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  • Spectre - GPU-accelerated Factors analysis library and Backtester
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    Quant Research Environment

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    Data Visualization

    diff --git a/docs/projects.html b/docs/projects.html index 0759be6..04e762e 100644 --- a/docs/projects.html +++ b/docs/projects.html @@ -138,8 +138,8 @@ ul.task-list li input[type="checkbox"] {
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    diff --git a/docs/search.json b/docs/search.json index 5155b19..ec136ee 100644 --- a/docs/search.json +++ b/docs/search.json @@ -67,7 +67,7 @@ "href": "index.html#python", "title": "Awesome Quant", "section": "Python", - "text": "Python\n\nNumerical Libraries & Data Structures\n\nnumpy - NumPy is the fundamental package for scientific computing with Python.\nscipy - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.\npandas - 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.\nquantdsl - Domain specific language for quantitative analytics in finance and trading.\nstatistics - Builtin Python library for all basic statistical calculations.\nsympy - SymPy is a Python library for symbolic mathematics.\npymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.\nmodelx - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.\n\n\n\nFinancial Instruments and Pricing\n\nOpenBB Terminal - Terminal for investment research for everyone.\nPyQL - QuantLib’s Python port.\npyfin - Basic options pricing in Python. ARCHIVED\nvollib - vollib is a python library for calculating option prices, implied volatility and greeks.\nQuantPy - A framework for quantitative finance In python.\nFinance-Python - Python tools for Finance.\nffn - A financial function library for Python.\npynance - Lightweight Python library for assembling and analysing financial data.\ntia - Toolkit for integration and analysis.\nhasura/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.\nhasura/base-python-bokeh - Hasura quickstart to visualize data with bokeh library.\npysabr - SABR model Python implementation.\nFinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.\ngs-quant - Python toolkit for quantitative finance\nwillowtree - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.\nfinancial-engineering - Applications of Monte Carlo methods to financial engineering projects, in Python.\noptlib - A library for financial options pricing written in Python.\ntf-quant-finance - High-performance TensorFlow library for quantitative finance.\nQ-Fin - A Python library for mathematical finance.\nQuantsbin - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.\nfinoptions - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.\npypme - PME (Public Market Equivalent) calculation.\nAbsBox - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).\nIntrinsic-Value-Calculator - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.\nKelly-Criterion - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.\n\n\n\nIndicators\n\npandas_talib - A Python Pandas implementation of technical analysis indicators.\nfinta - Common financial technical analysis indicators implemented in Pandas.\nTulipy - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators)\nlppls - A Python module for fitting the Log-Periodic Power Law Singularity (LPPLS) model.\n\n\n\nTrading & Backtesting\n\nQSTrader - QSTrader backtesting simulation engine.\nBlankly - Fully integrated backtesting, paper trading, and live deployment.\nTA-Lib - Python wrapper for TA-Lib (http://ta-lib.org/).\nzipline - Pythonic algorithmic trading library.\nQuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.\nquantitative - Quantitative finance, and backtesting library.\nanalyzer - Python framework for real-time financial and backtesting trading strategies.\nbt - Flexible Backtesting for Python.\nbacktrader - Python Backtesting library for trading strategies.\npythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.\npybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.\npyalgotrade - Python Algorithmic Trading Library.\nbasana - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.\ntradingWithPython - A collection of functions and classes for Quantitative trading.\nPandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.\nta - Technical Analysis Library using Pandas (Python)\nalgobroker - This is an execution engine for algo trading.\npysentosa - Python API for sentosa trading system.\nfinmarketpy - Python library for backtesting trading strategies and analyzing financial markets.\nbinary-martingale - Computer program to automatically trade binary options martingale style.\nfooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.\nzvt - 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.\npylivetrader - zipline-compatible live trading library.\npipeline-live - zipline’s pipeline capability with IEX for live trading.\nzipline-extensions - Zipline extensions and adapters for QuantRocket.\nmoonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.\nPyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.\nEiten - 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.\nriskparity.py - fast and scalable design of risk parity portfolios with TensorFlow 2.0\nmlfinlab - Implementations regarding “Advances in Financial Machine Learning” by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)\npyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.\nNowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.\npinkfish - A backtester and spreadsheet library for security analysis.\naat - Async Algorithmic Trading Engine\nBacktesting.py - Backtest trading strategies in Python\ncatalyst - An Algorithmic Trading Library for Crypto-Assets in Python\nquantstats - Portfolio analytics for quants, written in Python\nqtpylib - QTPyLib, Pythonic Algorithmic Trading http://qtpylib.io\nQuantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]\nfreqtrade - Free, open source crypto trading bot\nalgorithmic-trading-with-python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.\nDeepDow - Portfolio optimization with deep learning\nQlib - 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.\nmachine-learning-for-trading - Code and resources for Machine Learning for Algorithmic Trading\nAlphaPy - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost\njesse - An advanced crypto trading bot written in Python\nrqalpha - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.\nFinRL-Library - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.\nbulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling.\nib_nope - Automated trading system for NOPE strategy over IBKR TWS.\nOctoBot - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.\nbta-lib - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.\nStock-Prediction-Models - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.\nTuneTA - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.\nAutoTrader - A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.\nfast-trade - A library built with backtest portability and performance in mind for backtest trading strategies.\nqf-lib - QF-Lib is a Python library that provides high quality tools for quantitative finance.\ntda-api - Gather data and trade equities, options, and ETFs via TDAmeritrade.\nvectorbt - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.\nLean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).\nfast-trade - Low code backtesting library utilizing pandas and technical analysis indicators.\npysystemtrade - pysystemtrade is the open source version of Robert Carver’s backtesting and trading engine that implements systems according to the framework outlined in his book “Systematic Trading”, which is further developed on his blog.\npytrendseries - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.\nPyLOB - Fully functioning fast Limit Order Book written in Python.\nPyBroker - Algorithmic Trading with Machine Learning.\nOctoBot Script - A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.\nhftbacktest - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.\n\n\n\nRisk Analysis\n\npyfolio - Portfolio and risk analytics in Python.\nempyrical - Common financial risk and performance metrics.\nfecon235 - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.\nfinance - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.\nqfrm - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.\nvisualize-wealth - Portfolio construction and quantitative analysis.\nVisualPortfolio - This tool is used to visualize the performance of a portfolio.\nuniversal-portfolios - Collection of algorithms for online portfolio selection.\nFinQuant - A program for financial portfolio management, analysis and optimisation.\nEmpyrial - Portfolio’s risk and performance analytics and returns predictions.\nrisktools - Risk tools for use within the crude and crude products trading space with partial implementation of R’s PerformanceAnalytics.\nRiskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.\n\n\n\nFactor Analysis\n\nalphalens - Performance analysis of predictive alpha factors.\nSpectre - GPU-accelerated Factors analysis library and Backtester\n\n\n\nTime Series\n\nARCH - ARCH models in Python.