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@@ -7,8 +7,8 @@ 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,
ArcticDB,Python > Numerical Libraries & Data Structures,2024-01-25,https://github.com/man-group/ArcticDB,High performance datastore for time series and tick data.,True,False,man-group/ArcticDB
OpenBB Terminal,Python > Financial Instruments and Pricing,2024-01-25,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal
ArcticDB,Python > Numerical Libraries & Data Structures,2024-02-17,https://github.com/man-group/ArcticDB,High performance datastore for time series and tick data.,True,False,man-group/ArcticDB
OpenBB Terminal,Python > Financial Instruments and Pricing,2024-02-15,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
@@ -20,33 +20,33 @@ tia,Python > Financial Instruments and Pricing,2017-06-05,https://github.com/bps
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,2023-12-10,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,2024-01-25,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
FinancePy,Python > Financial Instruments and Pricing,2024-02-13,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,2024-02-16,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,2023-08-15,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
finoptions,Python > Financial Instruments and Pricing,2024-02-01,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,2024-01-03,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
AbsBox,Python > Financial Instruments and Pricing,2024-02-16,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
skfolio,Python > Trading & Backtesting,2024-01-25,https://github.com/skfolio/skfolio,"Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.",True,False,skfolio/skfolio
Investing algorithm framework,Python > Trading & Backtesting,2024-01-10,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
lppls,Python > Indicators,2024-02-15,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
skfolio,Python > Trading & Backtesting,2024-02-14,https://github.com/skfolio/skfolio,"Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.",True,False,skfolio/skfolio
Investing algorithm framework,Python > Trading & Backtesting,2024-02-13,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,2024-02-07,https://github.com/mhallsmoore/qstrader,QSTrader backtesting simulation engine.,True,False,mhallsmoore/qstrader
Blankly,Python > Trading & Backtesting,2023-12-23,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,2024-01-20,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (<http://ta-lib.org/>).,True,False,mrjbq7/ta-lib
TA-Lib,Python > Trading & Backtesting,2024-02-14,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (<http://ta-lib.org/>).,True,False,mrjbq7/ta-lib
zipline,Python > Trading & Backtesting,2020-10-14,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,quantopian/zipline
QuantSoftware Toolkit,Python > Trading & Backtesting,2016-10-07,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,QuantSoftware/QuantSoftwareToolkit
quantitative,Python > Trading & Backtesting,2019-03-03,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,jeffrey-liang/quantitative
analyzer,Python > Trading & Backtesting,2015-12-22,https://github.com/llazzaro/analyzer,Python framework for real-time financial and backtesting trading strategies.,True,False,llazzaro/analyzer
bt,Python > Trading & Backtesting,2023-12-11,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,pmorissette/bt
bt,Python > Trading & Backtesting,2024-02-05,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
@@ -60,14 +60,14 @@ pysentosa,Python > Trading & Backtesting,,https://pypi.org/project/pysentosa/,Py
finmarketpy,Python > Trading & Backtesting,2024-01-01,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,2023-11-09,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
zvt,Python > Trading & Backtesting,2024-02-05,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,2023-12-28,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,2023-10-07,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,dppalomar/riskparity.py
riskparity.py,Python > Trading & Backtesting,2024-02-10,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,2023-11-05,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
@@ -78,18 +78,18 @@ catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/
quantstats,Python > Trading & Backtesting,2023-07-06,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats
qtpylib,Python > Trading & Backtesting,2021-03-24,https://github.com/ranaroussi/qtpylib,"QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>",True,False,ranaroussi/qtpylib
Quantdom,Python > Trading & Backtesting,2019-03-12,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:],True,False,constverum/Quantdom
freqtrade,Python > Trading & Backtesting,2024-01-25,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
freqtrade,Python > Trading & Backtesting,2024-02-16,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,2024-01-24,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
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,2023-12-13,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy
AlphaPy,Python > Trading & Backtesting,2024-02-10,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,2024-01-01,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
rqalpha,Python > Trading & Backtesting,2024-01-22,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,2024-01-24,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
FinRL-Library,Python > Trading & Backtesting,2024-02-14,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,2024-01-18,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,2024-02-16,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,2023-10-13,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
@@ -97,19 +97,19 @@ AutoTrader,Python > Trading & Backtesting,2023-09-26,https://github.com/kieran-m
fast-trade,Python > Trading & Backtesting,2024-01-25,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,2023-12-14,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,2023-09-30,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,2024-01-25,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
