site updated

This commit is contained in:
wilsonfreitas
2023-07-23 16:56:22 -03:00
parent e409f3d05d
commit 5f86053124
29 changed files with 15521 additions and 3831 deletions
+1
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@@ -1,3 +1,4 @@
env.ps1
.vscode
/.quarto/
github.ipynb
+2 -2
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@@ -8,6 +8,8 @@ website:
left:
- href: index.qmd
text: Home
- href: projects.qmd
text: Projects
- href: CODE_OF_CONDUCT.qmd
text: Code of Conduct
@@ -17,5 +19,3 @@ format:
css: styles.css
toc: true
+2 -1
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@@ -3,7 +3,8 @@ import requests
import re
import pandas as pd
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')
url = 'https://cran.r-project.org/web/packages/xts/index.html'
+4
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@@ -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 active" href="./CODE_OF_CONDUCT.html" aria-current="page">
+4
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@@ -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">
+334
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@@ -0,0 +1,334 @@
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<a class="navbar-brand" href="./index.html">
<span class="navbar-title">Awesome Quant</span>
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<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">
<span class="menu-text">Code of Conduct</span></a>
</li>
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<div class="cell" data-execution_count="1">
<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>
<span id="cb1-2"><a href="#cb1-2" aria-hidden="true" tabindex="-1"></a><span class="im">import</span> re</span>
<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>
<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>
<span id="cb1-5"><a href="#cb1-5" aria-hidden="true" tabindex="-1"></a></span>
<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>
<span id="cb1-7"><a href="#cb1-7" aria-hidden="true" tabindex="-1"></a></span>
<span id="cb1-8"><a href="#cb1-8" aria-hidden="true" tabindex="-1"></a><span class="co"># using an access token</span></span>
<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>
</div>
<div class="cell" data-execution_count="3">
<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>
<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>
<div class="cell-output cell-output-error">
<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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+4
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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
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+4
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@@ -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
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@@ -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}
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@@ -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;
}
}
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@@ -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;
}
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}
// 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;
}
})();
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+2 -2
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@@ -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
View File
@@ -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
1 project section last_commit url description github cran repo
6 statistics Python > Numerical Libraries & Data Structures https://docs.python.org/3/library/statistics.html Builtin Python library for all basic statistical calculations. False False
7 sympy Python > Numerical Libraries & Data Structures https://www.sympy.org/ SymPy is a Python library for symbolic mathematics. False False
8 pymc3 Python > Numerical Libraries & Data Structures https://docs.pymc.io/ Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. False False
9 PyQL Python > Financial Instruments and Pricing 2022-05-17 2023-03-06 https://github.com/enthought/pyql QuantLib's Python port. True False enthought/pyql
10 pyfin Python > Financial Instruments and Pricing 2014-12-03 https://github.com/opendoor-labs/pyfin Basic options pricing in Python. [ARCHIVED] Basic options pricing in Python. *ARCHIVED* True False opendoor-labs/pyfin
11 vollib Python > Financial Instruments and Pricing 2016-05-17 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
12 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
13 Finance-Python Python > Financial Instruments and Pricing 2021-12-26 2023-01-01 https://github.com/alpha-miner/Finance-Python Python tools for Finance. True False alpha-miner/Finance-Python
14 ffn Python > Financial Instruments and Pricing 2022-06-01 2023-05-28 https://github.com/pmorissette/ffn A financial function library for Python. True False pmorissette/ffn
15 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
16 tia Python > Financial Instruments and Pricing 2017-06-05 https://github.com/bpsmith/tia Toolkit for integration and analysis. True False bpsmith/tia
17 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
18 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
19 pysabr Python > Financial Instruments and Pricing 2022-04-21 https://github.com/ynouri/pysabr SABR model Python implementation. True False ynouri/pysabr
