From 7173ed3708af1c1773cd193507b421671ec5d40e Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sat, 17 Feb 2024 09:39:47 -0300 Subject: [PATCH] project list updated --- projects.csv | 120 +++++++++++++++++++++++++-------------------------- 1 file changed, 60 insertions(+), 60 deletions(-) diff --git a/projects.csv b/projects.csv index 919241d..b94567f 100644 --- a/projects.csv +++ b/projects.csv @@ -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 ().,True,False,mrjbq7/ta-lib +TA-Lib,Python > Trading & Backtesting,2024-02-14,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib ().,True,False,mrjbq7/ta-lib zipline,Python > Trading & Backtesting,2020-10-14,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,quantopian/zipline QuantSoftware Toolkit,Python > Trading & Backtesting,2016-10-07,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,QuantSoftware/QuantSoftwareToolkit quantitative,Python > Trading & Backtesting,2019-03-03,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,jeffrey-liang/quantitative analyzer,Python > Trading & Backtesting,2015-12-22,https://github.com/llazzaro/analyzer,Python framework for real-time financial and backtesting trading strategies.,True,False,llazzaro/analyzer -bt,Python > Trading & Backtesting,2023-12-11,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 ",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! ",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! ",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! ,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