vectorbt,Python > Trading & Backtesting,2024-02-03,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,2024-02-16,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
fast-trade,Python > Trading & Backtesting,2024-01-25,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,2024-01-08,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,2024-02-08,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,2024-01-09,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,2024-01-20,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker
OctoBot Script,Python > Trading & Backtesting,2024-01-14,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,2024-01-17,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
hftbacktest,Python > Trading & Backtesting,2024-02-14,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,2023-12-09,https://github.com/vnpy/vnpy,VeighNa is a Python-based open source quantitative trading system development framework.,True,False,vnpy/vnpy
Intelligent Trading Bot,Python > Trading & Backtesting,2023-12-28,https://github.com/asavinov/intelligent-trading-bot,Automatically generating signals and trading based on machine learning and feature engineering,True,False,asavinov/intelligent-trading-bot
fastquant,Python > Trading & Backtesting,2023-09-15,https://github.com/enzoampil/fastquant,fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.,True,False,enzoampil/fastquant
nautilus_trader,Python > Trading & Backtesting,2024-01-22,https://github.com/nautechsystems/nautilus_trader,A high-performance algorithmic trading platform and event-driven backtester.,True,False,nautechsystems/nautilus_trader
nautilus_trader,Python > Trading & Backtesting,2024-02-09,https://github.com/nautechsystems/nautilus_trader,A high-performance algorithmic trading platform and event-driven backtester.,True,False,nautechsystems/nautilus_trader
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
@@ -119,26 +119,26 @@ visualize-wealth,Python > Risk Analysis,2015-06-10,https://github.com/benjaminmg
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,2024-01-16,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
Empyrial,Python > Risk Analysis,2024-02-08,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
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,2024-01-20,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
Riskfolio-Lib,Python > Risk Analysis,2024-02-08,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,2023-11-28,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
Jupyter Quant,Python > Quant Research Environment,2024-01-24,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
Jupyter Quant,Python > Quant Research Environment,2024-02-16,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,2024-01-05,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,2023-10-24,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh
tsfresh,Python > Time Series,2024-01-28,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,2023-10-18,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,2024-01-15,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2024-01-13,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
bizdays,Python > Calendars,2024-01-25,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2023-12-31,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,2024-01-21,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
pmdarima,Python > Time Series,2024-02-16,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,2024-02-07,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2024-02-15,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
bizdays,Python > Calendars,2024-02-12,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2024-02-10,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,2024-02-10,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
@@ -168,27 +168,27 @@ 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,2023-12-13,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,2024-02-14,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,2023-12-18,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
pyEX,Python > Data Sources,2024-02-05,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,2024-01-12,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,2024-01-25,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
akshare,Python > Data Sources,2024-02-14,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
yahooquery,Python > Data Sources,2023-12-16,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
investpy,Python > Data Sources,2022-10-02,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
yliveticker,Python > Data Sources,2021-04-29,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,yahoofinancelive/yliveticker
bbgbridge,Python > Data Sources,2020-01-07,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,ran404/bbgbridge
alpha_vantage,Python > Data Sources,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,2024-01-19,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
FinanceDataReader,Python > Data Sources,2024-01-31,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,2024-01-09,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,2024-01-02,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
market-prices,Python > Data Sources,2024-02-15,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,2024-01-23,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
finagg,Python > Data Sources,2024-02-08,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
@@ -198,13 +198,13 @@ 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,2024-01-05,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,2024-01-09,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
D-Tale,Python > Visualization,2024-01-31,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
mplfinance,Python > Visualization,2024-02-08,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
finplot,Python > Visualization,2024-02-09,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,2024-01-04,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,2023-12-20,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,2024-01-23,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