20 FinancePy Python > Financial Instruments and Pricing 2022-03-20 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
21 gs-quant Python > Financial Instruments and Pricing 2022-05-31 2023-07-19 https://github.com/goldmansachs/gs-quant Python toolkit for quantitative finance True False goldmansachs/gs-quant
22 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
23 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
24 optlib Python > Financial Instruments and Pricing 2021-06-16 2022-11-18 https://github.com/dbrojas/optlib A library for financial options pricing written in Python. True False dbrojas/optlib
25 tf-quant-finance Python > Financial Instruments and Pricing 2022-05-31 2023-06-08 https://github.com/google/tf-quant-finance High-performance TensorFlow library for quantitative finance. True False google/tf-quant-finance
26 Q-Fin Python > Financial Instruments and Pricing 2021-06-07 2023-04-07 https://github.com/RomanMichaelPaolucci/Q-Fin A Python library for mathematical finance. True False RomanMichaelPaolucci/Q-Fin
27 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
28 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
29 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
30 finta Python > Indicators 2021-10-19 2022-07-24 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
31 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
32 lppls Python > Indicators 2022-05-29 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
33 Blankly Python > Trading & Backtesting 2022-05-03 2023-06-25 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
34 TA-Lib Python > Trading & Backtesting 2022-05-27 2023-07-19 https://github.com/mrjbq7/ta-lib Python wrapper for TA-Lib (http://ta-lib.org/). True False mrjbq7/ta-lib
35 zipline Python > Trading & Backtesting 2020-10-14 https://github.com/quantopian/zipline Pythonic algorithmic trading library. True False quantopian/zipline
36 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
37 quantitative Python > Trading & Backtesting 2019-03-03 https://github.com/jeffrey-liang/quantitative Quantitative finance, and backtesting library. True False jeffrey-liang/quantitative
38 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
39 bt Python > Trading & Backtesting 2022-05-26 2023-05-23 https://github.com/pmorissette/bt Flexible Backtesting for Python. True False pmorissette/bt
40 backtrader Python > Trading & Backtesting 2021-07-17 2023-04-19 https://github.com/backtrader/backtrader Python Backtesting library for trading strategies. True False backtrader/backtrader
41 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
42 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
43 pyalgotrade Python > Trading & Backtesting 2018-08-21 2023-03-05 https://github.com/gbeced/pyalgotrade Python Algorithmic Trading Library. True False gbeced/pyalgotrade
44 tradingWithPython Python > Trading & Backtesting https://pypi.org/project/tradingWithPython/ A collection of functions and classes for Quantitative trading. False False
45 Pandas TA Python > Trading & Backtesting 2022-01-31 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
46 ta Python > Trading & Backtesting 2022-04-24 2022-08-23 https://github.com/bukosabino/ta Technical Analysis Library using Pandas (Python) True False bukosabino/ta
47 algobroker Python > Trading & Backtesting 2016-03-31 https://github.com/joequant/algobroker This is an execution engine for algo trading. True False joequant/algobroker
48 pysentosa Python > Trading & Backtesting https://pypi.org/project/pysentosa/ Python API for sentosa trading system. False False
49 finmarketpy Python > Trading & Backtesting 2022-04-05 2023-04-26 https://github.com/cuemacro/finmarketpy Python library for backtesting trading strategies and analyzing financial markets. True False cuemacro/finmarketpy
50 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
51 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
52 zvt Python > Trading & Backtesting 2022-05-27 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
53 pylivetrader Python > Trading & Backtesting 2022-04-11 https://github.com/alpacahq/pylivetrader zipline-compatible live trading library. True False alpacahq/pylivetrader
54 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
55 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
56 moonshot Python > Trading & Backtesting 2022-05-25 2023-06-14 https://github.com/quantrocket-llc/moonshot Vectorized backtester and trading engine for QuantRocket based on Pandas. True False quantrocket-llc/moonshot
57 PyPortfolioOpt Python > Trading & Backtesting 2022-05-22 2023-05-07 https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. True False robertmartin8/PyPortfolioOpt
58 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
59 riskparity.py Python > Trading & Backtesting 2022-05-31 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
60 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
61 pyqstrat Python > Trading & Backtesting 2022-01-08 2023-04-21 https://github.com/abbass2/pyqstrat A fast, extensible, transparent python library for backtesting quantitative strategies. True False abbass2/pyqstrat
62 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
63 pinkfish Python > Trading & Backtesting 2022-05-28 2023-07-15 https://github.com/fja05680/pinkfish A backtester and spreadsheet library for security analysis. True False fja05680/pinkfish