\nstatsmodels - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.\ndynts - Python package for timeseries analysis and manipulation.\nPyFlux - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.\ntsfresh - Automatic extraction of relevant features from time series.\nhasura/quandl-metabase - Hasura quickstart to visualize Quandl’s timeseries datasets with Metabase.\nFacebook Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.\ntsmoothie - A python library for time-series smoothing and outlier detection in a vectorized way.\npmdarima - A statistical library designed to fill the void in Python’s time series analysis capabilities, including the equivalent of R’s auto.arima function.\ngluon-ts - vProbabilistic time series modeling in Python.\n\n\n\nCalendars\n\nexchange_calendars - Stock Exchange Trading Calendars.\nbizdays - Business days calculations and utilities.\npandas_market_calendars - Exchange calendars to use with pandas for trading applications.\n\n\n\nData Sources\n\nyfinance - Yahoo! Finance market data downloader (+faster Pandas Datareader)\nfindatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.\ngooglefinance - Python module to get real-time stock data from Google Finance API.\nyahoo-finance - Python module to get stock data from Yahoo! Finance.\npandas-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.\npandas-finance - High level API for access to and analysis of financial data.\npyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.\nyfinanceapi - Finance API for Python.\nyql-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).\nystockquote - Retrieve stock quote data from Yahoo Finance.\nwallstreet - Real time stock and option data.\nstock_extractor - General Purpose Stock Extractors from Online Resources.\nStockex - Python wrapper for Yahoo! Finance API.\nfinsymbols - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.\nFRB - Python Client for FRED® API.\ninquisitor - Python Interface to Econdb.com API.\nyfi - Yahoo! YQL library.\nchinesestockapi - Python API to get Chinese stock price.\nexchange - Get current exchange rate.\nticks - Simple command line tool to get stock ticker data.\npybbg - Python interface to Bloomberg COM APIs.\nccy - Python module for currencies.\ntushare - A utility for crawling historical and Real-time Quotes data of China stocks.\njsm - Get the japanese stock market data.\ncn_stock_src - Utility for retrieving basic China stock data from different sources.\ncoinmarketcap - Python API for coinmarketcap.\nafter-hours - Obtain pre market and after hours stock prices for a given symbol.\nbronto-python - Bronto API Integration for Python.\npytdx - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.\npdblp - A simple interface to integrate pandas and the Bloomberg Open API.\ntiingo - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.\niexfinance - Python Interface for retrieving real-time and historical prices and equities data from The Investor’s Exchange.\npyEX - Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.\nalpaca-trade-api - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.\nmetatrader5 - API Connector to MetaTrader 5 Terminal\nakshare - AkShare is an elegant and simple financial data interface library for Python, built for human beings! https://akshare.readthedocs.io\nyahooquery - Python interface for retrieving data through unofficial Yahoo Finance API.\ninvestpy - Financial Data Extraction from Investing.com with Python! https://investpy.readthedocs.io/\nyliveticker - Live stream of market data from Yahoo Finance websocket.\nbbgbridge - Easy to use Bloomberg Desktop API wrapper for Python.\nalpha_vantage - A python wrapper for Alpha Vantage API for financial data.\nFinanceDataReader - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks\npystlouisfed - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.\npython-bcb - Python interface to Brazilian Central Bank web services.\nmarket-prices - Create meaningful OHLCV datasets from knowledge of exchange-calendars (works out-the-box with data from Yahoo Finance).\ntardis-python - Python interface for Tardis.dev high frequency crypto market data\nlake-api - Python interface for Crypto Lake high frequency crypto market data\ntessa - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.\npandaSDMX - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.\ncif - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.\nfinagg - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.\n\n\n\nExcel Integration\n\nxlwings - Make Excel fly with Python.\nopenpyxl - Read/Write Excel 2007 xlsx/xlsm files.\nxlrd - Library for developers to extract data from Microsoft Excel spreadsheet files.\nxlsxwriter - Write files in the Excel 2007+ XLSX file format.\nxlwt - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.\nDataNitro - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.\nxlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).\nexpy - 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.\npyxll - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.\n\n\n\nVisualization\n\nD-Tale - Visualizer for pandas dataframes and xarray datasets.\nmplfinance - matplotlib utilities for the visualization, and visual analysis, of financial data.\nfinplot - Performant and effortless finance plotting for Python.\nfinvizfinance - Finviz analysis python library.\nmarket-analy - Analysis and interactive charting using market-prices and bqplot." + "text": "Python\n\nNumerical Libraries & Data Structures\n\nnumpy - NumPy is the fundamental package for scientific computing with Python.\nscipy - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.\npandas - 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.\nquantdsl - Domain specific language for quantitative analytics in finance and trading.\nstatistics - Builtin Python library for all basic statistical calculations.\nsympy - SymPy is a Python library for symbolic mathematics.\npymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.\nmodelx - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.\n\n\n\nFinancial Instruments and Pricing\n\nOpenBB Terminal - Terminal for investment research for everyone.\nPyQL - QuantLib’s Python port.\npyfin - Basic options pricing in Python. ARCHIVED\nvollib - vollib is a python library for calculating option prices, implied volatility and greeks.\nQuantPy - A framework for quantitative finance In python.\nFinance-Python - Python tools for Finance.\nffn - A financial function library for Python.\npynance - Lightweight Python library for assembling and analysing financial data.\ntia - Toolkit for integration and analysis.\nhasura/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.\nhasura/base-python-bokeh - Hasura quickstart to visualize data with bokeh library.\npysabr - SABR model Python implementation.\nFinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.\ngs-quant - Python toolkit for quantitative finance\nwillowtree - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.\nfinancial-engineering - Applications of Monte Carlo methods to financial engineering projects, in Python.\noptlib - A library for financial options pricing written in Python.\ntf-quant-finance - High-performance TensorFlow library for quantitative finance.\nQ-Fin - A Python library for mathematical finance.\nQuantsbin - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.\nfinoptions - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.\npypme - PME (Public Market Equivalent) calculation.\nAbsBox - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).\nIntrinsic-Value-Calculator - A Python tool for quick calculations of a stock’s fair value using Discounted Cash Flow analysis.\nKelly-Criterion - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr’s formula.\n\n\n\nIndicators\n\npandas_talib - A Python Pandas implementation of technical analysis indicators.\nfinta - Common financial technical analysis indicators implemented in Pandas.\nTulipy - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators)\nlppls - A Python module for fitting the Log-Periodic Power Law Singularity (LPPLS) model.\n\n\n\nTrading & Backtesting\n\nInvesting algorithm framework - Framework for developing, backtesting, and deploying automated trading algorithms.\nQSTrader - QSTrader backtesting simulation engine.\nBlankly - Fully integrated backtesting, paper trading, and live deployment.\nTA-Lib - Python wrapper for TA-Lib (http://ta-lib.org/).\nzipline - Pythonic algorithmic trading library.\nQuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.\nquantitative - Quantitative finance, and backtesting library.\nanalyzer - Python framework for real-time financial and backtesting trading strategies.\nbt - Flexible Backtesting for Python.\nbacktrader - Python Backtesting library for trading strategies.\npythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.\npybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.\npyalgotrade - Python Algorithmic Trading Library.\nbasana - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.\ntradingWithPython - A collection of functions and classes for Quantitative trading.\nPandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.