market-analy,Python > Visualization,2023-12-06,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,2024-02-06,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,2024-02-17,https://github.com/Rdatatable/data.table,"Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.",True,False,Rdatatable/data.table
sparseEigen,R > Numerical Libraries & Data Structures,2018-12-22,https://github.com/dppalomar/sparseEigen,Sparse pricipal component analysis.,True,False,dppalomar/sparseEigen
TSdbi,R > Numerical Libraries & Data Structures,,http://tsdbi.r-forge.r-project.org/,Provides a common interface to time series databases.,False,False,
tseries,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
@@ -258,12 +258,12 @@ 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,2023-12-05,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR
TTR,R > Trading,2024-02-13,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,2023-09-14,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
PerformanceAnalytics,R > Risk Analysis,2024-02-15,https://github.com/braverock/PerformanceAnalytics,Econometric tools for performance and risk analysis.,True,False,braverock/PerformanceAnalytics
FactorAnalytics,R > Factor Analysis,2024-02-16,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,2023-08-31,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,
@@ -277,7 +277,7 @@ tibbletime,R > Time Series,2023-01-24,https://github.com/business-science/tibble
matrixprofile,R > Time Series,2022-11-25,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
garchmodels,R > Time Series,2022-08-11,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
timeDate,R > Calendars,,https://cran.r-project.org/web/packages/timeDate/index.html,Chronological and Calendar Objects,False,True,
bizdays,R > Calendars,2024-01-14,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
bizdays,R > Calendars,2024-02-12,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
QUANTAXIS,Matlab > FrameWorks,2023-01-10,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
QuantLib.jl,Julia,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,pazzo83/QuantLib.jl
Ito.jl,Julia,2017-03-21,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,aviks/Ito.jl
@@ -301,9 +301,9 @@ DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, T
ta4j,Java,2024-01-05,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,2024-01-26,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,2024-01-15,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,2024-01-25,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
Ghostfolio,JavaScript,2024-02-16,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,2024-02-03,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts
ccxt,JavaScript,2024-02-17,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
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
@@ -324,22 +324,22 @@ 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,2023-12-05,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet
QLNet,Frameworks,2024-02-16,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,2024-01-09,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,2024-01-25,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,2024-01-25,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,2024-02-16,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,2024-02-17,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,2024-01-18,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs
TradeAggregation,Rust,2024-01-22,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,MathisWellmann/trade_aggregation-rs
TradeAggregation,Rust,2024-01-28,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,2024-01-15,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
RustQuant,Rust,2024-02-17,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
finalytics,Rust,2024-01-15,https://github.com/Nnamdi-sys/finalytics,A rust library for financial data analysis.,True,False,Nnamdi-sys/finalytics
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,
@@ -351,10 +351,10 @@ QuantEcon,"Reproducing Works, Training & Books",,https://quantecon.org/,"Lecture
FinanceHub,"Reproducing Works, Training & Books",2021-05-25,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance,True,False,Finance-Hub/FinanceHub
Python_Option_Pricing,"Reproducing Works, Training & Books",2017-07-26,https://github.com/dedwards25/Python_Option_Pricing,"An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.",True,False,dedwards25/Python_Option_Pricing
python-training,"Reproducing Works, Training & Books",2023-11-27,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",2024-01-25,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
Stock_Analysis_For_Quant,"Reproducing Works, Training & Books",2024-02-13,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
algorithmic-trading-with-python,"Reproducing Works, Training & Books",2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,chrisconlan/algorithmic-trading-with-python
MEDIUM_NoteBook,"Reproducing Works, Training & Books",2023-12-17,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
QuantFinance,"Reproducing Works, Training & Books",2024-02-13,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance
IPythonScripts,"Reproducing Works, Training & Books",2018-11-18,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,mgroncki/IPythonScripts
Computational-Finance-Course,"Reproducing Works, Training & Books",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
@@ -372,7 +372,7 @@ frh-fx,"Reproducing Works, Training & Books",2018-05-24,https://github.com/ryanm
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",2023-11-03,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
Technical Analysis and Feature Engineering,"Reproducing Works, Training & Books",2024-02-16,https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering,Feature Engineering and Feature Importance of Machine Learning in Financial Market.,True,False,jo-cho/Technical_Analysis_and_Feature_Engineering
Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine,"Reproducing Works, Training & Books",2022-10-05,https://github.com/differential-machine-learning/notebooks,"Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.",True,False,differential-machine-learning/notebooks
