, b, "method2");
|
||||
// a.method1();
|
||||
// a.method2();
|
||||
//
|
||||
// The output would be "b1", "a2".
|
||||
function delegateMethod(delegator, delegatee, methodName) {
|
||||
var inherited = delegator[methodName];
|
||||
delegator[methodName] = function() {
|
||||
var target = delegatee;
|
||||
var method = delegatee[methodName];
|
||||
|
||||
// The method doesn't exist on the delegatee. Instead,
|
||||
// call the method on the delegator, if it exists.
|
||||
if (!method) {
|
||||
target = delegator;
|
||||
method = inherited;
|
||||
}
|
||||
|
||||
if (method) {
|
||||
return method.apply(target, arguments);
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
// Implement a vague facsimilie of jQuery's data method
|
||||
function elementData(el, name, value) {
|
||||
if (arguments.length == 2) {
|
||||
return el["htmlwidget_data_" + name];
|
||||
} else if (arguments.length == 3) {
|
||||
el["htmlwidget_data_" + name] = value;
|
||||
return el;
|
||||
} else {
|
||||
throw new Error("Wrong number of arguments for elementData: " +
|
||||
arguments.length);
|
||||
}
|
||||
}
|
||||
|
||||
// http://stackoverflow.com/questions/3446170/escape-string-for-use-in-javascript-regex
|
||||
function escapeRegExp(str) {
|
||||
return str.replace(/[\-\[\]\/\{\}\(\)\*\+\?\.\\\^\$\|]/g, "\\$&");
|
||||
}
|
||||
|
||||
function hasClass(el, className) {
|
||||
var re = new RegExp("\\b" + escapeRegExp(className) + "\\b");
|
||||
return re.test(el.className);
|
||||
}
|
||||
|
||||
// elements - array (or array-like object) of HTML elements
|
||||
// className - class name to test for
|
||||
// include - if true, only return elements with given className;
|
||||
// if false, only return elements *without* given className
|
||||
function filterByClass(elements, className, include) {
|
||||
var results = [];
|
||||
for (var i = 0; i < elements.length; i++) {
|
||||
if (hasClass(elements[i], className) == include)
|
||||
results.push(elements[i]);
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
function on(obj, eventName, func) {
|
||||
if (obj.addEventListener) {
|
||||
obj.addEventListener(eventName, func, false);
|
||||
} else if (obj.attachEvent) {
|
||||
obj.attachEvent(eventName, func);
|
||||
}
|
||||
}
|
||||
|
||||
function off(obj, eventName, func) {
|
||||
if (obj.removeEventListener)
|
||||
obj.removeEventListener(eventName, func, false);
|
||||
else if (obj.detachEvent) {
|
||||
obj.detachEvent(eventName, func);
|
||||
}
|
||||
}
|
||||
|
||||
// Translate array of values to top/right/bottom/left, as usual with
|
||||
// the "padding" CSS property
|
||||
// https://developer.mozilla.org/en-US/docs/Web/CSS/padding
|
||||
function unpackPadding(value) {
|
||||
if (typeof(value) === "number")
|
||||
value = [value];
|
||||
if (value.length === 1) {
|
||||
return {top: value[0], right: value[0], bottom: value[0], left: value[0]};
|
||||
}
|
||||
if (value.length === 2) {
|
||||
return {top: value[0], right: value[1], bottom: value[0], left: value[1]};
|
||||
}
|
||||
if (value.length === 3) {
|
||||
return {top: value[0], right: value[1], bottom: value[2], left: value[1]};
|
||||
}
|
||||
if (value.length === 4) {
|
||||
return {top: value[0], right: value[1], bottom: value[2], left: value[3]};
|
||||
}
|
||||
}
|
||||
|
||||
// Convert an unpacked padding object to a CSS value
|
||||
function paddingToCss(paddingObj) {
|
||||
return paddingObj.top + "px " + paddingObj.right + "px " + paddingObj.bottom + "px " + paddingObj.left + "px";
|
||||
}
|
||||
|
||||
// Makes a number suitable for CSS
|
||||
function px(x) {
|
||||
if (typeof(x) === "number")
|
||||
return x + "px";
|
||||
else
|
||||
return x;
|
||||
}
|
||||
|
||||
// Retrieves runtime widget sizing information for an element.
|
||||
// The return value is either null, or an object with fill, padding,
|
||||
// defaultWidth, defaultHeight fields.
|
||||
function sizingPolicy(el) {
|
||||
var sizingEl = document.querySelector("script[data-for='" + el.id + "'][type='application/htmlwidget-sizing']");
|
||||
if (!sizingEl)
|
||||
return null;
|
||||
var sp = JSON.parse(sizingEl.textContent || sizingEl.text || "{}");
|
||||
if (viewerMode) {
|
||||
return sp.viewer;
|
||||
} else {
|
||||
return sp.browser;
|
||||
}
|
||||
}
|
||||
|
||||
// @param tasks Array of strings (or falsy value, in which case no-op).
|
||||
// Each element must be a valid JavaScript expression that yields a
|
||||
// function. Or, can be an array of objects with "code" and "data"
|
||||
// properties; in this case, the "code" property should be a string
|
||||
// of JS that's an expr that yields a function, and "data" should be
|
||||
// an object that will be added as an additional argument when that
|
||||
// function is called.
|
||||
// @param target The object that will be "this" for each function
|
||||
// execution.
|
||||
// @param args Array of arguments to be passed to the functions. (The
|
||||
// same arguments will be passed to all functions.)
|
||||
function evalAndRun(tasks, target, args) {
|
||||
if (tasks) {
|
||||
forEach(tasks, function(task) {
|
||||
var theseArgs = args;
|
||||
if (typeof(task) === "object") {
|
||||
theseArgs = theseArgs.concat([task.data]);
|
||||
task = task.code;
|
||||
}
|
||||
var taskFunc = tryEval(task);
|
||||
if (typeof(taskFunc) !== "function") {
|
||||
throw new Error("Task must be a function! Source:\n" + task);
|
||||
}
|
||||
taskFunc.apply(target, theseArgs);
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
// Attempt eval() both with and without enclosing in parentheses.
|
||||
// Note that enclosing coerces a function declaration into
|
||||
// an expression that eval() can parse
|
||||
// (otherwise, a SyntaxError is thrown)
|
||||
function tryEval(code) {
|
||||
var result = null;
|
||||
try {
|
||||
result = eval("(" + code + ")");
|
||||
} catch(error) {
|
||||
if (!(error instanceof SyntaxError)) {
|
||||
throw error;
|
||||
}
|
||||
try {
|
||||
result = eval(code);
|
||||
} catch(e) {
|
||||
if (e instanceof SyntaxError) {
|
||||
throw error;
|
||||
} else {
|
||||
throw e;
|
||||
}
|
||||
}
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
function initSizing(el) {
|
||||
var sizing = sizingPolicy(el);
|
||||
if (!sizing)
|
||||
return;
|
||||
|
||||
var cel = document.getElementById("htmlwidget_container");
|
||||
if (!cel)
|
||||
return;
|
||||
|
||||
if (typeof(sizing.padding) !== "undefined") {
|
||||
document.body.style.margin = "0";
|
||||
document.body.style.padding = paddingToCss(unpackPadding(sizing.padding));
|
||||
}
|
||||
|
||||
if (sizing.fill) {
|
||||
document.body.style.overflow = "hidden";
|
||||
document.body.style.width = "100%";
|
||||
document.body.style.height = "100%";
|
||||
document.documentElement.style.width = "100%";
|
||||
document.documentElement.style.height = "100%";
|
||||
cel.style.position = "absolute";
|
||||
var pad = unpackPadding(sizing.padding);
|
||||
cel.style.top = pad.top + "px";
|
||||
cel.style.right = pad.right + "px";
|
||||
cel.style.bottom = pad.bottom + "px";
|
||||
cel.style.left = pad.left + "px";
|
||||
el.style.width = "100%";
|
||||
el.style.height = "100%";
|
||||
|
||||
return {
|
||||
getWidth: function() { return cel.getBoundingClientRect().width; },
|
||||
getHeight: function() { return cel.getBoundingClientRect().height; }
|
||||
};
|
||||
|
||||
} else {
|
||||
el.style.width = px(sizing.width);
|
||||
el.style.height = px(sizing.height);
|
||||
|
||||
return {
|
||||
getWidth: function() { return cel.getBoundingClientRect().width; },
|
||||
getHeight: function() { return cel.getBoundingClientRect().height; }
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
// Default implementations for methods
|
||||
var defaults = {
|
||||
find: function(scope) {
|
||||
return querySelectorAll(scope, "." + this.name);
|
||||
},
|
||||
renderError: function(el, err) {
|
||||
var $el = $(el);
|
||||
|
||||
this.clearError(el);
|
||||
|
||||
// Add all these error classes, as Shiny does
|
||||
var errClass = "shiny-output-error";
|
||||
if (err.type !== null) {
|
||||
// use the classes of the error condition as CSS class names
|
||||
errClass = errClass + " " + $.map(asArray(err.type), function(type) {
|
||||
return errClass + "-" + type;
|
||||
}).join(" ");
|
||||
}
|
||||
errClass = errClass + " htmlwidgets-error";
|
||||
|
||||
// Is el inline or block? If inline or inline-block, just display:none it
|
||||
// and add an inline error.
|
||||
var display = $el.css("display");
|
||||
$el.data("restore-display-mode", display);
|
||||
|
||||
if (display === "inline" || display === "inline-block") {
|
||||
$el.hide();
|
||||
if (err.message !== "") {
|
||||
var errorSpan = $("<span>").addClass(errClass);
|
||||
errorSpan.text(err.message);
|
||||
$el.after(errorSpan);
|
||||
}
|
||||
} else if (display === "block") {
|
||||
// If block, add an error just after the el, set visibility:none on the
|
||||
// el, and position the error to be on top of the el.
|
||||
// Mark it with a unique ID and CSS class so we can remove it later.
|
||||
$el.css("visibility", "hidden");
|
||||
if (err.message !== "") {
|
||||
var errorDiv = $("<div>").addClass(errClass).css("position", "absolute")
|
||||
.css("top", el.offsetTop)
|
||||
.css("left", el.offsetLeft)
|
||||
// setting width can push out the page size, forcing otherwise
|
||||
// unnecessary scrollbars to appear and making it impossible for
|
||||
// the element to shrink; so use max-width instead
|
||||
.css("maxWidth", el.offsetWidth)
|
||||
.css("height", el.offsetHeight);
|
||||
errorDiv.text(err.message);
|
||||
$el.after(errorDiv);
|
||||
|
||||
// Really dumb way to keep the size/position of the error in sync with
|
||||
// the parent element as the window is resized or whatever.
|
||||
var intId = setInterval(function() {
|
||||
if (!errorDiv[0].parentElement) {
|
||||
clearInterval(intId);
|
||||
return;
|
||||
}
|
||||
errorDiv
|
||||
.css("top", el.offsetTop)
|
||||
.css("left", el.offsetLeft)
|
||||
.css("maxWidth", el.offsetWidth)
|
||||
.css("height", el.offsetHeight);
|
||||
}, 500);
|
||||
}
|
||||
}
|
||||
},
|
||||
clearError: function(el) {
|
||||
var $el = $(el);
|
||||
var display = $el.data("restore-display-mode");
|
||||
$el.data("restore-display-mode", null);
|
||||
|
||||
if (display === "inline" || display === "inline-block") {
|
||||
if (display)
|
||||
$el.css("display", display);
|
||||
$(el.nextSibling).filter(".htmlwidgets-error").remove();
|
||||
} else if (display === "block"){
|
||||
$el.css("visibility", "inherit");
|
||||
$(el.nextSibling).filter(".htmlwidgets-error").remove();
|
||||
}
|
||||
},
|
||||
sizing: {}
|
||||
};
|
||||
|
||||
// Called by widget bindings to register a new type of widget. The definition
|
||||
// object can contain the following properties:
|
||||
// - name (required) - A string indicating the binding name, which will be
|
||||
// used by default as the CSS classname to look for.
|
||||
// - initialize (optional) - A function(el) that will be called once per
|
||||
// widget element; if a value is returned, it will be passed as the third
|
||||
// value to renderValue.
|
||||
// - renderValue (required) - A function(el, data, initValue) that will be
|
||||
// called with data. Static contexts will cause this to be called once per
|
||||
// element; Shiny apps will cause this to be called multiple times per
|
||||
// element, as the data changes.