64 aat Python > Trading & Backtesting 2022-03-27 2022-11-22 https://github.com/timkpaine/aat Async Algorithmic Trading Engine True False timkpaine/aat
65 Backtesting.py Python > Trading & Backtesting https://kernc.github.io/backtesting.py/ Backtest trading strategies in Python False False
66 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
67 quantstats Python > Trading & Backtesting 2022-05-02 2023-07-06 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
68 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
69 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
70 freqtrade Python > Trading & Backtesting 2022-05-31 2023-07-23 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
71 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
72 DeepDow Python > Trading & Backtesting 2022-04-21 2022-08-02 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
73 Qlib Python > Trading & Backtesting 2022-05-31 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
74 machine-learning-for-trading Python > Trading & Backtesting 2022-04-29 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
75 AlphaPy Python > Trading & Backtesting 2022-04-23 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
76 jesse Python > Trading & Backtesting 2022-05-23 2023-07-15 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
77 rqalpha Python > Trading & Backtesting 2022-05-16 2023-07-21 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
78 FinRL-Library Python > Trading & Backtesting 2022-06-04 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
79 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
80 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
81 OctoBot Python > Trading & Backtesting 2022-06-01 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
82 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
83 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
84 TuneTA Python > Trading & Backtesting 2022-05-23 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
85 AutoTrader Python > Trading & Backtesting 2022-06-02 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
86 fast-trade Python > Trading & Backtesting 2022-05-01 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
87 qf-lib Python > Trading & Backtesting 2022-04-11 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
88 tda-api Python > Trading & Backtesting 2022-06-03 2023-06-05 https://github.com/alexgolec/tda-api Gather data and trade equities, options, and ETFs via TDAmeritrade. True False alexgolec/tda-api
89 vectorbt Python > Trading & Backtesting 2022-05-21 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
90 Lean Python > Trading & Backtesting 2022-06-03 2023-07-21 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
91 fast-trade Python > Trading & Backtesting 2022-05-01 2023-01-31 https://github.com/jrmeier/fast-trade Low code backtesting library utilizing pandas and technical analysis indicators. True False jrmeier/fast-trade
92 pyfolio Python > Risk Analysis 2020-02-28 https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. True False quantopian/pyfolio
93 empyrical Python > Risk Analysis 2020-10-14 https://github.com/quantopian/empyrical Common financial risk and performance metrics. True False quantopian/empyrical
94 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 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
97 visualize-wealth Python > Risk Analysis 2015-06-10 https://github.com/benjaminmgross/visualize-wealth Portfolio construction and quantitative analysis. True False benjaminmgross/visualize-wealth
98 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
99 universal-portfolios Python > Risk Analysis 2021-12-22 2023-04-19 https://github.com/Marigold/universal-portfolios Collection of algorithms for online portfolio selection. True False Marigold/universal-portfolios
100 FinQuant Python > Risk Analysis 2020-05-03 2023-07-19 https://github.com/fmilthaler/FinQuant A program for financial portfolio management, analysis and optimisation. True False fmilthaler/FinQuant
101 Empyrial Python > Risk Analysis 2022-05-22 2023-07-07 https://github.com/ssantoshp/Empyrial Portfolio's risk and performance analytics and returns predictions. True False ssantoshp/Empyrial
102 risktools Python > Risk Analysis 2022-01-16 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
103 Riskfolio-Lib Python > Risk Analysis 2022-05-22 2023-06-20 https://github.com/dcajasn/Riskfolio-Lib Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. True False dcajasn/Riskfolio-Lib
104 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
105 Spectre Python > Factor Analysis 2021-01-02 2023-01-18 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
106 ARCH Python > Time Series 2022-04-28 2023-07-12 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
107 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
108 dynts Python > Time Series 2016-11-02 https://github.com/quantmind/dynts Python package for timeseries analysis and manipulation. True False quantmind/dynts
109 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
110 tsfresh Python > Time Series 2021-12-21 2023-06-30 https://github.com/blue-yonder/tsfresh Automatic extraction of relevant features from time series. True False blue-yonder/tsfresh
111 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