\nta - Technical Analysis Library using Pandas (Python)\nalgobroker - This is an execution engine for algo trading.\npysentosa - Python API for sentosa trading system.\nfinmarketpy - Python library for backtesting trading strategies and analyzing financial markets.\nbinary-martingale - Computer program to automatically trade binary options martingale style.\nfooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.\nzvt - 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.\npylivetrader - zipline-compatible live trading library.\npipeline-live - zipline’s pipeline capability with IEX for live trading.\nzipline-extensions - Zipline extensions and adapters for QuantRocket.\nmoonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.\nPyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.\nEiten - 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.\nriskparity.py - fast and scalable design of risk parity portfolios with TensorFlow 2.0\nmlfinlab - Implementations regarding “Advances in Financial Machine Learning” by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)\npyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.\nNowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.\npinkfish - A backtester and spreadsheet library for security analysis.\naat - Async Algorithmic Trading Engine\nBacktesting.py - Backtest trading strategies in Python\ncatalyst - An Algorithmic Trading Library for Crypto-Assets in Python\nquantstats - Portfolio analytics for quants, written in Python\nqtpylib - QTPyLib, Pythonic Algorithmic Trading http://qtpylib.io\nQuantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]\nfreqtrade - Free, open source crypto trading bot\nalgorithmic-trading-with-python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.\nDeepDow - Portfolio optimization with deep learning\nQlib - 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.\nmachine-learning-for-trading - Code and resources for Machine Learning for Algorithmic Trading\nAlphaPy - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost\njesse - An advanced crypto trading bot written in Python\nrqalpha - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.\nFinRL-Library - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.\nbulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling.\nib_nope - Automated trading system for NOPE strategy over IBKR TWS.\nOctoBot - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.\nbta-lib - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.\nStock-Prediction-Models - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.\nTuneTA - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.\nAutoTrader - A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.\nfast-trade - A library built with backtest portability and performance in mind for backtest trading strategies.\nqf-lib - QF-Lib is a Python library that provides high quality tools for quantitative finance.\ntda-api - Gather data and trade equities, options, and ETFs via TDAmeritrade.\nvectorbt - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.\nLean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).\nfast-trade - Low code backtesting library utilizing pandas and technical analysis indicators.\npysystemtrade - pysystemtrade is the open source version of Robert Carver’s backtesting and trading engine that implements systems according to the framework outlined in his book “Systematic Trading”, which is further developed on his blog.\npytrendseries - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.\nPyLOB - Fully functioning fast Limit Order Book written in Python.\nPyBroker - Algorithmic Trading with Machine Learning.\nOctoBot Script - A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.\nhftbacktest - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.\nvnpy - VeighNa is a Python-based open source quantitative trading system development framework.\n\n\n\nRisk Analysis\n\npyfolio - Portfolio and risk analytics in Python.\nempyrical - Common financial risk and performance metrics.\nfecon235 - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.\nfinance - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.\nqfrm - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.\nvisualize-wealth - Portfolio construction and quantitative analysis.\nVisualPortfolio - This tool is used to visualize the performance of a portfolio.\nuniversal-portfolios - Collection of algorithms for online portfolio selection.\nFinQuant - A program for financial portfolio management, analysis and optimisation.\nEmpyrial - Portfolio’s risk and performance analytics and returns predictions.\nrisktools - Risk tools for use within the crude and crude products trading space with partial implementation of R’s PerformanceAnalytics.\nRiskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.\n\n\n\nFactor Analysis\n\nalphalens - Performance analysis of predictive alpha factors.\nSpectre - GPU-accelerated Factors analysis library and Backtester\n\n\n\nQuant Research Environment\n\nJupyter Quant - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.\n\n\n\nTime Series\n\nARCH - ARCH models in Python.\nstatsmodels - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.\ndynts - Python package for timeseries analysis and manipulation.\nPyFlux - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.\ntsfresh - Automatic extraction of relevant features from time series.\nhasura/quandl-metabase - Hasura quickstart to visualize Quandl’s timeseries datasets with Metabase.\nFacebook Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.\ntsmoothie - A python library for time-series smoothing and outlier detection in a vectorized way.\npmdarima - A statistical library designed to fill the void in Python’s time series analysis capabilities, including the equivalent of R’s auto.arima function.\ngluon-ts - vProbabilistic time series modeling in Python.\n\n\n\nCalendars\n\nexchange_calendars - Stock Exchange Trading Calendars.\nbizdays - Business days calculations and utilities.\npandas_market_calendars - Exchange calendars to use with pandas for trading applications.\n\n\n\nData Sources\n\nyfinance - Yahoo! Finance market data downloader (+faster Pandas Datareader)\nfindatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.\ngooglefinance - Python module to get real-time stock data from Google Finance API.\nyahoo-finance - Python module to get stock data from Yahoo! Finance.\npandas-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.\npandas-finance - High level API for access to and analysis of financial data.\npyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.\nyfinanceapi - Finance API for Python.\nyql-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).\nystockquote - Retrieve stock quote data from Yahoo Finance.\nwallstreet - Real time stock and option data.\nstock_extractor - General Purpose Stock Extractors from Online Resources.\nStockex - Python wrapper for Yahoo! Finance API.\nfinsymbols - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.\nFRB - Python Client for FRED® API.\ninquisitor - Python Interface to Econdb.com API.\nyfi - Yahoo! YQL library.\nchinesestockapi - Python API to get Chinese stock price.\nexchange - Get current exchange rate.\nticks - Simple command line tool to get stock ticker data.\npybbg - Python interface to Bloomberg COM APIs.\nccy - Python module for currencies.\ntushare - A utility for crawling historical and Real-time Quotes data of China stocks.\njsm - Get the japanese stock market data.\ncn_stock_src - Utility for retrieving basic China stock data from different sources.\ncoinmarketcap - Python API for coinmarketcap.\nafter-hours - Obtain pre market and after hours stock prices for a given symbol.\nbronto-python - Bronto API Integration for Python.\npytdx - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.\npdblp - A simple interface to integrate pandas and the Bloomberg Open API.\ntiingo - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.\niexfinance - Python Interface for retrieving real-time and historical prices and equities data from The Investor’s Exchange.\npyEX - Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.\nalpaca-trade-api - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.\nmetatrader5 - API Connector to MetaTrader 5 Terminal\nakshare - AkShare is an elegant and simple financial data interface library for Python, built for human beings! https://akshare.readthedocs.io\nyahooquery - Python interface for retrieving data through unofficial Yahoo Finance API.\ninvestpy - Financial Data Extraction from Investing.com with Python! https://investpy.readthedocs.io/\nyliveticker - Live stream of market data from Yahoo Finance websocket.\nbbgbridge - Easy to use Bloomberg Desktop API wrapper for Python.\nalpha_vantage - A python wrapper for Alpha Vantage API for financial data.\nFinanceDataReader - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks\npystlouisfed - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.\npython-bcb - Python interface to Brazilian Central Bank web services.\nmarket-prices - Create meaningful OHLCV datasets from knowledge of exchange-calendars (works out-the-box with data from Yahoo Finance).