|
||||
window.HTMLWidgets.widget = function(definition) {
|
||||
if (!definition.name) {
|
||||
throw new Error("Widget must have a name");
|
||||
}
|
||||
if (!definition.type) {
|
||||
throw new Error("Widget must have a type");
|
||||
}
|
||||
// Currently we only support output widgets
|
||||
if (definition.type !== "output") {
|
||||
throw new Error("Unrecognized widget type '" + definition.type + "'");
|
||||
}
|
||||
// TODO: Verify that .name is a valid CSS classname
|
||||
|
||||
// Support new-style instance-bound definitions. Old-style class-bound
|
||||
// definitions have one widget "object" per widget per type/class of
|
||||
// widget; the renderValue and resize methods on such widget objects
|
||||
// take el and instance arguments, because the widget object can't
|
||||
// store them. New-style instance-bound definitions have one widget
|
||||
// object per widget instance; the definition that's passed in doesn't
|
||||
// provide renderValue or resize methods at all, just the single method
|
||||
// factory(el, width, height)
|
||||
// which returns an object that has renderValue(x) and resize(w, h).
|
||||
// This enables a far more natural programming style for the widget
|
||||
// author, who can store per-instance state using either OO-style
|
||||
// instance fields or functional-style closure variables (I guess this
|
||||
// is in contrast to what can only be called C-style pseudo-OO which is
|
||||
// what we required before).
|
||||
if (definition.factory) {
|
||||
definition = createLegacyDefinitionAdapter(definition);
|
||||
}
|
||||
|
||||
if (!definition.renderValue) {
|
||||
throw new Error("Widget must have a renderValue function");
|
||||
}
|
||||
|
||||
// For static rendering (non-Shiny), use a simple widget registration
|
||||
// scheme. We also use this scheme for Shiny apps/documents that also
|
||||
// contain static widgets.
|
||||
window.HTMLWidgets.widgets = window.HTMLWidgets.widgets || [];
|
||||
// Merge defaults into the definition; don't mutate the original definition.
|
||||
var staticBinding = extend({}, defaults, definition);
|
||||
overrideMethod(staticBinding, "find", function(superfunc) {
|
||||
return function(scope) {
|
||||
var results = superfunc(scope);
|
||||
// Filter out Shiny outputs, we only want the static kind
|
||||
return filterByClass(results, "html-widget-output", false);
|
||||
};
|
||||
});
|
||||
window.HTMLWidgets.widgets.push(staticBinding);
|
||||
|
||||
if (shinyMode) {
|
||||
// Shiny is running. Register the definition with an output binding.
|
||||
// The definition itself will not be the output binding, instead
|
||||
// we will make an output binding object that delegates to the
|
||||
// definition. This is because we foolishly used the same method
|
||||
// name (renderValue) for htmlwidgets definition and Shiny bindings
|
||||
// but they actually have quite different semantics (the Shiny
|
||||
// bindings receive data that includes lots of metadata that it
|
||||
// strips off before calling htmlwidgets renderValue). We can't
|
||||
// just ignore the difference because in some widgets it's helpful
|
||||
// to call this.renderValue() from inside of resize(), and if
|
||||
// we're not delegating, then that call will go to the Shiny
|
||||
// version instead of the htmlwidgets version.
|
||||
|
||||
// Merge defaults with definition, without mutating either.
|
||||
var bindingDef = extend({}, defaults, definition);
|
||||
|
||||
// This object will be our actual Shiny binding.
|
||||
var shinyBinding = new Shiny.OutputBinding();
|
||||
|
||||
// With a few exceptions, we'll want to simply use the bindingDef's
|
||||
// version of methods if they are available, otherwise fall back to
|
||||
// Shiny's defaults. NOTE: If Shiny's output bindings gain additional
|
||||
// methods in the future, and we want them to be overrideable by
|
||||
// HTMLWidget binding definitions, then we'll need to add them to this
|
||||
// list.
|
||||
delegateMethod(shinyBinding, bindingDef, "getId");
|
||||
delegateMethod(shinyBinding, bindingDef, "onValueChange");
|
||||
delegateMethod(shinyBinding, bindingDef, "onValueError");
|
||||
delegateMethod(shinyBinding, bindingDef, "renderError");
|
||||
delegateMethod(shinyBinding, bindingDef, "clearError");
|
||||
delegateMethod(shinyBinding, bindingDef, "showProgress");
|
||||
|
||||
// The find, renderValue, and resize are handled differently, because we
|
||||
// want to actually decorate the behavior of the bindingDef methods.
|
||||
|
||||
shinyBinding.find = function(scope) {
|
||||
var results = bindingDef.find(scope);
|
||||
|
||||
// Only return elements that are Shiny outputs, not static ones
|
||||
var dynamicResults = results.filter(".html-widget-output");
|
||||
|
||||
// It's possible that whatever caused Shiny to think there might be
|
||||
// new dynamic outputs, also caused there to be new static outputs.
|
||||
// Since there might be lots of different htmlwidgets bindings, we
|
||||
// schedule execution for later--no need to staticRender multiple
|
||||
// times.
|
||||
if (results.length !== dynamicResults.length)
|
||||
scheduleStaticRender();
|
||||
|
||||
return dynamicResults;
|
||||
};
|
||||
|
||||
// Wrap renderValue to handle initialization, which unfortunately isn't
|
||||
// supported natively by Shiny at the time of this writing.
|
||||
|
||||
shinyBinding.renderValue = function(el, data) {
|
||||
Shiny.renderDependencies(data.deps);
|
||||
// Resolve strings marked as javascript literals to objects
|
||||
if (!(data.evals instanceof Array)) data.evals = [data.evals];
|
||||
for (var i = 0; data.evals && i < data.evals.length; i++) {
|
||||
window.HTMLWidgets.evaluateStringMember(data.x, data.evals[i]);
|
||||
}
|
||||
if (!bindingDef.renderOnNullValue) {
|
||||
if (data.x === null) {
|
||||
el.style.visibility = "hidden";
|
||||
return;
|
||||
} else {
|
||||
el.style.visibility = "inherit";
|
||||
}
|
||||
}
|
||||
if (!elementData(el, "initialized")) {
|
||||
initSizing(el);
|
||||
|
||||
elementData(el, "initialized", true);
|
||||
if (bindingDef.initialize) {
|
||||
var rect = el.getBoundingClientRect();
|
||||
var result = bindingDef.initialize(el, rect.width, rect.height);
|
||||
elementData(el, "init_result", result);
|
||||
}
|
||||
}
|
||||
bindingDef.renderValue(el, data.x, elementData(el, "init_result"));
|
||||
evalAndRun(data.jsHooks.render, elementData(el, "init_result"), [el, data.x]);
|
||||
};
|
||||
|
||||
// Only override resize if bindingDef implements it
|
||||
if (bindingDef.resize) {
|
||||
shinyBinding.resize = function(el, width, height) {
|
||||
// Shiny can call resize before initialize/renderValue have been
|
||||
// called, which doesn't make sense for widgets.
|
||||
if (elementData(el, "initialized")) {
|
||||
bindingDef.resize(el, width, height, elementData(el, "init_result"));
|
||||
}
|
||||
};
|
||||
}
|
||||
|
||||
Shiny.outputBindings.register(shinyBinding, bindingDef.name);
|
||||
}
|
||||
};
|
||||
|
||||
var scheduleStaticRenderTimerId = null;
|
||||
function scheduleStaticRender() {
|
||||
if (!scheduleStaticRenderTimerId) {
|
||||
scheduleStaticRenderTimerId = setTimeout(function() {
|
||||
scheduleStaticRenderTimerId = null;
|
||||
window.HTMLWidgets.staticRender();
|
||||
}, 1);
|
||||
}
|
||||
}
|
||||
|
||||
// Render static widgets after the document finishes loading
|
||||
// Statically render all elements that are of this widget's class
|
||||
window.HTMLWidgets.staticRender = function() {
|
||||
var bindings = window.HTMLWidgets.widgets || [];
|
||||
forEach(bindings, function(binding) {
|
||||
var matches = binding.find(document.documentElement);
|
||||
forEach(matches, function(el) {
|
||||
var sizeObj = initSizing(el, binding);
|
||||
|
||||
var getSize = function(el) {
|
||||
if (sizeObj) {
|
||||
return {w: sizeObj.getWidth(), h: sizeObj.getHeight()}
|
||||
} else {
|
||||
var rect = el.getBoundingClientRect();
|
||||
return {w: rect.width, h: rect.height}
|
||||
}
|
||||
};
|
||||
|
||||
if (hasClass(el, "html-widget-static-bound"))
|
||||
return;
|
||||
el.className = el.className + " html-widget-static-bound";
|
||||
|
||||
var initResult;
|
||||
if (binding.initialize) {
|
||||
var size = getSize(el);
|
||||
initResult = binding.initialize(el, size.w, size.h);
|
||||
elementData(el, "init_result", initResult);
|
||||
}
|
||||
|
||||
if (binding.resize) {
|
||||
var lastSize = getSize(el);
|
||||
var resizeHandler = function(e) {
|
||||
var size = getSize(el);
|
||||
if (size.w === 0 && size.h === 0)
|
||||
return;
|
||||
if (size.w === lastSize.w && size.h === lastSize.h)
|
||||
return;
|
||||
lastSize = size;
|
||||
binding.resize(el, size.w, size.h, initResult);
|
||||
};
|
||||
|
||||
on(window, "resize", resizeHandler);
|
||||
|
||||
// This is needed for cases where we're running in a Shiny
|
||||
// app, but the widget itself is not a Shiny output, but
|
||||
// rather a simple static widget. One example of this is
|
||||
// an rmarkdown document that has runtime:shiny and widget
|
||||
// that isn't in a render function. Shiny only knows to
|
||||
// call resize handlers for Shiny outputs, not for static
|
||||
// widgets, so we do it ourselves.
|
||||
if (window.jQuery) {
|
||||
window.jQuery(document).on(
|
||||
"shown.htmlwidgets shown.bs.tab.htmlwidgets shown.bs.collapse.htmlwidgets",
|
||||
resizeHandler
|
||||
);
|
||||
window.jQuery(document).on(
|
||||
"hidden.htmlwidgets hidden.bs.tab.htmlwidgets hidden.bs.collapse.htmlwidgets",
|
||||
resizeHandler
|
||||
);
|
||||
}
|
||||
|
||||
// This is needed for the specific case of ioslides, which
|
||||
// flips slides between display:none and display:block.
|
||||
// Ideally we would not have to have ioslide-specific code
|
||||
// here, but rather have ioslides raise a generic event,
|
||||
// but the rmarkdown package just went to CRAN so the
|
||||
// window to getting that fixed may be long.
|
||||
if (window.addEventListener) {
|
||||
// It's OK to limit this to window.addEventListener
|
||||
// browsers because ioslides itself only supports
|
||||
// such browsers.
|
||||
on(document, "slideenter", resizeHandler);
|
||||
on(document, "slideleave", resizeHandler);
|
||||
}
|
||||
}
|
||||
|
||||
var scriptData = document.querySelector("script[data-for='" + el.id + "'][type='application/json']");
|
||||
if (scriptData) {
|
||||
var data = JSON.parse(scriptData.textContent || scriptData.text);
|
||||
// Resolve strings marked as javascript literals to objects
|
||||
if (!(data.evals instanceof Array)) data.evals = [data.evals];
|
||||
for (var k = 0; data.evals && k < data.evals.length; k++) {
|
||||
window.HTMLWidgets.evaluateStringMember(data.x, data.evals[k]);
|
||||
}
|
||||
binding.renderValue(el, data.x, initResult);
|
||||
evalAndRun(data.jsHooks.render, initResult, [el, data.x]);
|
||||
}
|
||||
});
|
||||
});
|
||||
|
||||
invokePostRenderHandlers();
|
||||
}
|
||||
|
||||
|
||||
function has_jQuery3() {
|
||||
if (!window.jQuery) {
|
||||
return false;
|
||||
}
|
||||
var $version = window.jQuery.fn.jquery;
|
||||
var $major_version = parseInt($version.split(".")[0]);
|
||||
return $major_version >= 3;
|
||||
}
|
||||
|
||||
/*
|
||||
/ Shiny 1.4 bumped jQuery from 1.x to 3.x which means jQuery's
|
||||
/ on-ready handler (i.e., $(fn)) is now asyncronous (i.e., it now
|
||||
/ really means $(setTimeout(fn)).
|
||||
/ https://jquery.com/upgrade-guide/3.0/#breaking-change-document-ready-handlers-are-now-asynchronous
|
||||
/
|
||||
/ Since Shiny uses $() to schedule initShiny, shiny>=1.4 calls initShiny
|
||||
/ one tick later than it did before, which means staticRender() is
|
||||
/ called renderValue() earlier than (advanced) widget authors might be expecting.