112 Facebook Prophet Python > Time Series 2022-05-25 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
113 tsmoothie Python > Time Series 2021-08-25 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
114 pmdarima Python > Time Series 2022-06-01 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
115 gluon-ts Python > Time Series 2022-06-03 2023-07-14 https://github.com/awslabs/gluon-ts vProbabilistic time series modeling in Python. True False awslabs/gluon-ts
116 exchange_calendars Python > Calendars 2022-06-01 2023-05-25 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
117 bizdays Python > Calendars 2022-01-20 2023-01-20 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
118 pandas_market_calendars Python > Calendars 2022-05-28 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
119 yfinance Python > Data Sources 2022-01-30 2023-07-21 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
120 findatapy Python > Data Sources 2022-05-20 2023-05-14 https://github.com/cuemacro/findatapy Python library to download market data via Bloomberg, Quandl, Yahoo etc. True False cuemacro/findatapy
121 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
122 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
123 pandas-datareader Python > Data Sources 2022-03-16 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
124 pandas-finance Python > Data Sources 2021-08-08 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
125 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
126 yfinanceapi Python > Data Sources 2020-05-26 https://github.com/Karthik005/yfinanceapi Finance API for Python. True False Karthik005/yfinanceapi
127 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
128 ystockquote Python > Data Sources 2017-03-10 https://github.com/cgoldberg/ystockquote Retrieve stock quote data from Yahoo Finance. True False cgoldberg/ystockquote
129 wallstreet Python > Data Sources 2022-02-12 2022-12-30 https://github.com/mcdallas/wallstreet Real time stock and option data. True False mcdallas/wallstreet
130 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
131 Stockex Python > Data Sources 2021-09-15 https://github.com/cttn/Stockex Python wrapper for Yahoo! Finance API. True False cttn/Stockex
132 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 exchange Python > Data Sources 2015-07-07 https://github.com/akarat/exchange Get current exchange rate. True False akarat/exchange
138 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
139 pybbg Python > Data Sources 2015-01-20 https://github.com/bpsmith/pybbg Python interface to Bloomberg COM APIs. True False bpsmith/pybbg
140 ccy Python > Data Sources 2021-01-09 2023-07-22 https://github.com/lsbardel/ccy Python module for currencies. True False lsbardel/ccy
141 tushare Python > Data Sources https://pypi.org/project/tushare/ A utility for crawling historical and Real-time Quotes data of China stocks. False False
142 jsm Python > Data Sources https://pypi.org/project/jsm/ Get the japanese stock market data. False False
143 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
144 coinmarketcap Python > Data Sources 2021-02-12 2023-05-23 https://github.com/barnumbirr/coinmarketcap Python API for coinmarketcap. True False barnumbirr/coinmarketcap
145 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
146 bronto-python Python > Data Sources https://pypi.org/project/bronto-python/ Bronto API Integration for Python. False False
147 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
148 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
149 tiingo Python > Data Sources 2022-05-21 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
150 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
151 pyEX Python > Data Sources 2022-06-03 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
152 alpaca-trade-api Python > Data Sources 2022-06-02 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
153 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
154 akshare Python > Data Sources 2022-06-04 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
155 yahooquery Python > Data Sources 2021-02-26 2023-07-18 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
156 investpy Python > Data Sources 2022-03-28 2022-10-02 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
157 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
158 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
159 alpha_vantage Python > Data Sources 2021-06-14 2022-12-25 https://github.com/RomelTorres/alpha_vantage A python wrapper for Alpha Vantage API for financial data. True False RomelTorres/alpha_vantage
160 FinanceDataReader Python > Data Sources 2022-03-28 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
161 pystlouisfed Python > Data Sources 2022-02-23 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
162 python-bcb Python > Data Sources 2022-04-01 2023-07-22 https://github.com/wilsonfreitas/python-bcb Python interface to Brazilian Central Bank web services. True False wilsonfreitas/python-bcb
163 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
164 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
165 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 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
170 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
171 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