\ntardis-python - Python interface for Tardis.dev high frequency crypto market data\nlake-api - Python interface for Crypto Lake high frequency crypto market data\ntessa - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.\npandaSDMX - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.\ncif - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.\nfinagg - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.\n\n\n\nExcel Integration\n\nxlwings - Make Excel fly with Python.\nopenpyxl - Read/Write Excel 2007 xlsx/xlsm files.\nxlrd - Library for developers to extract data from Microsoft Excel spreadsheet files.\nxlsxwriter - Write files in the Excel 2007+ XLSX file format.\nxlwt - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.\nDataNitro - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.\nxlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).\nexpy - 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.\npyxll - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.\n\n\n\nVisualization\n\nD-Tale - Visualizer for pandas dataframes and xarray datasets.\nmplfinance - matplotlib utilities for the visualization, and visual analysis, of financial data.\nfinplot - Performant and effortless finance plotting for Python.\nfinvizfinance - Finviz analysis python library.\nmarket-analy - Analysis and interactive charting using market-prices and bqplot." }, { "objectID": "index.html#r", @@ -102,7 +102,7 @@ "href": "index.html#javascript", "title": "Awesome Quant", "section": "JavaScript", - "text": "JavaScript\n\nfinance.js - A JavaScript library for common financial calculations.\nportfolio-allocation - 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…\nGhostfolio - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.\nIndicatorTS - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.\nccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.\nPENDAX - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.\nMida - The open-source and cross-platform trading framework (https://www.mida.org/).\n\n\nData Visualization\n\nQUANTAXIS_Webkit - An awesome visualization center based on quantaxis." + "text": "JavaScript\n\nfinance.js - A JavaScript library for common financial calculations.\nportfolio-allocation - 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…\nGhostfolio - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.\nIndicatorTS - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.\nccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.\nPENDAX - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.\n\n\nData Visualization\n\nQUANTAXIS_Webkit - An awesome visualization center based on quantaxis." }, { "objectID": "index.html#haskell", diff --git a/index.qmd b/index.qmd index a8f08f6..7c10ac8 100644 --- a/index.qmd +++ b/index.qmd @@ -59,7 +59,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [lppls](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. ### Trading & Backtesting - +- [Investing algorithm framework](https://github.com/coding-kitties/investing-algorithm-framework) - Framework for developing, backtesting, and deploying automated trading algorithms. - [QSTrader](https://github.com/mhallsmoore/qstrader) - QSTrader backtesting simulation engine. - [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment. - [TA-Lib](https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib (). @@ -127,6 +127,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [PyBroker](https://github.com/edtechre/pybroker) - Algorithmic Trading with Machine Learning. - [OctoBot Script](https://github.com/Drakkar-Software/OctoBot-Script) - A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading. - [hftbacktest](https://github.com/nkaz001/hftbacktest) - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. +- [vnpy](https://github.com/vnpy/vnpy) - VeighNa is a Python-based open source quantitative trading system development framework. ### Risk Analysis @@ -148,6 +149,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. - [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester +### Quant Research Environment + +- [Jupyter Quant](https://github.com/gnzsnz/jupyter-quant) - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc. + ### Time Series - [ARCH](https://github.com/bashtage/arch) - ARCH models in Python. @@ -384,7 +389,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [IndicatorTS](https://github.com/cinar/indicatorts) - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. - [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges. - [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More. -- [Mida](https://github.com/Reiryoku-Technologies/Mida) - The open-source and cross-platform trading framework (https://www.mida.org/). ### Data Visualization @@ -438,6 +442,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [ta-lib](https://github.com/TA-Lib/ta-lib) - [Portfolio Optimizer](https://portfoliooptimizer.io/) - Portfolio Optimizer is a Web API for portfolio analysis and optimization. + ## CSharp - [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. diff --git a/projects.csv b/projects.csv index f602219..d17d17e 100644 --- a/projects.csv +++ b/projects.csv @@ -7,130 +7,137 @@ statistics,Python > Numerical Libraries & Data Structures,,https://docs.python.o 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, modelx,Python > Numerical Libraries & Data Structures,,https://docs.modelx.io/,Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.,False,False, -OpenBB Terminal,Python > Financial Instruments and Pricing,2023-08-10,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal -PyQL,Python > Financial Instruments and Pricing,2023-07-31,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,enthought/pyql +OpenBB Terminal,Python > Financial Instruments and Pricing,2023-12-05,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal +PyQL,Python > Financial Instruments and Pricing,2023-11-08,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,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 +ffn,Python > Financial Instruments and Pricing,2023-11-20,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,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,2023-08-02,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant +FinancePy,Python > Financial Instruments and Pricing,2023-12-04,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,2023-11-28,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant willowtree,Python > Financial Instruments and Pricing,2018-07-14,https://github.com/federicomariamassari/willowtree,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.,True,False,federicomariamassari/willowtree financial-engineering,Python > Financial Instruments and Pricing,2017-11-20,https://github.com/federicomariamassari/financial-engineering,"Applications of Monte Carlo methods to financial engineering projects, in Python.",True,False,federicomariamassari/financial-engineering optlib,Python > Financial Instruments and Pricing,2022-11-18,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,dbrojas/optlib -tf-quant-finance,Python > Financial Instruments and Pricing,2023-08-13,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,google/tf-quant-finance +tf-quant-finance,Python > Financial Instruments and Pricing,2023-08-15,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,google/tf-quant-finance Q-Fin,Python > Financial Instruments and Pricing,2023-04-07,https://github.com/RomanMichaelPaolucci/Q-Fin,A Python library for mathematical finance.,True,False,RomanMichaelPaolucci/Q-Fin Quantsbin,Python > Financial Instruments and Pricing,2021-05-23,https://github.com/quantsbin/Quantsbin,"Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.",True,False,quantsbin/Quantsbin finoptions,Python > Financial Instruments and Pricing,2021-12-28,https://github.com/bbcho/finoptions-dev,Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.,True,False,bbcho/finoptions-dev pypme,Python > Financial Instruments and Pricing,2023-06-27,https://github.com/ymyke/pypme,PME (Public Market Equivalent) calculation.,True,False,ymyke/pypme -AbsBox,Python > Financial Instruments and Pricing,2023-08-14,https://github.com/yellowbean/AbsBox,A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).,True,False,yellowbean/AbsBox +AbsBox,Python > Financial Instruments and Pricing,2023-12-03,https://github.com/yellowbean/AbsBox,A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).,True,False,yellowbean/AbsBox Intrinsic-Value-Calculator,Python > Financial Instruments and Pricing,2023-08-08,https://github.com/akashaero/Intrinsic-Value-Calculator,A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.,True,False,akashaero/Intrinsic-Value-Calculator +Kelly-Criterion,Python > Financial Instruments and Pricing,2019-02-16,https://github.com/deltaray-io/kelly-criterion,Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.,True,False,deltaray-io/kelly-criterion pandas_talib,Python > Indicators,2018-05-30,https://github.com/femtotrader/pandas_talib,A Python Pandas implementation of technical analysis indicators.,True,False,femtotrader/pandas_talib finta,Python > Indicators,2022-07-24,https://github.com/peerchemist/finta,Common financial technical analysis indicators implemented in Pandas.,True,False,peerchemist/finta