|
||||
/ https://github.com/rstudio/shiny/issues/2630
|
||||
/
|
||||
/ For a concrete example, leaflet has some methods (e.g., updateBounds)
|
||||
/ which reference Shiny methods registered in initShiny (e.g., setInputValue).
|
||||
/ Since leaflet is privy to this life-cycle, it knows to use setTimeout() to
|
||||
/ delay execution of those methods (until Shiny methods are ready)
|
||||
/ https://github.com/rstudio/leaflet/blob/18ec981/javascript/src/index.js#L266-L268
|
||||
/
|
||||
/ Ideally widget authors wouldn't need to use this setTimeout() hack that
|
||||
/ leaflet uses to call Shiny methods on a staticRender(). In the long run,
|
||||
/ the logic initShiny should be broken up so that method registration happens
|
||||
/ right away, but binding happens later.
|
||||
*/
|
||||
function maybeStaticRenderLater() {
|
||||
if (shinyMode && has_jQuery3()) {
|
||||
window.jQuery(window.HTMLWidgets.staticRender);
|
||||
} else {
|
||||
window.HTMLWidgets.staticRender();
|
||||
}
|
||||
}
|
||||
|
||||
if (document.addEventListener) {
|
||||
document.addEventListener("DOMContentLoaded", function() {
|
||||
document.removeEventListener("DOMContentLoaded", arguments.callee, false);
|
||||
maybeStaticRenderLater();
|
||||
}, false);
|
||||
} else if (document.attachEvent) {
|
||||
document.attachEvent("onreadystatechange", function() {
|
||||
if (document.readyState === "complete") {
|
||||
document.detachEvent("onreadystatechange", arguments.callee);
|
||||
maybeStaticRenderLater();
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
|
||||
window.HTMLWidgets.getAttachmentUrl = function(depname, key) {
|
||||
// If no key, default to the first item
|
||||
if (typeof(key) === "undefined")
|
||||
key = 1;
|
||||
|
||||
var link = document.getElementById(depname + "-" + key + "-attachment");
|
||||
if (!link) {
|
||||
throw new Error("Attachment " + depname + "/" + key + " not found in document");
|
||||
}
|
||||
return link.getAttribute("href");
|
||||
};
|
||||
|
||||
window.HTMLWidgets.dataframeToD3 = function(df) {
|
||||
var names = [];
|
||||
var length;
|
||||
for (var name in df) {
|
||||
if (df.hasOwnProperty(name))
|
||||
names.push(name);
|
||||
if (typeof(df[name]) !== "object" || typeof(df[name].length) === "undefined") {
|
||||
throw new Error("All fields must be arrays");
|
||||
} else if (typeof(length) !== "undefined" && length !== df[name].length) {
|
||||
throw new Error("All fields must be arrays of the same length");
|
||||
}
|
||||
length = df[name].length;
|
||||
}
|
||||
var results = [];
|
||||
var item;
|
||||
for (var row = 0; row < length; row++) {
|
||||
item = {};
|
||||
for (var col = 0; col < names.length; col++) {
|
||||
item[names[col]] = df[names[col]][row];
|
||||
}
|
||||
results.push(item);
|
||||
}
|
||||
return results;
|
||||
};
|
||||
|
||||
window.HTMLWidgets.transposeArray2D = function(array) {
|
||||
if (array.length === 0) return array;
|
||||
var newArray = array[0].map(function(col, i) {
|
||||
return array.map(function(row) {
|
||||
return row[i]
|
||||
})
|
||||
});
|
||||
return newArray;
|
||||
};
|
||||
// Split value at splitChar, but allow splitChar to be escaped
|
||||
// using escapeChar. Any other characters escaped by escapeChar
|
||||
// will be included as usual (including escapeChar itself).
|
||||
function splitWithEscape(value, splitChar, escapeChar) {
|
||||
var results = [];
|
||||
var escapeMode = false;
|
||||
var currentResult = "";
|
||||
for (var pos = 0; pos < value.length; pos++) {
|
||||
if (!escapeMode) {
|
||||
if (value[pos] === splitChar) {
|
||||
results.push(currentResult);
|
||||
currentResult = "";
|
||||
} else if (value[pos] === escapeChar) {
|
||||
escapeMode = true;
|
||||
} else {
|
||||
currentResult += value[pos];
|
||||
}
|
||||
} else {
|
||||
currentResult += value[pos];
|
||||
escapeMode = false;
|
||||
}
|
||||
}
|
||||
if (currentResult !== "") {
|
||||
results.push(currentResult);
|
||||
}
|
||||
return results;
|
||||
}
|
||||
// Function authored by Yihui/JJ Allaire
|
||||
window.HTMLWidgets.evaluateStringMember = function(o, member) {
|
||||
var parts = splitWithEscape(member, '.', '\\');
|
||||
for (var i = 0, l = parts.length; i < l; i++) {
|
||||
var part = parts[i];
|
||||
// part may be a character or 'numeric' member name
|
||||
if (o !== null && typeof o === "object" && part in o) {
|
||||
if (i == (l - 1)) { // if we are at the end of the line then evalulate
|
||||
if (typeof o[part] === "string")
|
||||
o[part] = tryEval(o[part]);
|
||||
} else { // otherwise continue to next embedded object
|
||||
o = o[part];
|
||||
}
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
// Retrieve the HTMLWidget instance (i.e. the return value of an
|
||||
// HTMLWidget binding's initialize() or factory() function)
|
||||
// associated with an element, or null if none.
|
||||
window.HTMLWidgets.getInstance = function(el) {
|
||||
return elementData(el, "init_result");
|
||||
};
|
||||
|
||||
// Finds the first element in the scope that matches the selector,
|
||||
// and returns the HTMLWidget instance (i.e. the return value of
|
||||
// an HTMLWidget binding's initialize() or factory() function)
|
||||
// associated with that element, if any. If no element matches the
|
||||
// selector, or the first matching element has no HTMLWidget
|
||||
// instance associated with it, then null is returned.
|
||||
//
|
||||
// The scope argument is optional, and defaults to window.document.
|
||||
window.HTMLWidgets.find = function(scope, selector) {
|
||||
if (arguments.length == 1) {
|
||||
selector = scope;
|
||||
scope = document;
|
||||
}
|
||||
|
||||
var el = scope.querySelector(selector);
|
||||
if (el === null) {
|
||||
return null;
|
||||
} else {
|
||||
return window.HTMLWidgets.getInstance(el);
|
||||
}
|
||||
};
|
||||
|
||||
// Finds all elements in the scope that match the selector, and
|
||||
// returns the HTMLWidget instances (i.e. the return values of
|
||||
// an HTMLWidget binding's initialize() or factory() function)
|
||||
// associated with the elements, in an array. If elements that
|
||||
// match the selector don't have an associated HTMLWidget
|
||||
// instance, the returned array will contain nulls.
|
||||
//
|
||||
// The scope argument is optional, and defaults to window.document.
|
||||
window.HTMLWidgets.findAll = function(scope, selector) {
|
||||
if (arguments.length == 1) {
|
||||
selector = scope;
|
||||
scope = document;
|
||||
}
|
||||
|
||||
var nodes = scope.querySelectorAll(selector);
|
||||
var results = [];
|
||||
for (var i = 0; i < nodes.length; i++) {
|
||||
results.push(window.HTMLWidgets.getInstance(nodes[i]));
|
||||
}
|
||||
return results;
|
||||
};
|
||||
|
||||
var postRenderHandlers = [];
|
||||
function invokePostRenderHandlers() {
|
||||
while (postRenderHandlers.length) {
|
||||
var handler = postRenderHandlers.shift();
|
||||
if (handler) {
|
||||
handler();
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Register the given callback function to be invoked after the
|
||||
// next time static widgets are rendered.
|
||||
window.HTMLWidgets.addPostRenderHandler = function(callback) {
|
||||
postRenderHandlers.push(callback);
|
||||
};
|
||||
|
||||
// Takes a new-style instance-bound definition, and returns an
|
||||
// old-style class-bound definition. This saves us from having
|
||||
// to rewrite all the logic in this file to accomodate both
|
||||
// types of definitions.
|
||||
function createLegacyDefinitionAdapter(defn) {
|
||||
var result = {
|
||||
name: defn.name,
|
||||
type: defn.type,
|
||||
initialize: function(el, width, height) {
|
||||
return defn.factory(el, width, height);
|
||||
},
|
||||
renderValue: function(el, x, instance) {
|
||||
return instance.renderValue(x);
|
||||
},
|
||||
resize: function(el, width, height, instance) {
|
||||
return instance.resize(width, height);
|
||||
}
|
||||
};
|
||||
|
||||
if (defn.find)
|
||||
result.find = defn.find;
|
||||
if (defn.renderError)
|
||||
result.renderError = defn.renderError;
|
||||
if (defn.clearError)
|
||||
result.clearError = defn.clearError;
|
||||
|
||||
return result;
|
||||
}
|
||||
})();
|
||||
+10881
File diff suppressed because it is too large
Load Diff
File diff suppressed because one or more lines are too long
File diff suppressed because one or more lines are too long
@@ -29,7 +29,7 @@ def get_last_commit(repo):
|
||||
else:
|
||||
return ''
|
||||
except:
|
||||
print('ERROR' + repo)
|
||||
print('ERROR ' + repo)
|
||||
return 'error'
|
||||
|
||||
|
||||
@@ -92,4 +92,4 @@ while True:
|
||||
projects = [p.regs for p in projects]
|
||||
df = pd.DataFrame(projects)
|
||||
df.to_csv('projects.csv', index=False)
|
||||
df.to_markdown('projects.md', index=False)
|
||||
# df.to_markdown('projects.md', index=False)
|
||||
|
||||
+138
-142
@@ -6,89 +6,89 @@ 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,2022-05-17,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,2016-05-17,https://github.com/vollib/vollib,"vollib is a python library for calculating option prices, implied volatility and greeks.",True,False,vollib/vollib
|
||||
PyQL,Python > Financial Instruments and Pricing,2023-03-06,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
|
||||
Finance-Python,Python > Financial Instruments and Pricing,2021-12-26,https://github.com/alpha-miner/Finance-Python,Python tools for Finance.,True,False,alpha-miner/Finance-Python
|
||||
ffn,Python > Financial Instruments and Pricing,2022-06-01,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,pmorissette/ffn
|
||||
Finance-Python,Python > Financial Instruments and Pricing,2023-01-01,https://github.com/alpha-miner/Finance-Python,Python tools for Finance.,True,False,alpha-miner/Finance-Python
|
||||
ffn,Python > Financial Instruments and Pricing,2023-05-28,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,pmorissette/ffn
|
||||
pynance,Python > Financial Instruments and Pricing,2021-02-03,https://github.com/GriffinAustin/pynance,Lightweight Python library for assembling and analysing financial data.,True,False,GriffinAustin/pynance
|
||||
tia,Python > Financial Instruments and Pricing,2017-06-05,https://github.com/bpsmith/tia,Toolkit for integration and analysis.,True,False,bpsmith/tia
|
||||
hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/hasura/base-python-dash,"Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.",False,False,
|
||||
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,2022-03-20,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,2022-05-31,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
|
||||
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
|
||||
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,2021-06-16,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,2022-05-31,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,2021-06-07,https://github.com/RomanMichaelPaolucci/Q-Fin,A Python library for mathematical finance.,True,False,RomanMichaelPaolucci/Q-Fin
|
||||
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
|
||||
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
|
||||
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,2021-10-19,https://github.com/peerchemist/finta,Common financial technical analysis indicators implemented in Pandas.,True,False,peerchemist/finta
|
||||
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,2022-05-29,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,2022-05-03,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
|
||||
TA-Lib,Python > Trading & Backtesting,2022-05-27,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (http://ta-lib.org/).,True,False,mrjbq7/ta-lib
|
||||
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,2023-06-25,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
|
||||
analyzer,Python > Trading & Backtesting,2015-12-22,https://github.com/llazzaro/analyzer,Python framework for real-time financial and backtesting trading strategies.,True,False,llazzaro/analyzer
|
||||
bt,Python > Trading & Backtesting,2022-05-26,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,pmorissette/bt
|
||||
backtrader,Python > Trading & Backtesting,2021-07-17,https://github.com/backtrader/backtrader,Python Backtesting library for trading strategies.,True,False,backtrader/backtrader
|
||||
bt,Python > Trading & Backtesting,2023-05-23,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,pmorissette/bt
|
||||
backtrader,Python > Trading & Backtesting,2023-04-19,https://github.com/backtrader/backtrader,Python Backtesting library for trading strategies.,True,False,backtrader/backtrader
|
||||
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,2018-08-21,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade
|
||||
pyalgotrade,Python > Trading & Backtesting,2023-03-05,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade
|
||||
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,2022-01-31,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,2022-04-24,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python),True,False,bukosabino/ta
|
||||
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
|
||||
algobroker,Python > Trading & Backtesting,2016-03-31,https://github.com/joequant/algobroker,This is an execution engine for algo trading.,True,False,joequant/algobroker
|
||||
pysentosa,Python > Trading & Backtesting,,https://pypi.org/project/pysentosa/,Python API for sentosa trading system.,False,False,
|
||||
finmarketpy,Python > Trading & Backtesting,2022-04-05,https://github.com/cuemacro/finmarketpy,Python library for backtesting trading strategies and analyzing financial markets.,True,False,cuemacro/finmarketpy
|
||||
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,2022-05-27,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,2023-05-25,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
|
||||
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
|
||||
moonshot,Python > Trading & Backtesting,2022-05-25,https://github.com/quantrocket-llc/moonshot,Vectorized backtester and trading engine for QuantRocket based on Pandas.,True,False,quantrocket-llc/moonshot
|
||||
PyPortfolioOpt,Python > Trading & Backtesting,2022-05-22,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.",True,False,robertmartin8/PyPortfolioOpt
|
||||
moonshot,Python > Trading & Backtesting,2023-06-14,https://github.com/quantrocket-llc/moonshot,Vectorized backtester and trading engine for QuantRocket based on Pandas.,True,False,quantrocket-llc/moonshot