172 D-Tale Python > Visualization 2022-05-29 2023-07-21 https://github.com/man-group/dtale Visualizer for pandas dataframes and xarray datasets. True False man-group/dtale
173 mplfinance Python > Visualization 2022-05-25 2023-06-21 https://github.com/matplotlib/mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data. True False matplotlib/mplfinance
174 finplot Python > Visualization 2022-05-23 2023-07-11 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
175 finvizfinance Python > Visualization 2022-05-07 2023-07-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
176 xts R > Numerical Libraries & Data Structures 2022-05-23 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
177 data.table R > Numerical Libraries & Data Structures 2022-03-16 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
178 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
179 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
180 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 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
184 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
185 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
186 Rblpapi R > Data Sources 2022-02-23 2022-12-02 https://github.com/Rblp/Rblpapi An R Interface to 'Bloomberg' is provided via the 'Blp API'. True False Rblp/Rblpapi
187 Quandl R > Data Sources https://www.quandl.com/tools/r Get Financial Data Directly Into R. False False
188 Rbitcoin R > Data Sources 2016-10-25 https://github.com/jangorecki/Rbitcoin Unified markets API interface (bitstamp, kraken, btce, bitmarket). True False jangorecki/Rbitcoin
189 GetTDData R > Data Sources 2022-05-11 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
190 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
191 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
192 td R > Data Sources 2022-02-03 2022-12-05 https://github.com/eddelbuettel/td Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. True False eddelbuettel/td
193 rbcb R > Data Sources 2022-05-17 2023-06-19 https://github.com/wilsonfreitas/rbcb R interface to Brazilian Central Bank web services. True False wilsonfreitas/rbcb
194 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
195 quantmod R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/quantmod/index.html Quantitative Financial Modelling Framework. False True
196 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 fOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fOptions/index.html Pricing and Evaluating Basic Options. False True
203 fPortfolio R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fPortfolio/index.html Portfolio Selection and Optimization. False True
204 portfolio R > Financial Instruments and Pricing 2021-07-09 https://github.com/dgerlanc/portfolio Analysing equity portfolios. True False dgerlanc/portfolio
205 sparseIndexTracking R > Financial Instruments and Pricing 2019-06-13 2023-05-28 https://github.com/dppalomar/sparseIndexTracking Portfolio design to track an index. True False dppalomar/sparseIndexTracking
206 covFactorModel R > Financial Instruments and Pricing 2019-03-25 https://github.com/dppalomar/covFactorModel Covariance matrix estimation via factor models. True False dppalomar/covFactorModel
207 riskParityPortfolio R > Financial Instruments and Pricing 2022-02-10 2022-11-15 https://github.com/dppalomar/riskParityPortfolio Blazingly fast design of risk parity portfolios. True False dppalomar/riskParityPortfolio
208 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
209 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
210 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 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
222 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
223 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
224 PortfolioAnalytics R > Financial Instruments and Pricing 2021-05-09 2022-11-13 https://github.com/braverock/PortfolioAnalytics Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios. True False braverock/PortfolioAnalytics
225 fmbasics R > Financial Instruments and Pricing 2019-12-03 https://github.com/imanuelcostigan/fmbasics Financial Market Building Blocks. True False imanuelcostigan/fmbasics
226 R-fixedincome R > Financial Instruments and Pricing 2022-05-11 2023-06-27 https://github.com/wilsonfreitas/R-fixedincome Fixed income tools for R. True False wilsonfreitas/R-fixedincome
227 backtest R > Trading https://cran.r-project.org/web/packages/backtest/index.html Exploring Portfolio-Based Conjectures About Financial Instruments. False True
228 pa R > Trading https://cran.r-project.org/web/packages/pa/index.html Performance Attribution for Equity Portfolios. False True
229 TTR R > Trading 2022-05-22 2023-07-04 https://github.com/joshuaulrich/TTR Technical Trading Rules. True False joshuaulrich/TTR
230 QuantTools R > Trading https://quanttools.bitbucket.io/_site/index.html Enhanced Quantitative Trading Modelling. False False
231 blotter R > Trading 2022-04-04 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
232 quantstrat R > Backtesting 2021-03-05 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
233 PerformanceAnalytics R > Risk Analysis 2022-01-07 2023-03-29 https://github.com/braverock/PerformanceAnalytics Econometric tools for performance and risk analysis. True False braverock/PerformanceAnalytics