systematictradingexamples,"Reproducing Works, Training & Books",2020-07-22,https://github.com/robcarver17/systematictradingexamples,Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com),True,False,robcarver17/systematictradingexamples
pysystemtrade_examples,"Reproducing Works, Training & Books",2018-02-21,https://github.com/robcarver17/pysystemtrade_examples,Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com).,True,False,robcarver17/pysystemtrade_examples
1 project section last_commit url description github cran repo
7 sympy Python > Numerical Libraries & Data Structures https://www.sympy.org/ SymPy is a Python library for symbolic mathematics. False False
8 pymc3 Python > Numerical Libraries & Data Structures https://docs.pymc.io/ Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. False False
9 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
10 ArcticDB Python > Numerical Libraries & Data Structures 2024-01-25 2024-02-17 https://github.com/man-group/ArcticDB High performance datastore for time series and tick data. True False man-group/ArcticDB
11 OpenBB Terminal Python > Financial Instruments and Pricing 2024-01-25 2024-02-15 https://github.com/OpenBB-finance/OpenBBTerminal Terminal for investment research for everyone. True False OpenBB-finance/OpenBBTerminal
12 PyQL Python > Financial Instruments and Pricing 2023-11-08 https://github.com/enthought/pyql QuantLib's Python port. True False enthought/pyql
13 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
14 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
20 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
21 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
22 pysabr Python > Financial Instruments and Pricing 2022-04-21 https://github.com/ynouri/pysabr SABR model Python implementation. True False ynouri/pysabr
23 FinancePy Python > Financial Instruments and Pricing 2023-12-10 2024-02-13 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
24 gs-quant Python > Financial Instruments and Pricing 2024-01-25 2024-02-16 https://github.com/goldmansachs/gs-quant Python toolkit for quantitative finance True False goldmansachs/gs-quant
25 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
26 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
27 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
28 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
29 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
30 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
31 finoptions Python > Financial Instruments and Pricing 2021-12-28 2024-02-01 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
32 pypme Python > Financial Instruments and Pricing 2023-06-27 https://github.com/ymyke/pypme PME (Public Market Equivalent) calculation. True False ymyke/pypme
33 AbsBox Python > Financial Instruments and Pricing 2024-01-03 2024-02-16 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
34 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
35 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
36 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
37 finta Python > Indicators 2022-07-24 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
38 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
39 lppls Python > Indicators 2023-06-06 2024-02-15 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
40 skfolio Python > Trading & Backtesting 2024-01-25 2024-02-14 https://github.com/skfolio/skfolio Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models. True False skfolio/skfolio
41 Investing algorithm framework Python > Trading & Backtesting 2024-01-10 2024-02-13 https://github.com/coding-kitties/investing-algorithm-framework Framework for developing, backtesting, and deploying automated trading algorithms. True False coding-kitties/investing-algorithm-framework
42 QSTrader Python > Trading & Backtesting 2021-10-07 2024-02-07 https://github.com/mhallsmoore/qstrader QSTrader backtesting simulation engine. True False mhallsmoore/qstrader
43 Blankly Python > Trading & Backtesting 2023-12-23 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
44 TA-Lib Python > Trading & Backtesting 2024-01-20 2024-02-14 https://github.com/mrjbq7/ta-lib Python wrapper for TA-Lib (<http://ta-lib.org/>). True False mrjbq7/ta-lib
45 zipline Python > Trading & Backtesting 2020-10-14 https://github.com/quantopian/zipline Pythonic algorithmic trading library. True False quantopian/zipline
46 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
47 quantitative Python > Trading & Backtesting 2019-03-03 https://github.com/jeffrey-liang/quantitative Quantitative finance, and backtesting library. True False jeffrey-liang/quantitative
48 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
49 bt Python > Trading & Backtesting 2023-12-11 2024-02-05 https://github.com/pmorissette/bt Flexible Backtesting for Python. True False pmorissette/bt
50 backtrader Python > Trading & Backtesting 2023-04-19 https://github.com/backtrader/backtrader Python Backtesting library for trading strategies. True False backtrader/backtrader
51 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
52 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
60 finmarketpy Python > Trading & Backtesting 2024-01-01 https://github.com/cuemacro/finmarketpy Python library for backtesting trading strategies and analyzing financial markets. True False cuemacro/finmarketpy
61 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
62 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
63 zvt Python > Trading & Backtesting 2023-11-09 2024-02-05 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
64 pylivetrader Python > Trading & Backtesting 2022-04-11 https://github.com/alpacahq/pylivetrader zipline-compatible live trading library. True False alpacahq/pylivetrader
65 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
66 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
67 moonshot Python > Trading & Backtesting 2023-12-28 https://github.com/quantrocket-llc/moonshot Vectorized backtester and trading engine for QuantRocket based on Pandas. True False quantrocket-llc/moonshot