|
||||
PyPortfolioOpt,Python > Trading & Backtesting,2023-05-07,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.",True,False,robertmartin8/PyPortfolioOpt
|
||||
Eiten,Python > Trading & Backtesting,2020-09-21,https://github.com/tradytics/eiten,"Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.",True,False,tradytics/eiten
|
||||
riskparity.py,Python > Trading & Backtesting,2022-05-31,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,dppalomar/riskparity.py
|
||||
riskparity.py,Python > Trading & Backtesting,2023-07-01,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,dppalomar/riskparity.py
|
||||
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,2022-01-08,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat
|
||||
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,2022-05-28,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,fja05680/pinkfish
|
||||
aat,Python > Trading & Backtesting,2022-03-27,https://github.com/timkpaine/aat,Async Algorithmic Trading Engine,True,False,timkpaine/aat
|
||||
pinkfish,Python > Trading & Backtesting,2023-07-15,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,2022-05-02,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats
|
||||
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,2022-05-31,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
|
||||
freqtrade,Python > Trading & Backtesting,2023-07-23,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,2022-04-21,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
|
||||
Qlib,Python > Trading & Backtesting,2022-05-31,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,2022-04-29,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,2022-04-23,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,2022-05-23,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
|
||||
rqalpha,Python > Trading & Backtesting,2022-05-16,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,2022-06-04,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
|
||||
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
|
||||
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
|
||||
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
|
||||
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,2022-06-01,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
|
||||
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,2022-05-23,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,2022-06-02,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,2022-05-01,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,2022-04-11,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,2022-06-03,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,2022-05-21,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,2022-06-03,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
|
||||
fast-trade,Python > Trading & Backtesting,2022-05-01,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
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
|
||||
@@ -96,37 +96,37 @@ finance,Python > Risk Analysis,,https://pypi.org/project/finance/,Financial Risk
|
||||
qfrm,Python > Risk Analysis,,https://pypi.org/project/qfrm/,"Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.",False,False,
|
||||
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,2021-12-22,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios
|
||||
FinQuant,Python > Risk Analysis,2020-05-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
|
||||
Empyrial,Python > Risk Analysis,2022-05-22,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
|
||||
risktools,Python > Risk Analysis,2022-01-16,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,2022-05-22,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
|
||||
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,2023-07-19,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
|
||||
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
|
||||
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,2021-01-02,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
|
||||
ARCH,Python > Time Series,2022-04-28,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
|
||||
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,2021-12-21,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh
|
||||
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
|
||||
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,2022-05-25,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,2021-08-25,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,2022-06-01,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,2022-06-03,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
|
||||
exchange_calendars,Python > Calendars,2022-06-01,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
|
||||
bizdays,Python > Calendars,2022-01-20,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
|
||||
pandas_market_calendars,Python > Calendars,2022-05-28,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,2022-01-30,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
|
||||
findatapy,Python > Data Sources,2022-05-20,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy
|
||||
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
|
||||
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
|
||||
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,2022-03-16,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
|
||||
pandas-finance,Python > Data Sources,2021-08-08,https://github.com/davidastephens/pandas-finance,High level API for access to and analysis of financial data.,True,False,davidastephens/pandas-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
|
||||
pandas-finance,Python > Data Sources,2023-07-04,https://github.com/davidastephens/pandas-finance,High level API for access to and analysis of financial data.,True,False,davidastephens/pandas-finance
|
||||
pyhoofinance,Python > Data Sources,2016-10-07,https://github.com/innes213/pyhoofinance,Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.,True,False,innes213/pyhoofinance
|
||||
yfinanceapi,Python > Data Sources,2020-05-26,https://github.com/Karthik005/yfinanceapi,Finance API for Python.,True,False,Karthik005/yfinanceapi
|
||||
yql-finance,Python > Data Sources,2015-08-29,https://github.com/slawek87/yql-finance,"yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).",True,False,slawek87/yql-finance
|
||||
ystockquote,Python > Data Sources,2017-03-10,https://github.com/cgoldberg/ystockquote,Retrieve stock quote data from Yahoo Finance.,True,False,cgoldberg/ystockquote
|
||||
wallstreet,Python > Data Sources,2022-02-12,https://github.com/mcdallas/wallstreet,Real time stock and option data.,True,False,mcdallas/wallstreet
|
||||
wallstreet,Python > Data Sources,2022-12-30,https://github.com/mcdallas/wallstreet,Real time stock and option data.,True,False,mcdallas/wallstreet
|
||||
stock_extractor,Python > Data Sources,2016-09-10,https://github.com/ZachLiuGIS/stock_extractor,General Purpose Stock Extractors from Online Resources.,True,False,ZachLiuGIS/stock_extractor
|
||||
Stockex,Python > Data Sources,2021-09-15,https://github.com/cttn/Stockex,Python wrapper for Yahoo! Finance API.,True,False,cttn/Stockex
|
||||
finsymbols,Python > Data Sources,2017-07-23,https://github.com/skillachie/finsymbols,"Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.",True,False,skillachie/finsymbols
|
||||
@@ -137,29 +137,29 @@ chinesestockapi,Python > Data Sources,,https://pypi.org/project/chinesestockapi/
|
||||
exchange,Python > Data Sources,2015-07-07,https://github.com/akarat/exchange,Get current exchange rate.,True,False,akarat/exchange
|
||||
ticks,Python > Data Sources,2016-01-08,https://github.com/jamescnowell/ticks,Simple command line tool to get stock ticker data.,True,False,jamescnowell/ticks
|
||||
pybbg,Python > Data Sources,2015-01-20,https://github.com/bpsmith/pybbg,Python interface to Bloomberg COM APIs.,True,False,bpsmith/pybbg
|
||||
ccy,Python > Data Sources,2021-01-09,https://github.com/lsbardel/ccy,Python module for currencies.,True,False,lsbardel/ccy
|
||||
ccy,Python > Data Sources,2023-07-22,https://github.com/lsbardel/ccy,Python module for currencies.,True,False,lsbardel/ccy
|
||||
tushare,Python > Data Sources,,https://pypi.org/project/tushare/,A utility for crawling historical and Real-time Quotes data of China stocks.,False,False,
|
||||
jsm,Python > Data Sources,,https://pypi.org/project/jsm/,Get the japanese stock market data.,False,False,
|
||||
cn_stock_src,Python > Data Sources,2016-02-29,https://github.com/jealous/cn_stock_src,Utility for retrieving basic China stock data from different sources.,True,False,jealous/cn_stock_src
|
||||
coinmarketcap,Python > Data Sources,2021-02-12,https://github.com/barnumbirr/coinmarketcap,Python API for coinmarketcap.,True,False,barnumbirr/coinmarketcap
|
||||
coinmarketcap,Python > Data Sources,2023-05-23,https://github.com/barnumbirr/coinmarketcap,Python API for coinmarketcap.,True,False,barnumbirr/coinmarketcap
|
||||
after-hours,Python > Data Sources,2020-06-22,https://github.com/datawrestler/after-hours,Obtain pre market and after hours stock prices for a given symbol.,True,False,datawrestler/after-hours
|
||||
bronto-python,Python > Data Sources,,https://pypi.org/project/bronto-python/,Bronto API Integration for Python.,False,False,
|
||||
pytdx,Python > Data Sources,2020-04-15,https://github.com/rainx/pytdx,Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.,True,False,rainx/pytdx
|
||||
pdblp,Python > Data Sources,2022-05-28,https://github.com/matthewgilbert/pdblp,A simple interface to integrate pandas and the Bloomberg Open API.,True,False,matthewgilbert/pdblp
|
||||
tiingo,Python > Data Sources,2022-05-21,https://github.com/hydrosquall/tiingo-python,"Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.",True,False,hydrosquall/tiingo-python
|
||||
tiingo,Python > Data Sources,2023-04-26,https://github.com/hydrosquall/tiingo-python,"Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.",True,False,hydrosquall/tiingo-python
|
||||
iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexfinance,Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.,True,False,addisonlynch/iexfinance
|
||||
pyEX,Python > Data Sources,2022-06-03,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,2022-06-02,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
|
||||
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,2022-06-04,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,2021-02-26,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
|
||||
investpy,Python > Data Sources,2022-03-28,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
|
||||
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
|
||||
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
|
||||
bbgbridge,Python > Data Sources,2020-01-07,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,ran404/bbgbridge
|
||||
alpha_vantage,Python > Data Sources,2021-06-14,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
|
||||
FinanceDataReader,Python > Data Sources,2022-03-28,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,2022-02-23,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,2022-04-01,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/python-bcb
|
||||
alpha_vantage,Python > Data Sources,2022-12-25,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
|
||||
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
|
||||
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
|
||||
@@ -169,12 +169,12 @@ DataNitro,Python > Excel Integration,,https://datanitro.com/,"DataNitro also off
|
||||
xlloop,Python > Excel Integration,,http://xlloop.sourceforge.net,XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).,False,False,
|
||||
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,2022-05-29,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
|
||||
mplfinance,Python > Visualization,2022-05-25,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
|
||||
finplot,Python > Visualization,2022-05-23,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
|
||||
finvizfinance,Python > Visualization,2022-05-07,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance
|
||||
xts,R > Numerical Libraries & Data Structures,2022-05-23,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,2022-03-16,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
|
||||
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
|
||||
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
|
||||
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,
|
||||
tseries,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
|
||||
@@ -183,14 +183,14 @@ tis,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/pa
|
||||
tfplot,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tfplot/index.html,Utilities for simple manipulation and quick plotting of time series data.,False,True,
|
||||
tframe,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tframe/index.html,A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.,False,True,
|
||||
IBrokers,R > Data Sources,,https://cran.r-project.org/web/packages/IBrokers/index.html,Provides native R access to Interactive Brokers Trader Workstation API.,False,True,
|
||||
Rblpapi,R > Data Sources,2022-02-23,https://github.com/Rblp/Rblpapi,An R Interface to 'Bloomberg' is provided via the 'Blp API'.,True,False,Rblp/Rblpapi
|
||||
Rblpapi,R > Data Sources,2022-12-02,https://github.com/Rblp/Rblpapi,An R Interface to 'Bloomberg' is provided via the 'Blp API'.,True,False,Rblp/Rblpapi
|
||||
Quandl,R > Data Sources,,https://www.quandl.com/tools/r,Get Financial Data Directly Into R.,False,False,
|
||||
Rbitcoin,R > Data Sources,2016-10-25,https://github.com/jangorecki/Rbitcoin,"Unified markets API interface (bitstamp, kraken, btce, bitmarket).",True,False,jangorecki/Rbitcoin
|
||||
GetTDData,R > Data Sources,2022-05-11,https://github.com/msperlin/GetTDData,Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.,True,False,msperlin/GetTDData
|
||||
GetTDData,R > Data Sources,2023-05-15,https://github.com/msperlin/GetTDData,Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.,True,False,msperlin/GetTDData
|
||||
GetHFData,R > Data Sources,2020-06-30,https://github.com/msperlin/GetHFData,Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.,True,False,msperlin/GetHFData
|
||||