Tulipy,Python > Indicators,2019-04-11,https://github.com/cirla/tulipy,Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)),True,False,cirla/tulipy lppls,Python > Indicators,2023-06-06,https://github.com/Boulder-Investment-Technologies/lppls,A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.,True,False,Boulder-Investment-Technologies/lppls +Investing algorithm framework,Python > Trading & Backtesting,2023-12-05,https://github.com/coding-kitties/investing-algorithm-framework,"Framework for developing, backtesting, and deploying automated trading algorithms.",True,False,coding-kitties/investing-algorithm-framework +QSTrader,Python > Trading & Backtesting,2021-10-07,https://github.com/mhallsmoore/qstrader,QSTrader backtesting simulation engine.,True,False,mhallsmoore/qstrader Blankly,Python > Trading & Backtesting,2023-08-02,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly -TA-Lib,Python > Trading & Backtesting,2023-07-19,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib ().,True,False,mrjbq7/ta-lib +TA-Lib,Python > Trading & Backtesting,2023-11-10,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib ().,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,2023-05-23,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,pmorissette/bt +bt,Python > Trading & Backtesting,2023-12-01,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,2023-03-05,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade -basana,Python > Trading & Backtesting,2023-08-12,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,gbeced/basana +basana,Python > Trading & Backtesting,2023-09-22,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,gbeced/basana tradingWithPython,Python > Trading & Backtesting,,https://pypi.org/project/tradingWithPython/,A collection of functions and classes for Quantitative trading.,False,False, Pandas TA,Python > Trading & Backtesting,2022-09-24,https://github.com/twopirllc/pandas-ta,Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.,True,False,twopirllc/pandas-ta -ta,Python > Trading & Backtesting,2022-08-23,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python),True,False,bukosabino/ta +ta,Python > Trading & Backtesting,2023-11-02,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,2023-04-26,https://github.com/cuemacro/finmarketpy,Python library for backtesting trading strategies and analyzing financial markets.,True,False,cuemacro/finmarketpy binary-martingale,Python > Trading & Backtesting,2017-10-16,https://github.com/metaperl/binary-martingale,Computer program to automatically trade binary options martingale style.,True,False,metaperl/binary-martingale fooltrader,Python > Trading & Backtesting,2020-07-19,https://github.com/foolcage/fooltrader,the project using big-data technology to provide an uniform way to analyze the whole market.,True,False,foolcage/fooltrader -zvt,Python > Trading & Backtesting,2023-08-01,https://github.com/zvtvz/zvt,"the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.",True,False,zvtvz/zvt +zvt,Python > Trading & Backtesting,2023-11-09,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,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 +moonshot,Python > Trading & Backtesting,2023-10-18,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,2023-12-06,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,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 +riskparity.py,Python > Trading & Backtesting,2023-10-07,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,2023-04-21,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat +pyqstrat,Python > Trading & Backtesting,2023-11-05,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat NowTrade,Python > Trading & Backtesting,2017-02-07,https://github.com/edouardpoitras/NowTrade,Python library for backtesting technical/mechanical strategies in the stock and currency markets.,True,False,edouardpoitras/NowTrade pinkfish,Python > Trading & Backtesting,2023-08-02,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,fja05680/pinkfish -aat,Python > Trading & Backtesting,2022-11-22,https://github.com/timkpaine/aat,Async Algorithmic Trading Engine,True,False,timkpaine/aat +aat,Python > Trading & Backtesting,2023-09-11,https://github.com/timkpaine/aat,Async Algorithmic Trading Engine,True,False,timkpaine/aat Backtesting.py,Python > Trading & Backtesting,,https://kernc.github.io/backtesting.py/,Backtest trading strategies in Python,False,False, catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/catalyst,An Algorithmic Trading Library for Crypto-Assets in Python,True,False,enigmampc/catalyst quantstats,Python > Trading & Backtesting,2023-07-06,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats qtpylib,Python > Trading & Backtesting,2021-03-24,https://github.com/ranaroussi/qtpylib,"QTPyLib, Pythonic Algorithmic Trading ",True,False,ranaroussi/qtpylib Quantdom,Python > Trading & Backtesting,2019-03-12,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:],True,False,constverum/Quantdom -freqtrade,Python > Trading & Backtesting,2023-08-14,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade +freqtrade,Python > Trading & Backtesting,2023-12-05,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade algorithmic-trading-with-python,Python > Trading & Backtesting,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,chrisconlan/algorithmic-trading-with-python DeepDow,Python > Trading & Backtesting,2022-08-02,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow -Qlib,Python > Trading & Backtesting,2023-08-04,https://github.com/microsoft/qlib,"An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.",True,False,microsoft/qlib +Qlib,Python > Trading & Backtesting,2023-11-21,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,2023-07-25,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy -jesse,Python > Trading & Backtesting,2023-07-15,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse -rqalpha,Python > Trading & Backtesting,2023-08-07,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha -FinRL-Library,Python > Trading & Backtesting,2023-08-13,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library +AlphaPy,Python > Trading & Backtesting,2023-11-05,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,2023-12-04,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse +rqalpha,Python > Trading & Backtesting,2023-11-30,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,2023-12-06,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library bulbea,Python > Trading & Backtesting,2017-03-19,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,achillesrasquinha/bulbea ib_nope,Python > Trading & Backtesting,2021-04-22,https://github.com/ajhpark/ib_nope,Automated trading system for NOPE strategy over IBKR TWS.,True,False,ajhpark/ib_nope -OctoBot,Python > Trading & Backtesting,2023-07-08,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,Drakkar-Software/OctoBot +OctoBot,Python > Trading & Backtesting,2023-11-20,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,2023-08-07,https://github.com/jmrichardson/tuneta,TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.,True,False,jmrichardson/tuneta -AutoTrader,Python > Trading & Backtesting,2022-11-21,https://github.com/kieran-mackle/AutoTrader,A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.,True,False,kieran-mackle/AutoTrader +TuneTA,Python > Trading & Backtesting,2023-10-13,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,2023-09-26,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,2023-08-04,https://github.com/quarkfin/qf-lib,QF-Lib is a Python library that provides high quality tools for quantitative finance.,True,False,quarkfin/qf-lib +qf-lib,Python > Trading & Backtesting,2023-11-27,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,2023-08-10,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean +vectorbt,Python > Trading & Backtesting,2023-09-30,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,2023-12-05,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade -pysystemtrade,Python > Trading & Backtesting,2023-08-12,https://github.com/robcarver17/pysystemtrade,"pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book ""Systematic Trading"", which is further developed on his [blog](https://qoppac.blogspot.com/).",True,False,robcarver17/pysystemtrade +pysystemtrade,Python > Trading & Backtesting,2023-11-17,https://github.com/robcarver17/pysystemtrade,"pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book ""Systematic Trading"", which is further developed on his [blog](https://qoppac.blogspot.com/).",True,False,robcarver17/pysystemtrade pytrendseries,Python > Trading & Backtesting,2023-06-14,https://github.com/rafa-rod/pytrendseries,"Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.",True,False,rafa-rod/pytrendseries PyLOB,Python > Trading & Backtesting,2023-01-01,https://github.com/DrAshBooth/PyLOB,Fully functioning fast Limit Order Book written in Python.,True,False,DrAshBooth/PyLOB -PyBroker,Python > Trading & Backtesting,2023-08-10,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker +PyBroker,Python > Trading & Backtesting,2023-10-28,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker +OctoBot Script,Python > Trading & Backtesting,2023-10-30,https://github.com/Drakkar-Software/OctoBot-Script,A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.,True,False,Drakkar-Software/OctoBot-Script +hftbacktest,Python > Trading & Backtesting,2023-11-24,https://github.com/nkaz001/hftbacktest,"A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.",True,False,nkaz001/hftbacktest +vnpy,Python > Trading & Backtesting,2023-10-17,https://github.com/vnpy/vnpy,VeighNa is a Python-based open source quantitative trading system development framework.,True,False,vnpy/vnpy 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,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,2023-08-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant +VisualPortfolio,Python > Risk Analysis,2017-02-28,https://github.com/wegamekinglc/VisualPortfolio,This tool is used to visualize the performance of a portfolio.,True,False,wegamekinglc/VisualPortfolio +universal-portfolios,Python > Risk Analysis,2023-10-31,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios +FinQuant,Python > Risk Analysis,2023-09-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant Empyrial,Python > Risk Analysis,2023-08-13,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial -risktools,Python > Risk Analysis,2023-07-05,https://github.com/bbcho/risktools-dev,Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.,True,False,bbcho/risktools-dev -Riskfolio-Lib,Python > Risk Analysis,2023-08-01,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib +risktools,Python > Risk Analysis,2023-11-12,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,2023-10-04,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib alphalens,Python > Factor Analysis,2020-04-27,https://github.com/quantopian/alphalens,Performance analysis of predictive alpha factors.,True,False,quantopian/alphalens -Spectre,Python > Factor Analysis,2023-01-18,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre -ARCH,Python > Time Series,2023-07-12,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch +Spectre,Python > Factor Analysis,2023-11-28,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre +Jupyter Quant,Python > Quant Research Environment,2023-12-05,https://github.com/gnzsnz/jupyter-quant,"A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.",True,False,gnzsnz/jupyter-quant +ARCH,Python > Time Series,2023-10-16,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch statsmodels,Python > Time Series,,http://statsmodels.sourceforge.net,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests.",False,False, dynts,Python > Time Series,2016-11-02,https://github.com/quantmind/dynts,Python package for timeseries analysis and manipulation.,True,False,quantmind/dynts PyFlux,Python > Time Series,2018-12-16,https://github.com/RJT1990/pyflux,Python library for timeseries modelling and inference (frequentist and Bayesian) on models.,True,False,RJT1990/pyflux -tsfresh,Python > Time Series,2023-08-03,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh +tsfresh,Python > Time Series,2023-10-24,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh hasura/quandl-metabase,Python > Time Series,,https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series,Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.,False,False, -Facebook Prophet,Python > Time Series,2023-07-07,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,facebook/prophet -tsmoothie,Python > Time Series,2022-08-24,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,cerlymarco/tsmoothie -pmdarima,Python > Time Series,2023-07-03,https://github.com/alkaline-ml/pmdarima,"A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.",True,False,alkaline-ml/pmdarima -gluon-ts,Python > Time Series,2023-08-14,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts -exchange_calendars,Python > Calendars,2023-06-29,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars -bizdays,Python > Calendars,2023-01-20,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays -pandas_market_calendars,Python > Calendars,2023-02-04,https://github.com/rsheftel/pandas_market_calendars,Exchange calendars to use with pandas for trading applications.,True,False,rsheftel/pandas_market_calendars -yfinance,Python > Data Sources,2023-08-13,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance -findatapy,Python > Data Sources,2023-07-26,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy +Facebook Prophet,Python > Time Series,2023-10-18,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,2023-11-23,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,2023-10-23,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,2023-12-04,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts +exchange_calendars,Python > Calendars,2023-12-04,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars +bizdays,Python > Calendars,2023-10-30,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays +pandas_market_calendars,Python > Calendars,2023-09-06,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,2023-11-26,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance +findatapy,Python > Data Sources,2023-12-01,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy googlefinance,Python > Data Sources,2018-09-23,https://github.com/hongtaocai/googlefinance,Python module to get real-time stock data from Google Finance API.,True,False,hongtaocai/googlefinance yahoo-finance,Python > Data Sources,2021-12-15,https://github.com/lukaszbanasiak/yahoo-finance,Python module to get stock data from Yahoo! Finance.,True,False,lukaszbanasiak/yahoo-finance -pandas-datareader,Python > Data Sources,2023-06-24,https://github.com/pydata/pandas-datareader,"Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.",True,False,pydata/pandas-datareader +pandas-datareader,Python > Data Sources,2023-10-24,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 @@ -147,7 +154,7 @@ 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,2023-07-23,https://github.com/lsbardel/ccy,Python module for currencies.,True,False,lsbardel/ccy +ccy,Python > Data Sources,2023-09-29,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 @@ -156,27 +163,27 @@ after-hours,Python > Data Sources,2020-06-22,https://github.com/datawrestler/aft 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,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 +tiingo,Python > Data Sources,2023-11-20,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,2022-11-22,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 +pyEX,Python > Data Sources,2023-09-11,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,2023-09-11,https://github.com/alpacahq/alpaca-trade-api-python,Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.,True,False,alpacahq/alpaca-trade-api-python metatrader5,Python > Data Sources,,https://pypi.org/project/MetaTrader5/,API Connector to MetaTrader 5 Terminal,False,False, -akshare,Python > Data Sources,2023-08-14,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! ",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 +akshare,Python > Data Sources,2023-12-05,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! ",True,False,jindaxiang/akshare +yahooquery,Python > Data Sources,2023-10-28,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! ,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,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 +alpha_vantage,Python > Data Sources,2023-11-11,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,2023-11-25,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader pystlouisfed,Python > Data Sources,2023-05-12,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,TomasKoutek/pystlouisfed python-bcb,Python > Data Sources,2023-07-22,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/python-bcb -market-prices,Python > Data Sources,2023-07-03,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,maread99/market_prices -tardis-python,Python > Data Sources,2023-04-14,https://github.com/tardis-dev/tardis-python,Python interface for Tardis.dev high frequency crypto market data,True,False,tardis-dev/tardis-python -lake-api,Python > Data Sources,2023-05-21,https://github.com/crypto-lake/lake-api,Python interface for Crypto Lake high frequency crypto market data,True,False,crypto-lake/lake-api -tessa,Python > Data Sources,2023-06-27,https://github.com/ymyke/tessa,"simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.",True,False,ymyke/tessa +market-prices,Python > Data Sources,2023-10-27,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,maread99/market_prices +tardis-python,Python > Data Sources,2023-08-21,https://github.com/tardis-dev/tardis-python,Python interface for Tardis.dev high frequency crypto market data,True,False,tardis-dev/tardis-python +lake-api,Python > Data Sources,2023-12-03,https://github.com/crypto-lake/lake-api,Python interface for Crypto Lake high frequency crypto market data,True,False,crypto-lake/lake-api +tessa,Python > Data Sources,2023-10-16,https://github.com/ymyke/tessa,"simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.",True,False,ymyke/tessa pandaSDMX,Python > Data Sources,2023-02-25,https://github.com/dr-leo/pandaSDMX,"Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.",True,False,dr-leo/pandaSDMX