68 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
69 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
70 riskparity.py Python > Trading & Backtesting 2023-10-07 2024-02-10 https://github.com/dppalomar/riskparity.py fast and scalable design of risk parity portfolios with TensorFlow 2.0 True False dppalomar/riskparity.py
71 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
72 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
73 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
78 quantstats Python > Trading & Backtesting 2023-07-06 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
79 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
80 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
81 freqtrade Python > Trading & Backtesting 2024-01-25 2024-02-16 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
82 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
83 DeepDow Python > Trading & Backtesting 2024-01-24 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
84 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
85 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
86 AlphaPy Python > Trading & Backtesting 2023-12-13 2024-02-10 https://github.com/ScottfreeLLC/AlphaPy Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost True False ScottfreeLLC/AlphaPy
87 jesse Python > Trading & Backtesting 2024-01-01 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
88 rqalpha Python > Trading & Backtesting 2024-01-22 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
89 FinRL-Library Python > Trading & Backtesting 2024-01-24 2024-02-14 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
90 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
91 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
92 OctoBot Python > Trading & Backtesting 2024-01-18 2024-02-16 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
93 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
94 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
95 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
97 fast-trade Python > Trading & Backtesting 2024-01-25 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
98 qf-lib Python > Trading & Backtesting 2023-12-14 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
99 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
100 vectorbt Python > Trading & Backtesting 2023-09-30 2024-02-03 https://github.com/polakowo/vectorbt Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. True False polakowo/vectorbt
101 Lean Python > Trading & Backtesting 2024-01-25 2024-02-16 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
102 fast-trade Python > Trading & Backtesting 2024-01-25 https://github.com/jrmeier/fast-trade Low code backtesting library utilizing pandas and technical analysis indicators. True False jrmeier/fast-trade
103 pysystemtrade Python > Trading & Backtesting 2024-01-08 2024-02-08 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
104 pytrendseries Python > Trading & Backtesting 2024-01-09 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
105 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
106 PyBroker Python > Trading & Backtesting 2024-01-20 https://github.com/edtechre/pybroker Algorithmic Trading with Machine Learning. True False edtechre/pybroker
107 OctoBot Script Python > Trading & Backtesting 2024-01-14 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
108 hftbacktest Python > Trading & Backtesting 2024-01-17 2024-02-14 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
109 vnpy Python > Trading & Backtesting 2023-12-09 https://github.com/vnpy/vnpy VeighNa is a Python-based open source quantitative trading system development framework. True False vnpy/vnpy
110 Intelligent Trading Bot Python > Trading & Backtesting 2023-12-28 https://github.com/asavinov/intelligent-trading-bot Automatically generating signals and trading based on machine learning and feature engineering True False asavinov/intelligent-trading-bot
111 fastquant Python > Trading & Backtesting 2023-09-15 https://github.com/enzoampil/fastquant fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code. True False enzoampil/fastquant
112 nautilus_trader Python > Trading & Backtesting 2024-01-22 2024-02-09 https://github.com/nautechsystems/nautilus_trader A high-performance algorithmic trading platform and event-driven backtester. True False nautechsystems/nautilus_trader
113 pyfolio Python > Risk Analysis 2020-02-28 https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. True False quantopian/pyfolio
114 empyrical Python > Risk Analysis 2020-10-14 https://github.com/quantopian/empyrical Common financial risk and performance metrics. True False quantopian/empyrical
115 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
119 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
120 universal-portfolios Python > Risk Analysis 2024-01-16 https://github.com/Marigold/universal-portfolios Collection of algorithms for online portfolio selection. True False Marigold/universal-portfolios
121 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
122 Empyrial Python > Risk Analysis 2023-08-13 2024-02-08 https://github.com/ssantoshp/Empyrial Portfolio's risk and performance analytics and returns predictions. True False ssantoshp/Empyrial
123 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
124 Riskfolio-Lib Python > Risk Analysis 2024-01-20 2024-02-08 https://github.com/dcajasn/Riskfolio-Lib Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. True False dcajasn/Riskfolio-Lib
125 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
126 Spectre Python > Factor Analysis 2023-11-28 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
127 Jupyter Quant Python > Quant Research Environment 2024-01-24 2024-02-16 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
128 ARCH Python > Time Series 2024-01-05 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
129 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
130 dynts Python > Time Series 2016-11-02 https://github.com/quantmind/dynts Python package for timeseries analysis and manipulation. True False quantmind/dynts