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,2022-02-03,https://github.com/eddelbuettel/td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.,True,False,eddelbuettel/td
|
||||
rbcb,R > Data Sources,2022-05-17,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb
|
||||
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
|
||||
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,
|
||||
@@ -202,9 +202,9 @@ fExoticOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org
|
||||
fOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fOptions/index.html,Pricing and Evaluating Basic Options.,False,True,
|
||||
fPortfolio,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fPortfolio/index.html,Portfolio Selection and Optimization.,False,True,
|
||||
portfolio,R > Financial Instruments and Pricing,2021-07-09,https://github.com/dgerlanc/portfolio,Analysing equity portfolios.,True,False,dgerlanc/portfolio
|
||||
sparseIndexTracking,R > Financial Instruments and Pricing,2019-06-13,https://github.com/dppalomar/sparseIndexTracking,Portfolio design to track an index.,True,False,dppalomar/sparseIndexTracking
|
||||
sparseIndexTracking,R > Financial Instruments and Pricing,2023-05-28,https://github.com/dppalomar/sparseIndexTracking,Portfolio design to track an index.,True,False,dppalomar/sparseIndexTracking
|
||||
covFactorModel,R > Financial Instruments and Pricing,2019-03-25,https://github.com/dppalomar/covFactorModel,Covariance matrix estimation via factor models.,True,False,dppalomar/covFactorModel
|
||||
riskParityPortfolio,R > Financial Instruments and Pricing,2022-02-10,https://github.com/dppalomar/riskParityPortfolio,Blazingly fast design of risk parity portfolios.,True,False,dppalomar/riskParityPortfolio
|
||||
riskParityPortfolio,R > Financial Instruments and Pricing,2022-11-15,https://github.com/dppalomar/riskParityPortfolio,Blazingly fast design of risk parity portfolios.,True,False,dppalomar/riskParityPortfolio
|
||||
sde,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/sde/index.html,Simulation and Inference for Stochastic Differential Equations.,False,True,
|
||||
YieldCurve,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/YieldCurve/index.html,Modelling and estimation of the yield curve.,False,True,
|
||||
SmithWilsonYieldCurve,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html,Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.,False,True,
|
||||
@@ -221,115 +221,111 @@ derivmkts,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/
|
||||
FinCal,R > Financial Instruments and Pricing,2017-04-12,https://github.com/felixfan/FinCal,"Package for time value of money calculation, time series analysis and computational finance.",True,False,felixfan/FinCal
|
||||
r-quant,R > Financial Instruments and Pricing,2014-02-19,https://github.com/artyyouth/r-quant,R code for quantitative analysis in finance.,True,False,artyyouth/r-quant
|
||||
options.studies,R > Financial Instruments and Pricing,2015-12-17,https://github.com/taylorizing/options.studies,options trading studies functions for use with options.data package and shiny.,True,False,taylorizing/options.studies
|
||||
PortfolioAnalytics,R > Financial Instruments and Pricing,2021-05-09,https://github.com/braverock/PortfolioAnalytics,"Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.",True,False,braverock/PortfolioAnalytics
|
||||
PortfolioAnalytics,R > Financial Instruments and Pricing,2022-11-13,https://github.com/braverock/PortfolioAnalytics,"Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.",True,False,braverock/PortfolioAnalytics
|
||||
fmbasics,R > Financial Instruments and Pricing,2019-12-03,https://github.com/imanuelcostigan/fmbasics,Financial Market Building Blocks.,True,False,imanuelcostigan/fmbasics
|
||||
R-fixedincome,R > Financial Instruments and Pricing,2022-05-11,https://github.com/wilsonfreitas/R-fixedincome,Fixed income tools for R.,True,False,wilsonfreitas/R-fixedincome
|
||||
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,2022-05-22,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR
|
||||
TTR,R > Trading,2023-07-04,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,2022-04-04,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,2021-03-05,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
|
||||
PerformanceAnalytics,R > Risk Analysis,2022-01-07,https://github.com/braverock/PerformanceAnalytics,Econometric tools for performance and risk analysis.,True,False,braverock/PerformanceAnalytics
|
||||
FactorAnalytics,R > Factor Analysis,2022-03-26,https://github.com/braverock/FactorAnalytics,"The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.",True,False,braverock/FactorAnalytics
|
||||
Expected Returns,R > Factor Analysis,2022-03-27,https://github.com/JustinMShea/ExpectedReturns,"Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.",True,False,JustinMShea/ExpectedReturns
|
||||
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
|
||||
PerformanceAnalytics,R > Risk Analysis,2023-03-29,https://github.com/braverock/PerformanceAnalytics,Econometric tools for performance and risk analysis.,True,False,braverock/PerformanceAnalytics
|
||||
FactorAnalytics,R > Factor Analysis,2023-04-04,https://github.com/braverock/FactorAnalytics,"The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.",True,False,braverock/FactorAnalytics
|
||||
Expected Returns,R > Factor Analysis,2023-07-12,https://github.com/JustinMShea/ExpectedReturns,"Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.",True,False,JustinMShea/ExpectedReturns
|
||||
tseries,R > Time Series,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
|
||||
fGarch,R > Time Series,,https://cran.r-project.org/web/packages/fGarch/index.html,Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.,False,True,
|
||||
timeSeries,R > Time Series,,https://cran.r-project.org/web/packages/timeSeries/index.html,Rmetrics - Financial Time Series Objects.,False,True,
|
||||
rugarch,R > Time Series,2022-04-19,https://github.com/alexiosg/rugarch,Univariate GARCH Models.,True,False,alexiosg/rugarch
|
||||
rugarch,R > Time Series,2023-07-16,https://github.com/alexiosg/rugarch,Univariate GARCH Models.,True,False,alexiosg/rugarch
|
||||
rmgarch,R > Time Series,2022-03-05,https://github.com/alexiosg/rmgarch,Multivariate GARCH Models.,True,False,alexiosg/rmgarch
|
||||
tidypredict,R > Time Series,2021-09-28,https://github.com/edgararuiz/tidypredict,Run predictions inside the database <https://tidypredict.netlify.com/>.,True,False,edgararuiz/tidypredict
|
||||
tidyquant,R > Time Series,2022-05-20,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
|
||||
timetk,R > Time Series,2022-05-31,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
|
||||
tibbletime,R > Time Series,2021-02-18,https://github.com/business-science/tibbletime,"Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.",True,False,business-science/tibbletime
|
||||
matrixprofile,R > Time Series,2021-06-26,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
|
||||
garchmodels,R > Time Series,2021-08-10,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
|
||||
tidyquant,R > Time Series,2023-03-31,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
|
||||
timetk,R > Time Series,2023-03-30,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
|
||||
tibbletime,R > Time Series,2023-01-24,https://github.com/business-science/tibbletime,"Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.",True,False,business-science/tibbletime
|
||||
matrixprofile,R > Time Series,2022-11-25,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
|
||||
garchmodels,R > Time Series,2022-08-11,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
|
||||
timeDate,R > Calendars,,https://cran.r-project.org/web/packages/timeDate/index.html,Chronological and Calendar Objects,False,True,
|
||||
bizdays,R > Calendars,2022-05-10,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
|
||||
QUANTAXIS,Matlab > FrameWorks,2022-05-18,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
|
||||
bizdays,R > Calendars,2023-03-26,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
|
||||
QUANTAXIS,Matlab > FrameWorks,2023-01-10,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
|
||||
QuantLib.jl,Julia,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,pazzo83/QuantLib.jl
|
||||
Ito.jl,Julia,2017-03-21,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,aviks/Ito.jl
|
||||
TALib.jl,Julia,2017-08-22,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,femtotrader/TALib.jl
|
||||
Miletus.jl,Julia,2021-03-06,https://github.com/JuliaComputing/Miletus.jl,"A financial contract definition, modeling language, and valuation framework.",True,False,JuliaComputing/Miletus.jl
|
||||
Miletus.jl,Julia,2023-05-20,https://github.com/JuliaComputing/Miletus.jl,"A financial contract definition, modeling language, and valuation framework.",True,False,JuliaComputing/Miletus.jl
|
||||
Temporal.jl,Julia,2021-12-28,https://github.com/dysonance/Temporal.jl,Flexible and efficient time series class & methods.,True,False,dysonance/Temporal.jl
|
||||
Indicators.jl,Julia,2021-12-28,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,dysonance/Indicators.jl
|
||||
Indicators.jl,Julia,2022-12-06,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,dysonance/Indicators.jl
|
||||
Strategems.jl,Julia,2021-04-06,https://github.com/dysonance/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,dysonance/Strategems.jl
|
||||
TimeSeries.jl,Julia,2022-01-11,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,JuliaStats/TimeSeries.jl
|
||||
TimeSeries.jl,Julia,2023-05-17,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,JuliaStats/TimeSeries.jl
|
||||
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,2022-04-19,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.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
|
||||
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,2021-10-11,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
|
||||
ta4j,Java,2023-07-20,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,2020-10-09,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,2022-06-04,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,2022-06-03,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,2022-06-04,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
|
||||
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
|
||||
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
|
||||
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
|
||||
hqfl,Haskell,2018-10-03,https://github.com/co-category/hqfl,Haskell Quantitative Finance Library.,True,False,co-category/hqfl
|
||||
Haxcel,Haskell,2020-09-01,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell.,True,False,MarcusRainbow/Haxcel
|
||||
Haxcel,Haskell,2022-09-13,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell.,True,False,MarcusRainbow/Haxcel
|
||||
Ffinar,Haskell,2021-11-26,https://github.com/MarcusRainbow/Ffinar,A financial maths library in Haskell.,True,False,MarcusRainbow/Ffinar
|
||||
QuantScale,Scala,2014-01-14,https://github.com/choucrifahed/quantscale,Scala Quantitative Finance Library.,True,False,choucrifahed/quantscale
|
||||
Scala Quant,Scala,2017-05-06,https://github.com/frankcash/Scala-Quant,Scala library for working with stock data from IFTTT recipes or Google Finance.,True,False,frankcash/Scala-Quant
|
||||
Jiji,Ruby,2019-01-22,https://github.com/unageanu/jiji2,Open Source Forex algorithmic trading framework using OANDA REST API.,True,False,unageanu/jiji2
|
||||
Tai,Elixir/Erlang,2022-06-02,https://github.com/fremantle-capital/tai,"Open Source composable, real time, market data and trade execution toolkit.",True,False,fremantle-capital/tai
|
||||
Workbench,Elixir/Erlang,2022-06-01,https://github.com/fremantle-industries/workbench,From Idea to Execution - Manage your trading operation across a globally distributed cluster,True,False,fremantle-industries/workbench
|
||||
Prop,Elixir/Erlang,2022-06-01,https://github.com/fremantle-industries/prop,"An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.",True,False,fremantle-industries/prop
|
||||
Tai,Elixir/Erlang,2022-10-04,https://github.com/fremantle-capital/tai,"Open Source composable, real time, market data and trade execution toolkit.",True,False,fremantle-capital/tai
|
||||
Workbench,Elixir/Erlang,2022-06-06,https://github.com/fremantle-industries/workbench,From Idea to Execution - Manage your trading operation across a globally distributed cluster,True,False,fremantle-industries/workbench
|
||||
Prop,Elixir/Erlang,2022-06-06,https://github.com/fremantle-industries/prop,"An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.",True,False,fremantle-industries/prop
|
||||
Kelp,Golang,2021-11-26,https://github.com/stellar/kelp,Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).,True,False,stellar/kelp
|
||||
marketstore,Golang,2022-06-03,https://github.com/alpacahq/marketstore,DataFrame Server for Financial Timeseries Data.,True,False,alpacahq/marketstore
|
||||
IndicatorGo,Golang,2022-06-04,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicator
|
||||
TradeFrame,CPP,2022-01-03,https://github.com/rburkholder/trade-frame,C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,rburkholder/trade-frame
|
||||
marketstore,Golang,2022-11-07,https://github.com/alpacahq/marketstore,DataFrame Server for Financial Timeseries Data.,True,False,alpacahq/marketstore
|
||||
IndicatorGo,Golang,2023-06-22,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicator
|
||||
TradeFrame,CPP,2023-06-19,https://github.com/rburkholder/trade-frame,C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,rburkholder/trade-frame
|
||||
QuantLib,Frameworks,,https://www.quantlib.org,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,False,False,
|
||||
JQuantLib,Frameworks,,http://www.jquantlib.org,Java port.,False,False,
|
||||
RQuantLib,Frameworks,,http://dirk.eddelbuettel.com/code/rquantlib.html,R port.,False,False,
|
||||
QuantLibAddin,Frameworks,,https://www.quantlib.org/quantlibaddin/,Excel support.,False,False,
|
||||
QuantLibXL,Frameworks,,https://www.quantlib.org/quantlibxl/,Excel support.,False,False,
|
||||
QLNet,Frameworks,2022-05-23,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet
|
||||
PyQL,Frameworks,2022-05-17,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
|
||||
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
|
||||