cif,Python > Data Sources,2022-06-18,https://github.com/LenkaV/CIF,"Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.",True,False,LenkaV/CIF -finagg,Python > Data Sources,2023-08-11,https://github.com/theOGognf/finagg,"finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.",True,False,theOGognf/finagg +finagg,Python > Data Sources,2023-09-23,https://github.com/theOGognf/finagg,"finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.",True,False,theOGognf/finagg xlwings,Python > Excel Integration,,https://www.xlwings.org/,Make Excel fly with Python.,False,False, openpyxl,Python > Excel Integration,,https://openpyxl.readthedocs.io/en/latest/,Read/Write Excel 2007 xlsx/xlsm files.,False,False, xlrd,Python > Excel Integration,2021-08-19,https://github.com/python-excel/xlrd,Library for developers to extract data from Microsoft Excel spreadsheet files.,True,False,python-excel/xlrd @@ -186,13 +193,13 @@ 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,2023-07-21,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale +D-Tale,Python > Visualization,2023-11-29,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale mplfinance,Python > Visualization,2023-08-01,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance -finplot,Python > Visualization,2023-07-31,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot -finvizfinance,Python > Visualization,2023-07-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance -market-analy,Python > Visualization,2023-07-03,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,maread99/market_analy -xts,R > Numerical Libraries & Data Structures,2023-08-04,https://github.com/joshuaulrich/xts,"eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.",True,False,joshuaulrich/xts -data.table,R > Numerical Libraries & Data Structures,2023-02-17,https://github.com/Rdatatable/data.table,"Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.",True,False,Rdatatable/data.table +finplot,Python > Visualization,2023-12-04,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot +finvizfinance,Python > Visualization,2023-11-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance +market-analy,Python > Visualization,2023-11-11,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,maread99/market_analy +xts,R > Numerical Libraries & Data Structures,2023-12-03,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,2023-12-06,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, @@ -208,8 +215,8 @@ GetTDData,R > Data Sources,2023-05-15,https://github.com/msperlin/GetTDData,Down 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,2022-12-05,https://github.com/eddelbuettel/td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.,True,False,eddelbuettel/td -rbcb,R > Data Sources,2023-06-19,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb -rb3,R > Data Sources,2023-04-14,https://github.com/ropensci/rb3,A bunch of downloaders and parsers for data delivered from B3.,True,False,ropensci/rb3 +rbcb,R > Data Sources,2023-10-09,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb +rb3,R > Data Sources,2023-09-11,https://github.com/ropensci/rb3,A bunch of downloaders and parsers for data delivered from B3.,True,False,ropensci/rb3 simfinapi,R > Data Sources,2023-04-12,https://github.com/matthiasgomolka/simfinapi,Makes 'SimFin' data () easily accessible in R.,True,False,matthiasgomolka/simfinapi RQuantLib,R > Financial Instruments and Pricing,,http://dirk.eddelbuettel.com/code/rquantlib.html,RQuantLib connects GNU R with QuantLib.,False,False, quantmod,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/quantmod/index.html,Quantitative Financial Modelling Framework.,False,True, @@ -246,21 +253,21 @@ fmbasics,R > Financial Instruments and Pricing,2019-12-03,https://github.com/ima R-fixedincome,R > Financial Instruments and Pricing,2023-06-27,https://github.com/wilsonfreitas/R-fixedincome,Fixed income tools for R.,True,False,wilsonfreitas/R-fixedincome backtest,R > Trading,,https://cran.r-project.org/web/packages/backtest/index.html,Exploring Portfolio-Based Conjectures About Financial Instruments.,False,True, pa,R > Trading,,https://cran.r-project.org/web/packages/pa/index.html,Performance Attribution for Equity Portfolios.,False,True, -TTR,R > Trading,2023-08-03,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR +TTR,R > Trading,2023-12-05,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR QuantTools,R > Trading,,https://quanttools.bitbucket.io/_site/index.html,Enhanced Quantitative Trading Modelling.,False,False, blotter,R > Trading,2023-02-04,https://github.com/braverock/blotter,"Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.",True,False,braverock/blotter -quantstrat,R > Backtesting,2023-02-04,https://github.com/braverock/quantstrat,Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.,True,False,braverock/quantstrat -PerformanceAnalytics,R > Risk Analysis,2023-03-29,https://github.com/braverock/PerformanceAnalytics,Econometric tools for performance and risk analysis.,True,False,braverock/PerformanceAnalytics +quantstrat,R > Backtesting,2023-09-14,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,2023-10-24,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 +Expected Returns,R > Factor Analysis,2023-08-31,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,2023-07-16,https://github.com/alexiosg/rugarch,Univariate GARCH Models.,True,False,alexiosg/rugarch +rugarch,R > Time Series,2023-09-20,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 .,True,False,edgararuiz/tidypredict -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 +tidyquant,R > Time Series,2023-10-03,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant +timetk,R > Time Series,2023-10-31,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk tibbletime,R > Time Series,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 @@ -274,25 +281,25 @@ Miletus.jl,Julia,2023-05-20,https://github.com/JuliaComputing/Miletus.jl,"A fina 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,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,2023-05-17,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,JuliaStats/TimeSeries.jl +TimeSeries.jl,Julia,2023-11-22,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,2022-06-21,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl +MarketData.jl,Julia,2023-11-21,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl TimeFrames.jl,Julia,2019-02-16,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,femtotrader/TimeFrames.jl -DataFrames.jl,Julia,2023-07-22,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl +DataFrames.jl,Julia,2023-11-13,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl TSFrames.jl,Julia,2023-07-25,https://github.com/xKDR/TSFrames.jl,Handle timeseries data on top of the powerful and mature DataFrames.jl,True,False,xKDR/TSFrames.jl Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False, JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False, finmath.net,Java,,http://finmath.net,Java library with algorithms and methodologies related to mathematical finance.,False,False, quantcomponents,Java,2015-10-07,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,lsgro/quantcomponents DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.",False,False, -ta4j,Java,2023-08-06,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j +ta4j,Java,2023-11-30,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j finance.js,JavaScript,2018-10-11,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,ebradyjobory/finance.js portfolio-allocation,JavaScript,2022-08-11,https://github.com/lequant40/portfolio_allocation_js,"PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...",True,False,lequant40/portfolio_allocation_js -Ghostfolio,JavaScript,2023-08-13,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,ghostfolio/ghostfolio -IndicatorTS,JavaScript,2023-06-26,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts -ccxt,JavaScript,2023-08-14,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt -PENDAX,JavaScript,2023-06-13,https://github.com/CompendiumFi/PENDAX-SDK,"Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.",True,False,CompendiumFi/PENDAX-SDK -Mida,JavaScript,2023-07-26,https://github.com/Reiryoku-Technologies/Mida,The open-source and cross-platform trading framework (https://www.mida.org/).,True,False,Reiryoku-Technologies/Mida +Ghostfolio,JavaScript,2023-12-05,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,2023-10-21,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,2023-12-06,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt +PENDAX,JavaScript,2023-08-31,https://github.com/CompendiumFi/PENDAX-SDK,"Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.",True,False,CompendiumFi/PENDAX-SDK +Mida,JavaScript,error,https://github.com/Reiryoku-Technologies/Mida,The open-source and cross-platform trading framework (https://www.mida.org/).,True,False,Reiryoku-Technologies/Mida QUANTAXIS_Webkit,JavaScript > Data Visualization,2017-07-30,https://github.com/yutiansut/QUANTAXIS_Webkit,An awesome visualization center based on quantaxis.,True,False,yutiansut/QUANTAXIS_Webkit quantfin,Haskell,2019-04-06,https://github.com/boundedvariation/quantfin,quant