234 FactorAnalytics R > Factor Analysis 2022-03-26 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
235 Expected Returns R > Factor Analysis 2022-03-27 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
236 tseries R > Time Series https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
237 fGarch R > Time Series https://cran.r-project.org/web/packages/fGarch/index.html Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. False True
238 timeSeries R > Time Series https://cran.r-project.org/web/packages/timeSeries/index.html Rmetrics - Financial Time Series Objects. False True
239 rugarch R > Time Series 2022-04-19 2023-07-16 https://github.com/alexiosg/rugarch Univariate GARCH Models. True False alexiosg/rugarch
240 rmgarch R > Time Series 2022-03-05 https://github.com/alexiosg/rmgarch Multivariate GARCH Models. True False alexiosg/rmgarch
241 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
242 tidyquant R > Time Series 2022-05-20 2023-03-31 https://github.com/business-science/tidyquant Bringing financial analysis to the tidyverse. True False business-science/tidyquant
243 timetk R > Time Series 2022-05-31 2023-03-30 https://github.com/business-science/timetk A toolkit for working with time series in R. True False business-science/timetk
244 tibbletime R > Time Series 2021-02-18 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
245 matrixprofile R > Time Series 2021-06-26 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
246 garchmodels R > Time Series 2021-08-10 2022-08-11 https://github.com/AlbertoAlmuinha/garchmodels A parsnip backend for GARCH models. True False AlbertoAlmuinha/garchmodels
247 timeDate R > Calendars https://cran.r-project.org/web/packages/timeDate/index.html Chronological and Calendar Objects False True
248 bizdays R > Calendars 2022-05-10 2023-03-26 https://github.com/wilsonfreitas/R-bizdays Business days calculations and utilities True False wilsonfreitas/R-bizdays
249 QUANTAXIS Matlab > FrameWorks 2022-05-18 2023-01-10 https://github.com/yutiansut/quantaxis Integrated Quantitative Toolbox with Matlab. True False yutiansut/quantaxis
250 QuantLib.jl Julia 2020-02-18 https://github.com/pazzo83/QuantLib.jl Quantlib implementation in pure Julia. True False pazzo83/QuantLib.jl
251 Ito.jl Julia 2017-03-21 https://github.com/aviks/Ito.jl A Julia package for quantitative finance. True False aviks/Ito.jl
252 TALib.jl Julia 2017-08-22 https://github.com/femtotrader/TALib.jl A Julia wrapper for TA-Lib. True False femtotrader/TALib.jl
253 Miletus.jl Julia 2021-03-06 2023-05-20 https://github.com/JuliaComputing/Miletus.jl A financial contract definition, modeling language, and valuation framework. True False JuliaComputing/Miletus.jl
254 Temporal.jl Julia 2021-12-28 https://github.com/dysonance/Temporal.jl Flexible and efficient time series class & methods. True False dysonance/Temporal.jl
255 Indicators.jl Julia 2021-12-28 2022-12-06 https://github.com/dysonance/Indicators.jl Financial market technical analysis & indicators on top of Temporal. True False dysonance/Indicators.jl
256 Strategems.jl Julia 2021-04-06 https://github.com/dysonance/Strategems.jl Quantitative systematic trading strategy development and backtesting. True False dysonance/Strategems.jl
257 TimeSeries.jl Julia 2022-01-11 2023-05-17 https://github.com/JuliaStats/TimeSeries.jl Time series toolkit for Julia. True False JuliaStats/TimeSeries.jl
258 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
259 MarketData.jl Julia 2022-04-19 2022-06-21 https://github.com/JuliaQuant/MarketData.jl Time series market data. True False JuliaQuant/MarketData.jl
260 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
261 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
262 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
263 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
264 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
265 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
266 ta4j Java 2021-10-11 2023-07-20 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
267 finance.js JavaScript 2018-10-11 https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False ebradyjobory/finance.js
268 portfolio-allocation JavaScript 2020-10-09 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
269 Ghostfolio JavaScript 2022-06-04 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
270 IndicatorTS JavaScript 2022-06-03 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
271 ccxt JavaScript 2022-06-04 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
272 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
273 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
274 hqfl Haxcel Haskell 2018-10-03 2022-09-13 https://github.com/co-category/hqfl https://github.com/MarcusRainbow/Haxcel Haskell Quantitative Finance Library. Excel Addin for Haskell. True False co-category/hqfl MarcusRainbow/Haxcel
Haxcel Haskell 2020-09-01 https://github.com/MarcusRainbow/Haxcel Excel Addin for Haskell. True False MarcusRainbow/Haxcel
275 Ffinar Haskell 2021-11-26 https://github.com/MarcusRainbow/Ffinar A financial maths library in Haskell. True False MarcusRainbow/Ffinar
276 QuantScale Scala 2014-01-14 https://github.com/choucrifahed/quantscale Scala Quantitative Finance Library. True False choucrifahed/quantscale
277 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