131 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
132 tsfresh Python > Time Series 2023-10-24 2024-01-28 https://github.com/blue-yonder/tsfresh Automatic extraction of relevant features from time series. True False blue-yonder/tsfresh
133 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
134 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
135 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
136 pmdarima Python > Time Series 2023-10-23 2024-02-16 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
137 gluon-ts Python > Time Series 2024-01-15 2024-02-07 https://github.com/awslabs/gluon-ts vProbabilistic time series modeling in Python. True False awslabs/gluon-ts
138 exchange_calendars Python > Calendars 2024-01-13 2024-02-15 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
139 bizdays Python > Calendars 2024-01-25 2024-02-12 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
140 pandas_market_calendars Python > Calendars 2023-12-31 2024-02-10 https://github.com/rsheftel/pandas_market_calendars Exchange calendars to use with pandas for trading applications. True False rsheftel/pandas_market_calendars
141 yfinance Python > Data Sources 2024-01-21 2024-02-10 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
142 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
143 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
144 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
168 bronto-python Python > Data Sources https://pypi.org/project/bronto-python/ Bronto API Integration for Python. False False
169 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
170 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
171 tiingo Python > Data Sources 2023-12-13 2024-02-14 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
172 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
173 pyEX Python > Data Sources 2023-12-18 2024-02-05 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
174 alpaca-trade-api Python > Data Sources 2024-01-12 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
175 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
176 akshare Python > Data Sources 2024-01-25 2024-02-14 https://github.com/jindaxiang/akshare AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io> True False jindaxiang/akshare
177 yahooquery Python > Data Sources 2023-12-16 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
178 investpy Python > Data Sources 2022-10-02 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
179 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
180 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
181 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
182 FinanceDataReader Python > Data Sources 2024-01-19 2024-01-31 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
183 pystlouisfed Python > Data Sources 2024-01-09 https://github.com/TomasKoutek/pystlouisfed Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. True False TomasKoutek/pystlouisfed
184 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
185 market-prices Python > Data Sources 2024-01-02 2024-02-15 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
186 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
187 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
188 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
189 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
190 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
191 finagg Python > Data Sources 2024-01-23 2024-02-08 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
192 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
193 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
194 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
198 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
199 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
200 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
201 D-Tale Python > Visualization 2024-01-05 2024-01-31 https://github.com/man-group/dtale Visualizer for pandas dataframes and xarray datasets. True False man-group/dtale
202 mplfinance Python > Visualization 2023-08-01 2024-02-08 https://github.com/matplotlib/mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data. True False matplotlib/mplfinance
203 finplot Python > Visualization 2024-01-09 2024-02-09 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
204 finvizfinance Python > Visualization 2023-11-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
205 market-analy Python > Visualization 2024-01-04 2023-12-06 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
206 xts R > Numerical Libraries & Data Structures 2023-12-20 2024-02-06 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
207 data.table R > Numerical Libraries & Data Structures 2024-01-23 2024-02-17 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
208 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
209 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
210 tseries R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
258 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
259 backtest R > Trading https://cran.r-project.org/web/packages/backtest/index.html Exploring Portfolio-Based Conjectures About Financial Instruments. False True
260 pa R > Trading https://cran.r-project.org/web/packages/pa/index.html Performance Attribution for Equity Portfolios. False True
261 TTR R > Trading 2023-12-05 2024-02-13 https://github.com/joshuaulrich/TTR Technical Trading Rules. True False joshuaulrich/TTR
262 QuantTools R > Trading https://quanttools.bitbucket.io/_site/index.html Enhanced Quantitative Trading Modelling. False False
263 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
264 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
265 PerformanceAnalytics R > Risk Analysis 2023-10-24 2024-02-15 https://github.com/braverock/PerformanceAnalytics Econometric tools for performance and risk analysis. True False braverock/PerformanceAnalytics
266 FactorAnalytics R > Factor Analysis 2023-04-04 2024-02-16 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
267 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
268 tseries R > Time Series https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