finance in pure haskell.,True,False,boundedvariation/quantfin Haxcel,Haskell,2022-09-13,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell.,True,False,MarcusRainbow/Haxcel @@ -305,28 +312,29 @@ Workbench,Elixir/Erlang,2022-06-06,https://github.com/fremantle-industries/workb 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,2022-11-07,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 +IndicatorGo,Golang,2023-10-21,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,2023-10-02,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,2023-06-15,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet -PyQL,Frameworks,2023-07-31,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql +QLNet,Frameworks,2023-12-05,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet +PyQL,Frameworks,2023-11-08,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql QuantLib.jl,Frameworks,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,pazzo83/QuantLib.jl QuantLib-Python Documentation,Frameworks,,https://quantlib-python-docs.readthedocs.io/,Documentation for the Python bindings for the QuantLib library,False,False, +QuantLib with Automatic Differention enabled,Frameworks,2023-11-15,https://github.com/auto-differentiation/quantlib-xad,Integration of Automatic Differentiation with the QuantLib library,True,False,auto-differentiation/quantlib-xad TA-Lib,Frameworks,,https://ta-lib.org,perform technical analysis of financial market data.,False,False, Portfolio Optimizer,Frameworks,,https://portfoliooptimizer.io/,Portfolio Optimizer is a Web API for portfolio analysis and optimization.,False,False, -QuantConnect,CSharp,2023-08-10,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,QuantConnect/Lean -StockSharp,CSharp,2023-08-14,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp +QuantConnect,CSharp,2023-12-05,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,2023-12-05,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp TDAmeritrade.DotNetCore,CSharp,2023-03-10,https://github.com/NVentimiglia/TDAmeritrade.DotNetCore,"Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.",True,False,NVentimiglia/TDAmeritrade.DotNetCore QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath Barter,Rust,2023-04-20,https://github.com/barter-rs/barter-rs,Open-source Rust framework for building event-driven live-trading & backtesting systems,True,False,barter-rs/barter-rs -LFEST,Rust,2023-07-14,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs +LFEST,Rust,2023-11-14,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs TradeAggregation,Rust,2023-08-03,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,MathisWellmann/trade_aggregation-rs SlidingFeatures,Rust,2023-07-06,https://github.com/MathisWellmann/sliding_features-rs,Chainable tree-like sliding windows for signal processing and technical analysis.,True,False,MathisWellmann/sliding_features-rs -RustQuant,Rust,2023-08-04,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant +RustQuant,Rust,2023-11-26,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant Derman Papers,"Reproducing Works, Training & Books",2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers ML-Quant,"Reproducing Works, Training & Books",,https://www.ml-quant.com/,"Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.",False,False, volatility-trading,"Reproducing Works, Training & Books",2023-04-10,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading @@ -336,8 +344,8 @@ Quantitative-Notebooks,"Reproducing Works, Training & Books",2020-07-02,https:// 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",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",2023-08-13,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant +python-training,"Reproducing Works, Training & Books",2023-11-27,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",2023-12-05,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant algorithmic-trading-with-python,"Reproducing Works, Training & Books",2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,chrisconlan/algorithmic-trading-with-python MEDIUM_NoteBook,"Reproducing Works, Training & Books",2023-06-27,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,cerlymarco/MEDIUM_NoteBook QuantFinance,"Reproducing Works, Training & Books",2022-03-12,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance @@ -345,11 +353,11 @@ IPythonScripts,"Reproducing Works, Training & Books",2018-11-18,https://github.c 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",2023-07-31,https://github.com/enricoschumann/NMOF,"Functions, examples and data from the first and the second edition of ""Numerical Methods and Optimization in Finance"" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).",True,False,enricoschumann/NMOF -py4fi2nd,"Reproducing Works, Training & Books",2022-11-06,https://github.com/yhilpisch/py4fi2nd,"Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.",True,False,yhilpisch/py4fi2nd -aiif,"Reproducing Works, Training & Books",2022-01-19,https://github.com/yhilpisch/aiif,Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.,True,False,yhilpisch/aiif -py4at,"Reproducing Works, Training & Books",2021-07-08,https://github.com/yhilpisch/py4at,Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.,True,False,yhilpisch/py4at +modelos_vol_derivativos,"Reproducing Works, Training & Books",2023-08-19,https://github.com/ysaporito/modelos_vol_derivativos,"""Modelos de Volatilidade para Derivativos"" book's Jupyter notebooks",True,False,ysaporito/modelos_vol_derivativos +NMOF,"Reproducing Works, Training & Books",2023-11-01,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",2023-10-15,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",2023-10-09,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",2023-10-09,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",2022-08-28,https://github.com/LechGrzelak/QuantFinanceBook,Quantitative Finance book.,True,False,LechGrzelak/QuantFinanceBook @@ -357,7 +365,7 @@ rough_bergomi,"Reproducing Works, Training & Books",2018-09-17,https://github.co frh-fx,"Reproducing Works, Training & Books",2018-05-24,https://github.com/ryanmccrickerd/frh-fx,A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.,True,False,ryanmccrickerd/frh-fx Value Investing Studies,"Reproducing Works, Training & Books",2021-10-26,https://github.com/euclidjda/value-investing-studies,A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.,True,False,euclidjda/value-investing-studies Machine Learning Asset Management,"Reproducing Works, Training & Books",2021-12-17,https://github.com/firmai/machine-learning-asset-management,Machine Learning in Asset Management (by @firmai).,True,False,firmai/machine-learning-asset-management -Deep Learning Machine Learning Stock,"Reproducing Works, Training & Books",2023-07-04,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.,True,False,LastAncientOne/Deep-Learning-Machine-Learning-Stock +Deep Learning Machine Learning Stock,"Reproducing Works, Training & Books",2023-11-03,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.,True,False,LastAncientOne/Deep-Learning-Machine-Learning-Stock Technical Analysis and Feature Engineering,"Reproducing Works, Training & Books",2023-03-31,https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering,Feature Engineering and Feature Importance of Machine Learning in Financial Market.,True,False,jo-cho/Technical_Analysis_and_Feature_Engineering Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine,"Reproducing Works, Training & Books",2022-10-05,https://github.com/differential-machine-learning/notebooks,"Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.",True,False,differential-machine-learning/notebooks systematictradingexamples,"Reproducing Works, Training & Books",2020-07-22,https://github.com/robcarver17/systematictradingexamples,Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com),True,False,robcarver17/systematictradingexamples @@ -365,3 +373,5 @@ pysystemtrade_examples,"Reproducing Works, Training & Books",2018-02-21,https:// ML_Finance_Codes,"Reproducing Works, Training & Books",2020-06-13,https://github.com/mfrdixon/ML_Finance_Codes,Machine Learning in Finance: From Theory to Practice Book,True,False,mfrdixon/ML_Finance_Codes Hands-On Machine Learning for Algorithmic Trading,"Reproducing Works, Training & Books",2023-01-18,https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading,"Hands-On Machine Learning for Algorithmic Trading, published by Packt",True,False,packtpublishing/hands-on-machine-learning-for-algorithmic-trading financialnoob-misc,"Reproducing Works, Training & Books",2023-06-06,https://github.com/financialnoob/misc,Codes from @financialnoob's posts,True,False,financialnoob/misc +MesoSim Options Trading Strategy Library,"Reproducing Works, Training & Books",2023-11-24,https://github.com/deltaray-io/strategy-library,Free and public Options Trading strategy library for MesoSim. ,True,False,deltaray-io/strategy-library +Quant-Finance-With-Python-Code,"Reproducing Works, Training & Books",2023-11-16,https://github.com/lingyixu/Quant-Finance-With-Python-Code,Repo for code examples in Quantitative Finance with Python by Chris Kelliher,True,False,lingyixu/Quant-Finance-With-Python-Code