QuantLib.jl,Frameworks,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,pazzo83/QuantLib.jl
|
||||
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,2022-06-03,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,2022-04-29,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,2021-09-26,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
|
||||
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
|
||||
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
|
||||
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",2021-11-29,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
|
||||
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
|
||||
quant,"Reproducing Works, Training & Books",2015-07-14,https://github.com/paulperry/quant,"Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.",True,False,paulperry/quant
|
||||
fecon235,"Reproducing Works, Training & Books",2018-12-03,https://github.com/rsvp/fecon235,Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.,True,False,rsvp/fecon235
|
||||
Quantitative-Notebooks,"Reproducing Works, Training & Books",2020-07-02,https://github.com/LongOnly/Quantitative-Notebooks,"Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy",True,False,LongOnly/Quantitative-Notebooks
|
||||
QuantEcon,"Reproducing Works, Training & Books",,https://quantecon.org/,"Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks",False,False,
|
||||
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",2022-05-06,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",2022-06-04,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
|
||||
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",2023-07-22,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",2022-05-18,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,cerlymarco/MEDIUM_NoteBook
|
||||
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
|
||||
MarketAnalysis,"Reproducing Works, Training & Books",2020-08-06,https://github.com/Poseyy/MarketAnalysis,Implementing many different methods and popular analysis tools in Python.,True,False,Poseyy/MarketAnalysis
|
||||
IPythonScripts,"Reproducing Works, Training & Books",2018-11-18,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,mgroncki/IPythonScripts
|
||||
Computational-Finance-Course,"Reproducing Works, Training & Books",2021-10-12,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,LechGrzelak/Computational-Finance-Course
|
||||
Machine-Learning-for-Asset-Managers,"Reproducing Works, Training & Books",2021-09-01,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",2022-05-26,https://github.com/PacktPublishing/Python-for-Finance-Cookbook,"Python for Finance Cookbook, published by Packt.",True,False,PacktPublishing/Python-for-Finance-Cookbook
|
||||
Computational-Finance-Course,"Reproducing Works, Training & Books",2023-01-03,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,LechGrzelak/Computational-Finance-Course
|
||||
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",2022-05-13,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",2021-08-08,https://github.com/yhilpisch/py4fi2nd,"Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.",True,False,yhilpisch/py4fi2nd
|
||||
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
|
||||
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
|
||||
dawp,"Reproducing Works, Training & Books",2021-02-22,https://github.com/yhilpisch/dawp,Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.,True,False,yhilpisch/dawp
|
||||
dx,"Reproducing Works, Training & Books",2020-12-17,https://github.com/yhilpisch/dx,DX Analytics | Financial and Derivatives Analytics with Python.,True,False,yhilpisch/dx
|
||||
QuantFinanceBook,"Reproducing Works, Training & Books",2021-03-10,https://github.com/LechGrzelak/QuantFinanceBook,Quantitative Finance book.,True,False,LechGrzelak/QuantFinanceBook
|
||||
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",2022-06-01,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",2021-08-19,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
|
||||
Barter,Rust,2022-10-18,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
|
||||
RustQuant,Rust,2023-06-16,https://github.com/avhz/RustQuant,A Rust library for quantitative finance.,True,False,avhz/RustQuant
|
||||
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
|
||||
|
||||
|
-335
@@ -1,335 +0,0 @@
|
||||
| project | section | last_commit | url | description | github | cran | repo |
|
||||
|:-------------------------------------------|:-----------------------------------------------|:--------------|:-----------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:---------|:-------|:----------------------------------------------------|
|
||||
| numpy | Python > Numerical Libraries & Data Structures | | https://www.numpy.org | NumPy is the fundamental package for scientific computing with Python. | False | False | |
|
||||
| scipy | Python > Numerical Libraries & Data Structures | | https://www.scipy.org | SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. | False | False | |
|
||||
| pandas | Python > Numerical Libraries & Data Structures | | https://pandas.pydata.org | pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. | False | False | |
|
||||
| quantdsl | Python > Numerical Libraries & Data Structures | 2017-10-26 | https://github.com/johnbywater/quantdsl | Domain specific language for quantitative analytics in finance and trading. | True | False | johnbywater/quantdsl |
|
||||
| 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 | 2022-05-17 | 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 | 2016-05-17 | 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 |
|
||||
| Finance-Python | Python > Financial Instruments and Pricing | 2021-12-26 | https://github.com/alpha-miner/Finance-Python | Python tools for Finance. | True | False | alpha-miner/Finance-Python |
|
||||
| ffn | Python > Financial Instruments and Pricing | 2022-06-01 | https://github.com/pmorissette/ffn | A financial function library for Python. | True | False | pmorissette/ffn |
|
||||
| pynance | Python > Financial Instruments and Pricing | 2021-02-03 | https://github.com/GriffinAustin/pynance | Lightweight Python library for assembling and analysing financial data. | True | False | GriffinAustin/pynance |
|
||||
| tia | Python > Financial Instruments and Pricing | 2017-06-05 | https://github.com/bpsmith/tia | Toolkit for integration and analysis. | True | False | bpsmith/tia |
|
||||
| hasura/base-python-dash | Python > Financial Instruments and Pricing | | https://platform.hasura.io/hub/projects/hasura/base-python-dash | Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python. | False | False | |
|
||||
| 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 | 2022-03-20 | 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 | 2022-05-31 | 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 | 2021-06-16 | 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 | 2022-05-31 | 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 | 2021-06-07 | 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 |
|
||||
| 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 | 2021-10-19 | 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 | 2022-05-29 | 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 | 2022-05-03 | https://github.com/Blankly-Finance/Blankly | Fully integrated backtesting, paper trading, and live deployment. | True | False | Blankly-Finance/Blankly |
|
||||
| TA-Lib | Python > Trading & Backtesting | 2022-05-27 | 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 |
|
||||
| analyzer | Python > Trading & Backtesting | 2015-12-22 | https://github.com/llazzaro/analyzer | Python framework for real-time financial and backtesting trading strategies. | True | False | llazzaro/analyzer |
|
||||
| bt | Python > Trading & Backtesting | 2022-05-26 | https://github.com/pmorissette/bt | Flexible Backtesting for Python. | True | False | pmorissette/bt |
|
||||
| backtrader | Python > Trading & Backtesting | 2021-07-17 | https://github.com/backtrader/backtrader | Python Backtesting library for trading strategies. | True | False | backtrader/backtrader |
|
||||
| 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 | 2018-08-21 | https://github.com/gbeced/pyalgotrade | Python Algorithmic Trading Library. | True | False | gbeced/pyalgotrade |
|
||||
| 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 | 2022-01-31 | 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 | 2022-04-24 | https://github.com/bukosabino/ta | Technical Analysis Library using Pandas (Python) | True | False | bukosabino/ta |
|
||||
| algobroker | Python > Trading & Backtesting | 2016-03-31 | https://github.com/joequant/algobroker | This is an execution engine for algo trading. | True | False | joequant/algobroker |
|
||||
| pysentosa | Python > Trading & Backtesting | | https://pypi.org/project/pysentosa/ | Python API for sentosa trading system. | False | False | |
|
||||
| finmarketpy | Python > Trading & Backtesting | 2022-04-05 | 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 | 2022-05-27 | 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 |
|
||||
| moonshot | Python > Trading & Backtesting | 2022-05-25 | https://github.com/quantrocket-llc/moonshot | Vectorized backtester and trading engine for QuantRocket based on Pandas. | True | False | quantrocket-llc/moonshot |
|
||||
| PyPortfolioOpt | Python > Trading & Backtesting | 2022-05-22 | https://github.com/robertmartin8/PyPortfolioOpt | Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. | True | False | robertmartin8/PyPortfolioOpt |
|
||||
| Eiten | Python > Trading & Backtesting | 2020-09-21 | https://github.com/tradytics/eiten | Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios. | True | False | tradytics/eiten |
|
||||
| riskparity.py | Python > Trading & Backtesting | 2022-05-31 | https://github.com/dppalomar/riskparity.py | fast and scalable design of risk parity portfolios with TensorFlow 2.0 | True | False | dppalomar/riskparity.py |
|
||||
| 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 | 2022-01-08 | 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 | 2022-05-28 | https://github.com/fja05680/pinkfish | A backtester and spreadsheet library for security analysis. | True | False | fja05680/pinkfish |
|
||||
| aat | Python > Trading & Backtesting | 2022-03-27 | 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 | 2022-05-02 | 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 | 2022-05-31 | 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 | 2022-04-21 | https://github.com/jankrepl/deepdow | Portfolio optimization with deep learning | True | False | jankrepl/deepdow |
|
||||
| Qlib | Python > Trading & Backtesting | 2022-05-31 | 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 | 2022-04-29 | 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 | 2022-04-23 | 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 | 2022-05-23 | https://github.com/jesse-ai/jesse | An advanced crypto trading bot written in Python | True | False | jesse-ai/jesse |
|
||||
| rqalpha | Python > Trading & Backtesting | 2022-05-16 | 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 | 2022-06-04 | 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 | 2022-06-01 | 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 | 2022-05-23 | 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 | 2022-06-02 | 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 | 2022-05-01 | 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 | 2022-04-11 | 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 | 2022-06-03 | 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 | 2022-05-21 | 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 | 2022-06-03 | https://github.com/QuantConnect/Lean | Lean Algorithmic Trading Engine by QuantConnect (Python, C#). | True | False | QuantConnect/Lean |
|
||||
| fast-trade | Python > Trading & Backtesting | 2022-05-01 | https://github.com/jrmeier/fast-trade | Low code backtesting library utilizing pandas and technical analysis indicators. | True | False | jrmeier/fast-trade |
|
||||
| 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 |
|
||||
| finance | Python > Risk Analysis | | https://pypi.org/project/finance/ | Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. | False | False | |
|
||||
| qfrm | Python > Risk Analysis | | https://pypi.org/project/qfrm/ | Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. | False | False | |
|
||||
| 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 | 2021-12-22 | https://github.com/Marigold/universal-portfolios | Collection of algorithms for online portfolio selection. | True | False | Marigold/universal-portfolios |
|
||||
| FinQuant | Python > Risk Analysis | 2020-05-03 | https://github.com/fmilthaler/FinQuant | A program for financial portfolio management, analysis and optimisation. | True | False | fmilthaler/FinQuant |
|
||||
| Empyrial | Python > Risk Analysis | 2022-05-22 | https://github.com/ssantoshp/Empyrial | Portfolio's risk and performance analytics and returns predictions. | True | False | ssantoshp/Empyrial |
|
||||
| risktools | Python > Risk Analysis | 2022-01-16 | 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 | 2022-05-22 | 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 | 2021-01-02 | https://github.com/Heerozh/spectre | GPU-accelerated Factors analysis library and Backtester | True | False | Heerozh/spectre |
|
||||
| ARCH | Python > Time Series | 2022-04-28 | 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 | 2021-12-21 | 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 | 2022-05-25 | 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 | 2021-08-25 | 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 | 2022-06-01 | 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 | 2022-06-03 | https://github.com/awslabs/gluon-ts | vProbabilistic time series modeling in Python. | True | False | awslabs/gluon-ts |
|
||||
| exchange_calendars | Python > Calendars | 2022-06-01 | https://github.com/gerrymanoim/exchange_calendars | Stock Exchange Trading Calendars. | True | False | gerrymanoim/exchange_calendars |
|
||||
| bizdays | Python > Calendars | 2022-01-20 | https://github.com/wilsonfreitas/python-bizdays | Business days calculations and utilities. | True | False | wilsonfreitas/python-bizdays |
|
||||