269 fGarch R > Time Series https://cran.r-project.org/web/packages/fGarch/index.html Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. False True
277 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
278 garchmodels R > Time Series 2022-08-11 https://github.com/AlbertoAlmuinha/garchmodels A parsnip backend for GARCH models. True False AlbertoAlmuinha/garchmodels
279 timeDate R > Calendars https://cran.r-project.org/web/packages/timeDate/index.html Chronological and Calendar Objects False True
280 bizdays R > Calendars 2024-01-14 2024-02-12 https://github.com/wilsonfreitas/R-bizdays Business days calculations and utilities True False wilsonfreitas/R-bizdays
281 QUANTAXIS Matlab > FrameWorks 2023-01-10 https://github.com/yutiansut/quantaxis Integrated Quantitative Toolbox with Matlab. True False yutiansut/quantaxis
282 QuantLib.jl Julia 2020-02-18 https://github.com/pazzo83/QuantLib.jl Quantlib implementation in pure Julia. True False pazzo83/QuantLib.jl
283 Ito.jl Julia 2017-03-21 https://github.com/aviks/Ito.jl A Julia package for quantitative finance. True False aviks/Ito.jl
301 ta4j Java 2024-01-05 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
302 finance.js JavaScript 2018-10-11 https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False ebradyjobory/finance.js
303 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
304 Ghostfolio JavaScript 2024-01-26 2024-02-16 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
305 IndicatorTS JavaScript 2024-01-15 2024-02-03 https://github.com/cinar/indicatorts Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicatorts
306 ccxt JavaScript 2024-01-25 2024-02-17 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
307 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
308 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
309 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
324 RQuantLib Frameworks http://dirk.eddelbuettel.com/code/rquantlib.html R port. False False
325 QuantLibAddin Frameworks https://www.quantlib.org/quantlibaddin/ Excel support. False False
326 QuantLibXL Frameworks https://www.quantlib.org/quantlibxl/ Excel support. False False
327 QLNet Frameworks 2023-12-05 2024-02-16 https://github.com/amaggiulli/qlnet .Net port. True False amaggiulli/qlnet
328 PyQL Frameworks 2023-11-08 https://github.com/enthought/pyql Python port. True False enthought/pyql
329 QuantLib.jl Frameworks 2020-02-18 https://github.com/pazzo83/QuantLib.jl Julia port. True False pazzo83/QuantLib.jl
330 QuantLib-Python Documentation Frameworks https://quantlib-python-docs.readthedocs.io/ Documentation for the Python bindings for the QuantLib library False False
331 QuantLib with Automatic Differention enabled Frameworks 2024-01-09 https://github.com/auto-differentiation/quantlib-xad Integration of Automatic Differentiation with the QuantLib library True False auto-differentiation/quantlib-xad
332 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
333 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
334 QuantConnect CSharp 2024-01-25 2024-02-16 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
335 StockSharp CSharp 2024-01-25 2024-02-17 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
336 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
337 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
338 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
339 LFEST Rust 2024-01-18 https://github.com/MathisWellmann/lfest-rs Simulated perpetual futures exchange to trade your strategy against. True False MathisWellmann/lfest-rs
340 TradeAggregation Rust 2024-01-22 2024-01-28 https://github.com/MathisWellmann/trade_aggregation-rs Aggregate trades into user-defined candles using information driven rules. True False MathisWellmann/trade_aggregation-rs
341 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
342 RustQuant Rust 2024-01-15 2024-02-17 https://github.com/avhz/RustQuant Quantitative finance library written in Rust. True False avhz/RustQuant
343 finalytics Rust 2024-01-15 https://github.com/Nnamdi-sys/finalytics A rust library for financial data analysis. True False Nnamdi-sys/finalytics
344 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
345 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
351 FinanceHub Reproducing Works, Training & Books 2021-05-25 https://github.com/Finance-Hub/FinanceHub Resources for Quantitative Finance True False Finance-Hub/FinanceHub
352 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
353 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
354 Stock_Analysis_For_Quant Reproducing Works, Training & Books 2024-01-25 2024-02-13 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
355 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
356 MEDIUM_NoteBook Reproducing Works, Training & Books 2023-12-17 https://github.com/cerlymarco/MEDIUM_NoteBook Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. True False cerlymarco/MEDIUM_NoteBook
357 QuantFinance Reproducing Works, Training & Books 2022-03-12 2024-02-13 https://github.com/PythonCharmers/QuantFinance Training materials in quantitative finance. True False PythonCharmers/QuantFinance
358 IPythonScripts Reproducing Works, Training & Books 2018-11-18 https://github.com/mgroncki/IPythonScripts Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. True False mgroncki/IPythonScripts
359 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
360 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
372 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
373 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
374 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
375 Technical Analysis and Feature Engineering Reproducing Works, Training & Books 2023-03-31 2024-02-16 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
376 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
377 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
378 pysystemtrade_examples Reproducing Works, Training & Books 2018-02-21 https://github.com/robcarver17/pysystemtrade_examples Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com). True False robcarver17/pysystemtrade_examples