278 Jiji Ruby 2019-01-22 https://github.com/unageanu/jiji2 Open Source Forex algorithmic trading framework using OANDA REST API. True False unageanu/jiji2
279 Tai Elixir/Erlang 2022-06-02 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
280 Workbench Elixir/Erlang 2022-06-01 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
281 Prop Elixir/Erlang 2022-06-01 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
282 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
283 marketstore Golang 2022-06-03 2022-11-07 https://github.com/alpacahq/marketstore DataFrame Server for Financial Timeseries Data. True False alpacahq/marketstore
284 IndicatorGo Golang 2022-06-04 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
285 TradeFrame CPP 2022-01-03 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
286 QuantLib Frameworks https://www.quantlib.org The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. False False
287 JQuantLib Frameworks http://www.jquantlib.org Java port. False False
288 RQuantLib Frameworks http://dirk.eddelbuettel.com/code/rquantlib.html R port. False False
289 QuantLibAddin Frameworks https://www.quantlib.org/quantlibaddin/ Excel support. False False
290 QuantLibXL Frameworks https://www.quantlib.org/quantlibxl/ Excel support. False False
291 QLNet Frameworks 2022-05-23 2023-06-15 https://github.com/amaggiulli/qlnet .Net port. True False amaggiulli/qlnet
292 PyQL Frameworks 2022-05-17 2023-03-06 https://github.com/enthought/pyql Python port. True False enthought/pyql
293 QuantLib.jl Frameworks 2020-02-18 https://github.com/pazzo83/QuantLib.jl Julia port. True False pazzo83/QuantLib.jl
294 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
295 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
296 QuantConnect CSharp 2022-06-03 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
297 StockSharp CSharp 2022-04-29 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
298 TDAmeritrade.DotNetCore CSharp 2021-09-26 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
299 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
300 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
301 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
302 volatility-trading Reproducing Works, Training & Books 2021-11-29 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
303 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
304 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
305 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
306 QuantEcon Reproducing Works, Training & Books https://quantecon.org/ Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks False False
307 FinanceHub Reproducing Works, Training & Books 2021-05-25 https://github.com/Finance-Hub/FinanceHub Resources for Quantitative Finance True False Finance-Hub/FinanceHub
308 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
309 python-training Reproducing Works, Training & Books 2022-05-06 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
310 Stock_Analysis_For_Quant Reproducing Works, Training & Books 2022-06-04 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
311 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
312 MEDIUM_NoteBook Reproducing Works, Training & Books 2022-05-18 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
313 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
314 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
315 Computational-Finance-Course Reproducing Works, Training & Books 2021-10-12 2023-01-03 https://github.com/LechGrzelak/Computational-Finance-Course Materials for the course of Computational Finance. True False LechGrzelak/Computational-Finance-Course
316 Machine-Learning-for-Asset-Managers Reproducing Works, Training & Books 2021-09-01 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
317 Python-for-Finance-Cookbook Reproducing Works, Training & Books 2022-05-26 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
318 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
319 NMOF Reproducing Works, Training & Books 2022-05-13 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
320 py4fi2nd Reproducing Works, Training & Books 2021-08-08 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
321 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
322 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
323 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
324 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
325 QuantFinanceBook Reproducing Works, Training & Books 2021-03-10 2022-08-28 https://github.com/LechGrzelak/QuantFinanceBook Quantitative Finance book. True False LechGrzelak/QuantFinanceBook
326 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
327 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
328 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
329 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
330 Deep-Learning-Machine-Learning-Stock Reproducing Works, Training & Books 2022-06-01 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
331 Technical_Analysis_and_Feature_Engineering Reproducing Works, Training & Books 2021-08-19 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
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
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| 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 |
+24
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@@ -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)))
```