| pandas_market_calendars | Python > Calendars | 2022-05-28 | 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 | 2022-01-30 | https://github.com/ranaroussi/yfinance | Yahoo! Finance market data downloader (+faster Pandas Datareader) | True | False | ranaroussi/yfinance |
|
||||
| findatapy | Python > Data Sources | 2022-05-20 | 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 | 2022-03-16 | 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 |
|
||||
| pandas-finance | Python > Data Sources | 2021-08-08 | https://github.com/davidastephens/pandas-finance | High level API for access to and analysis of financial data. | True | False | davidastephens/pandas-finance |
|
||||
| pyhoofinance | Python > Data Sources | 2016-10-07 | https://github.com/innes213/pyhoofinance | Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis. | True | False | innes213/pyhoofinance |
|
||||
| yfinanceapi | Python > Data Sources | 2020-05-26 | https://github.com/Karthik005/yfinanceapi | Finance API for Python. | True | False | Karthik005/yfinanceapi |
|
||||
| yql-finance | Python > Data Sources | 2015-08-29 | https://github.com/slawek87/yql-finance | yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL). | True | False | slawek87/yql-finance |
|
||||
| ystockquote | Python > Data Sources | 2017-03-10 | https://github.com/cgoldberg/ystockquote | Retrieve stock quote data from Yahoo Finance. | True | False | cgoldberg/ystockquote |
|
||||
| wallstreet | Python > Data Sources | 2022-02-12 | https://github.com/mcdallas/wallstreet | Real time stock and option data. | True | False | mcdallas/wallstreet |
|
||||
| stock_extractor | Python > Data Sources | 2016-09-10 | https://github.com/ZachLiuGIS/stock_extractor | General Purpose Stock Extractors from Online Resources. | True | False | ZachLiuGIS/stock_extractor |
|
||||
| Stockex | Python > Data Sources | 2021-09-15 | https://github.com/cttn/Stockex | Python wrapper for Yahoo! Finance API. | True | False | cttn/Stockex |
|
||||
| finsymbols | Python > Data Sources | 2017-07-23 | https://github.com/skillachie/finsymbols | Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ. | True | False | skillachie/finsymbols |
|
||||
| FRB | Python > Data Sources | 2018-12-22 | https://github.com/avelkoski/FRB | Python Client for FRED® API. | True | False | avelkoski/FRB |
|
||||
| inquisitor | Python > Data Sources | 2019-10-10 | https://github.com/econdb/inquisitor | Python Interface to Econdb.com API. | True | False | econdb/inquisitor |
|
||||
| yfi | Python > Data Sources | 2016-02-12 | https://github.com/nickelkr/yfi | Yahoo! YQL library. | True | False | nickelkr/yfi |
|
||||
| chinesestockapi | Python > Data Sources | | https://pypi.org/project/chinesestockapi/ | Python API to get Chinese stock price. | False | False | |
|
||||
| exchange | Python > Data Sources | 2015-07-07 | https://github.com/akarat/exchange | Get current exchange rate. | True | False | akarat/exchange |
|
||||
| ticks | Python > Data Sources | 2016-01-08 | https://github.com/jamescnowell/ticks | Simple command line tool to get stock ticker data. | True | False | jamescnowell/ticks |
|
||||
| pybbg | Python > Data Sources | 2015-01-20 | https://github.com/bpsmith/pybbg | Python interface to Bloomberg COM APIs. | True | False | bpsmith/pybbg |
|
||||
| ccy | Python > Data Sources | 2021-01-09 | https://github.com/lsbardel/ccy | Python module for currencies. | True | False | lsbardel/ccy |
|
||||
| tushare | Python > Data Sources | | https://pypi.org/project/tushare/ | A utility for crawling historical and Real-time Quotes data of China stocks. | False | False | |
|
||||
| jsm | Python > Data Sources | | https://pypi.org/project/jsm/ | Get the japanese stock market data. | False | False | |
|
||||
| cn_stock_src | Python > Data Sources | 2016-02-29 | https://github.com/jealous/cn_stock_src | Utility for retrieving basic China stock data from different sources. | True | False | jealous/cn_stock_src |
|
||||
| coinmarketcap | Python > Data Sources | 2021-02-12 | https://github.com/barnumbirr/coinmarketcap | Python API for coinmarketcap. | True | False | barnumbirr/coinmarketcap |
|
||||
| after-hours | Python > Data Sources | 2020-06-22 | https://github.com/datawrestler/after-hours | Obtain pre market and after hours stock prices for a given symbol. | True | False | datawrestler/after-hours |
|
||||
| bronto-python | Python > Data Sources | | https://pypi.org/project/bronto-python/ | Bronto API Integration for Python. | False | False | |
|
||||
| pytdx | Python > Data Sources | 2020-04-15 | https://github.com/rainx/pytdx | Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. | True | False | rainx/pytdx |
|
||||
| pdblp | Python > Data Sources | 2022-05-28 | https://github.com/matthewgilbert/pdblp | A simple interface to integrate pandas and the Bloomberg Open API. | True | False | matthewgilbert/pdblp |
|
||||
| tiingo | Python > Data Sources | 2022-05-21 | https://github.com/hydrosquall/tiingo-python | Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. | True | False | hydrosquall/tiingo-python |
|
||||
| iexfinance | Python > Data Sources | 2021-01-02 | https://github.com/addisonlynch/iexfinance | Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. | True | False | addisonlynch/iexfinance |
|
||||
| pyEX | Python > Data Sources | 2022-06-03 | 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 | 2022-06-02 | 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 | 2022-06-04 | 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 | 2021-02-26 | https://github.com/dpguthrie/yahooquery | Python interface for retrieving data through unofficial Yahoo Finance API. | True | False | dpguthrie/yahooquery |
|
||||
| investpy | Python > Data Sources | 2022-03-28 | 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 |
|
||||
| bbgbridge | Python > Data Sources | 2020-01-07 | https://github.com/ran404/bbgbridge | Easy to use Bloomberg Desktop API wrapper for Python. | True | False | ran404/bbgbridge |
|
||||
| alpha_vantage | Python > Data Sources | 2021-06-14 | https://github.com/RomelTorres/alpha_vantage | A python wrapper for Alpha Vantage API for financial data. | True | False | RomelTorres/alpha_vantage |
|
||||
| FinanceDataReader | Python > Data Sources | 2022-03-28 | 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 | 2022-02-23 | 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 | 2022-04-01 | https://github.com/wilsonfreitas/python-bcb | Python interface to Brazilian Central Bank web services. | True | False | wilsonfreitas/python-bcb |
|
||||
| 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 |
|
||||
| xlsxwriter | Python > Excel Integration | | https://xlsxwriter.readthedocs.io/ | Write files in the Excel 2007+ XLSX file format. | False | False | |
|
||||
| xlwt | Python > Excel Integration | 2018-09-16 | https://github.com/python-excel/xlwt | Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. | True | False | python-excel/xlwt |
|
||||
| DataNitro | Python > Excel Integration | | https://datanitro.com/ | DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. | False | False | |
|
||||
| xlloop | Python > Excel Integration | | http://xlloop.sourceforge.net | XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). | False | False | |
|
||||
| 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 | 2022-05-29 | https://github.com/man-group/dtale | Visualizer for pandas dataframes and xarray datasets. | True | False | man-group/dtale |
|
||||
| mplfinance | Python > Visualization | 2022-05-25 | https://github.com/matplotlib/mplfinance | matplotlib utilities for the visualization, and visual analysis, of financial data. | True | False | matplotlib/mplfinance |
|
||||
| finplot | Python > Visualization | 2022-05-23 | https://github.com/highfestiva/finplot | Performant and effortless finance plotting for Python. | True | False | highfestiva/finplot |
|
||||
| finvizfinance | Python > Visualization | 2022-05-07 | https://github.com/lit26/finvizfinance | Finviz analysis python library. | True | False | lit26/finvizfinance |
|
||||
| xts | R > Numerical Libraries & Data Structures | 2022-05-23 | 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 | 2022-03-16 | 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 | |
|
||||
| tseries | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tseries/index.html | Time Series Analysis and Computational Finance. | False | True | |
|
||||
| zoo | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/zoo/index.html | S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). | False | True | |
|
||||
| tis | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tis/index.html | Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies. | False | True | |
|
||||
| tfplot | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tfplot/index.html | Utilities for simple manipulation and quick plotting of time series data. | False | True | |
|
||||
| tframe | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tframe/index.html | A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. | False | True | |
|
||||
| IBrokers | R > Data Sources | | https://cran.r-project.org/web/packages/IBrokers/index.html | Provides native R access to Interactive Brokers Trader Workstation API. | False | True | |
|
||||
| Rblpapi | R > Data Sources | 2022-02-23 | https://github.com/Rblp/Rblpapi | An R Interface to 'Bloomberg' is provided via the 'Blp API'. | True | False | Rblp/Rblpapi |
|
||||
| Quandl | R > Data Sources | | https://www.quandl.com/tools/r | Get Financial Data Directly Into R. | False | False | |
|
||||
| Rbitcoin | R > Data Sources | 2016-10-25 | https://github.com/jangorecki/Rbitcoin | Unified markets API interface (bitstamp, kraken, btce, bitmarket). | True | False | jangorecki/Rbitcoin |
|
||||
| GetTDData | R > Data Sources | 2022-05-11 | https://github.com/msperlin/GetTDData | Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. | True | False | msperlin/GetTDData |
|
||||
| GetHFData | R > Data Sources | 2020-06-30 | https://github.com/msperlin/GetHFData | Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. | True | False | msperlin/GetHFData |
|
||||
| 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 | 2022-02-03 | https://github.com/eddelbuettel/td | Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. | True | False | eddelbuettel/td |
|
||||
| rbcb | R > Data Sources | 2022-05-17 | https://github.com/wilsonfreitas/rbcb | R interface to Brazilian Central Bank web services. | True | False | wilsonfreitas/rbcb |
|
||||
| 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 | |
|
||||
| fAsianOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fAsianOptions/index.html | EBM and Asian Option Valuation. | False | True | |
|
||||
| fAssets | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fAssets/index.html | Analysing and Modelling Financial Assets. | False | True | |
|
||||
| fBasics | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fBasics/index.html | Markets and Basic Statistics. | False | True | |
|
||||
| fBonds | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fBonds/index.html | Bonds and Interest Rate Models. | False | True | |
|
||||
| fExoticOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fExoticOptions/index.html | Exotic Option Valuation. | False | True | |
|
||||
| fOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fOptions/index.html | Pricing and Evaluating Basic Options. | False | True | |
|
||||
| fPortfolio | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fPortfolio/index.html | Portfolio Selection and Optimization. | False | True | |
|
||||
| portfolio | R > Financial Instruments and Pricing | 2021-07-09 | https://github.com/dgerlanc/portfolio | Analysing equity portfolios. | True | False | dgerlanc/portfolio |
|
||||
| sparseIndexTracking | R > Financial Instruments and Pricing | 2019-06-13 | https://github.com/dppalomar/sparseIndexTracking | Portfolio design to track an index. | True | False | dppalomar/sparseIndexTracking |
|
||||
| covFactorModel | R > Financial Instruments and Pricing | 2019-03-25 | https://github.com/dppalomar/covFactorModel | Covariance matrix estimation via factor models. | True | False | dppalomar/covFactorModel |
|
||||
| riskParityPortfolio | R > Financial Instruments and Pricing | 2022-02-10 | https://github.com/dppalomar/riskParityPortfolio | Blazingly fast design of risk parity portfolios. | True | False | dppalomar/riskParityPortfolio |
|
||||
| sde | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/sde/index.html | Simulation and Inference for Stochastic Differential Equations. | False | True | |
|
||||
| YieldCurve | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/YieldCurve/index.html | Modelling and estimation of the yield curve. | False | True | |
|
||||
| SmithWilsonYieldCurve | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html | Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates. | False | True | |
|
||||
| ycinterextra | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/ycinterextra/index.html | Yield curve or zero-coupon prices interpolation and extrapolation. | False | True | |
|
||||
| AmericanCallOpt | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/AmericanCallOpt/index.html | This package includes pricing function for selected American call options with underlying assets that generate payouts. | False | True | |
|
||||
| VarSwapPrice | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/VarSwapPrice/index.html | Pricing a variance swap on an equity index. | False | True | |
|
||||
| RND | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/RND/index.html | Risk Neutral Density Extraction Package. | False | True | |
|
||||
| LSMonteCarlo | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/LSMonteCarlo/index.html | American options pricing with Least Squares Monte Carlo method. | False | True | |
|
||||
| OptHedging | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/OptHedging/index.html | Estimation of value and hedging strategy of call and put options. | False | True | |
|
||||
| tvm | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/tvm/index.html | Time Value of Money Functions. | False | True | |
|
||||
| OptionPricing | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/OptionPricing/index.html | Option Pricing with Efficient Simulation Algorithms. | False | True | |
|
||||
| credule | R > Financial Instruments and Pricing | 2015-08-05 | https://github.com/blenezet/credule | Credit Default Swap Functions. | True | False | blenezet/credule |
|
||||
| derivmkts | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/derivmkts/index.html | Functions and R Code to Accompany Derivatives Markets. | False | True | |
|
||||
| FinCal | R > Financial Instruments and Pricing | 2017-04-12 | https://github.com/felixfan/FinCal | Package for time value of money calculation, time series analysis and computational finance. | True | False | felixfan/FinCal |
|
||||
| r-quant | R > Financial Instruments and Pricing | 2014-02-19 | https://github.com/artyyouth/r-quant | R code for quantitative analysis in finance. | True | False | artyyouth/r-quant |
|
||||
| options.studies | R > Financial Instruments and Pricing | 2015-12-17 | https://github.com/taylorizing/options.studies | options trading studies functions for use with options.data package and shiny. | True | False | taylorizing/options.studies |
|
||||
| PortfolioAnalytics | R > Financial Instruments and Pricing | 2021-05-09 | https://github.com/braverock/PortfolioAnalytics | Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios. | True | False | braverock/PortfolioAnalytics |
|
||||
| fmbasics | R > Financial Instruments and Pricing | 2019-12-03 | https://github.com/imanuelcostigan/fmbasics | Financial Market Building Blocks. | True | False | imanuelcostigan/fmbasics |
|
||||
| R-fixedincome | R > Financial Instruments and Pricing | 2022-05-11 | 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 | 2022-05-22 | 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 | 2022-04-04 | 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 | 2021-03-05 | 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 |
|
||||
| PerformanceAnalytics | R > Risk Analysis | 2022-01-07 | https://github.com/braverock/PerformanceAnalytics | Econometric tools for performance and risk analysis. | True | False | braverock/PerformanceAnalytics |
|
||||
| FactorAnalytics | R > Factor Analysis | 2022-03-26 | https://github.com/braverock/FactorAnalytics | The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models. | True | False | braverock/FactorAnalytics |
|
||||
| Expected Returns | R > Factor Analysis | 2022-03-27 | https://github.com/JustinMShea/ExpectedReturns | Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen. | True | False | JustinMShea/ExpectedReturns |
|
||||
| tseries | R > Time Series | | https://cran.r-project.org/web/packages/tseries/index.html | Time Series Analysis and Computational Finance. | False | True | |
|
||||
| fGarch | R > Time Series | | https://cran.r-project.org/web/packages/fGarch/index.html | Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. | False | True | |
|
||||
| timeSeries | R > Time Series | | https://cran.r-project.org/web/packages/timeSeries/index.html | Rmetrics - Financial Time Series Objects. | False | True | |
|
||||
| rugarch | R > Time Series | 2022-04-19 | https://github.com/alexiosg/rugarch | Univariate GARCH Models. | True | False | alexiosg/rugarch |
|
||||
| rmgarch | R > Time Series | 2022-03-05 | https://github.com/alexiosg/rmgarch | Multivariate GARCH Models. | True | False | alexiosg/rmgarch |
|
||||
| tidypredict | R > Time Series | 2021-09-28 | https://github.com/edgararuiz/tidypredict | Run predictions inside the database <https://tidypredict.netlify.com/>. | True | False | edgararuiz/tidypredict |
|
||||
| tidyquant | R > Time Series | 2022-05-20 | https://github.com/business-science/tidyquant | Bringing financial analysis to the tidyverse. | True | False | business-science/tidyquant |
|
||||
| timetk | R > Time Series | 2022-05-31 | https://github.com/business-science/timetk | A toolkit for working with time series in R. | True | False | business-science/timetk |
|
||||
| tibbletime | R > Time Series | 2021-02-18 | https://github.com/business-science/tibbletime | Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. | True | False | business-science/tibbletime |
|
||||
| matrixprofile | R > Time Series | 2021-06-26 | https://github.com/matrix-profile-foundation/matrixprofile | Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. | True | False | matrix-profile-foundation/matrixprofile |
|
||||
| garchmodels | R > Time Series | 2021-08-10 | https://github.com/AlbertoAlmuinha/garchmodels | A parsnip backend for GARCH models. | True | False | AlbertoAlmuinha/garchmodels |
|
||||
| timeDate | R > Calendars | | https://cran.r-project.org/web/packages/timeDate/index.html | Chronological and Calendar Objects | False | True | |
|
||||
| bizdays | R > Calendars | 2022-05-10 | https://github.com/wilsonfreitas/R-bizdays | Business days calculations and utilities | True | False | wilsonfreitas/R-bizdays |
|
||||
| QUANTAXIS | Matlab > FrameWorks | 2022-05-18 | https://github.com/yutiansut/quantaxis | Integrated Quantitative Toolbox with Matlab. | True | False | yutiansut/quantaxis |
|
||||
| QuantLib.jl | Julia | 2020-02-18 | https://github.com/pazzo83/QuantLib.jl | Quantlib implementation in pure Julia. | True | False | pazzo83/QuantLib.jl |
|
||||
| Ito.jl | Julia | 2017-03-21 | https://github.com/aviks/Ito.jl | A Julia package for quantitative finance. | True | False | aviks/Ito.jl |
|
||||
| TALib.jl | Julia | 2017-08-22 | https://github.com/femtotrader/TALib.jl | A Julia wrapper for TA-Lib. | True | False | femtotrader/TALib.jl |
|
||||
| Miletus.jl | Julia | 2021-03-06 | https://github.com/JuliaComputing/Miletus.jl | A financial contract definition, modeling language, and valuation framework. | True | False | JuliaComputing/Miletus.jl |
|
||||
| Temporal.jl | Julia | 2021-12-28 | https://github.com/dysonance/Temporal.jl | Flexible and efficient time series class & methods. | True | False | dysonance/Temporal.jl |
|
||||
| Indicators.jl | Julia | 2021-12-28 | https://github.com/dysonance/Indicators.jl | Financial market technical analysis & indicators on top of Temporal. | True | False | dysonance/Indicators.jl |
|
||||
| Strategems.jl | Julia | 2021-04-06 | https://github.com/dysonance/Strategems.jl | Quantitative systematic trading strategy development and backtesting. | True | False | dysonance/Strategems.jl |
|
||||
| TimeSeries.jl | Julia | 2022-01-11 | https://github.com/JuliaStats/TimeSeries.jl | Time series toolkit for Julia. | True | False | JuliaStats/TimeSeries.jl |
|
||||
| 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 | 2022-04-19 | 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 |
|
||||
| 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 | 2021-10-11 | 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 | 2020-10-09 | 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 | 2022-06-04 | 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 | 2022-06-03 | 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 | 2022-06-04 | 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 |
|
||||
| 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 |
|
||||
| hqfl | Haskell | 2018-10-03 | https://github.com/co-category/hqfl | Haskell Quantitative Finance Library. | True | False | co-category/hqfl |
|
||||
| Haxcel | Haskell | 2020-09-01 | https://github.com/MarcusRainbow/Haxcel | Excel Addin for Haskell. | True | False | MarcusRainbow/Haxcel |
|
||||
| Ffinar | Haskell | 2021-11-26 | https://github.com/MarcusRainbow/Ffinar | A financial maths library in Haskell. | True | False | MarcusRainbow/Ffinar |
|
||||
| QuantScale | Scala | 2014-01-14 | https://github.com/choucrifahed/quantscale | Scala Quantitative Finance Library. | True | False | choucrifahed/quantscale |
|
||||
| Scala Quant | Scala | 2017-05-06 | https://github.com/frankcash/Scala-Quant | Scala library for working with stock data from IFTTT recipes or Google Finance. | True | False | frankcash/Scala-Quant |
|
||||
| Jiji | Ruby | 2019-01-22 | https://github.com/unageanu/jiji2 | Open Source Forex algorithmic trading framework using OANDA REST API. | True | False | unageanu/jiji2 |
|
||||
| Tai | Elixir/Erlang | 2022-06-02 | https://github.com/fremantle-capital/tai | Open Source composable, real time, market data and trade execution toolkit. | True | False | fremantle-capital/tai |
|
||||
| Workbench | Elixir/Erlang | 2022-06-01 | https://github.com/fremantle-industries/workbench | From Idea to Execution - Manage your trading operation across a globally distributed cluster | True | False | fremantle-industries/workbench |
|
||||
| Prop | Elixir/Erlang | 2022-06-01 | https://github.com/fremantle-industries/prop | An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. | True | False | fremantle-industries/prop |
|
||||
| Kelp | Golang | 2021-11-26 | https://github.com/stellar/kelp | Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI). | True | False | stellar/kelp |
|
||||
| marketstore | Golang | 2022-06-03 | https://github.com/alpacahq/marketstore | DataFrame Server for Financial Timeseries Data. | True | False | alpacahq/marketstore |
|
||||
| IndicatorGo | Golang | 2022-06-04 | https://github.com/cinar/indicator | IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. | True | False | cinar/indicator |
|
||||
| TradeFrame | CPP | 2022-01-03 | https://github.com/rburkholder/trade-frame | C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. | True | False | rburkholder/trade-frame |
|
||||
| QuantLib | Frameworks | | https://www.quantlib.org | The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. | False | False | |
|
||||
| JQuantLib | Frameworks | | http://www.jquantlib.org | Java port. | False | False | |
|
||||
| RQuantLib | Frameworks | | http://dirk.eddelbuettel.com/code/rquantlib.html | R port. | False | False | |
|
||||
| QuantLibAddin | Frameworks | | https://www.quantlib.org/quantlibaddin/ | Excel support. | False | False | |
|
||||
| QuantLibXL | Frameworks | | https://www.quantlib.org/quantlibxl/ | Excel support. | False | False | |
|
||||
| QLNet | Frameworks | 2022-05-23 | https://github.com/amaggiulli/qlnet | .Net port. | True | False | amaggiulli/qlnet |
|
||||
| PyQL | Frameworks | 2022-05-17 | 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 |
|
||||
| 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 | 2022-06-03 | 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 | 2022-04-29 | 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 | 2021-09-26 | 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 |
|
||||
| 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 | 2021-11-29 | https://github.com/jasonstrimpel/volatility-trading | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. | True | False | jasonstrimpel/volatility-trading |
|
||||
| quant | Reproducing Works, Training & Books | 2015-07-14 | https://github.com/paulperry/quant | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. | True | False | paulperry/quant |
|
||||
| fecon235 | Reproducing Works, Training & Books | 2018-12-03 | https://github.com/rsvp/fecon235 | Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. | True | False | rsvp/fecon235 |
|
||||
| Quantitative-Notebooks | Reproducing Works, Training & Books | 2020-07-02 | https://github.com/LongOnly/Quantitative-Notebooks | Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy | True | False | LongOnly/Quantitative-Notebooks |
|
||||
| QuantEcon | Reproducing Works, Training & Books | | https://quantecon.org/ | Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks | False | False | |
|
||||
| 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 | 2022-05-06 | 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 | 2022-06-04 | 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 | 2022-05-18 | 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 |
|
||||
| MarketAnalysis | Reproducing Works, Training & Books | 2020-08-06 | https://github.com/Poseyy/MarketAnalysis | Implementing many different methods and popular analysis tools in Python. | True | False | Poseyy/MarketAnalysis |
|
||||
| IPythonScripts | Reproducing Works, Training & Books | 2018-11-18 | https://github.com/mgroncki/IPythonScripts | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. | True | False | mgroncki/IPythonScripts |
|
||||
| Computational-Finance-Course | Reproducing Works, Training & Books | 2021-10-12 | https://github.com/LechGrzelak/Computational-Finance-Course | Materials for the course of Computational Finance. | True | False | LechGrzelak/Computational-Finance-Course |
|
||||
| Machine-Learning-for-Asset-Managers | Reproducing Works, Training & Books | 2021-09-01 | 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 | 2022-05-26 | 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 | 2022-05-13 | 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 | 2021-08-08 | 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 |
|
||||
| dawp | Reproducing Works, Training & Books | 2021-02-22 | https://github.com/yhilpisch/dawp | Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch. | True | False | yhilpisch/dawp |
|
||||
| dx | Reproducing Works, Training & Books | 2020-12-17 | https://github.com/yhilpisch/dx | DX Analytics | Financial and Derivatives Analytics with Python. | True | False | yhilpisch/dx |
|
||||
| QuantFinanceBook | Reproducing Works, Training & Books | 2021-03-10 | 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 | 2022-06-01 | 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 | 2021-08-19 | 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 |
|
||||
| Barter | Rust | 2022-10-18 | 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 |
|
||||
@@ -0,0 +1,24 @@
|
||||
---
|
||||
title: "Projects"
|
||||
format:
|
||||
html:
|
||||
df-print: kable
|
||||
---
|
||||
|
||||
Compilation of projects providing access to the date of last commit or publication date.
|
||||
|
||||
```{r message=FALSE, warning=FALSE, echo=FALSE, table.cap="Projects"}
|
||||
#| label: tbl-projects
|
||||
#| tbl-cap: Projects
|
||||
#| results: asis
|
||||
|
||||
library(tidyverse)
|
||||
|
||||
df <- readr::read_csv("projects.csv")
|
||||
dt <- df |>
|
||||
filter(!is.na(last_commit)) |>
|
||||
mutate(project=paste0("<a href='", url, "'>", project, "</a>")) |>
|
||||
select(project, section, last_commit) |>
|
||||
arrange(desc(last_commit), section)
|
||||
htmltools::tagList(DT::datatable(dt, list(pageLength = 50, escape = FALSE)))
|
||||
```
|
||||
Reference in New Issue
Block a user