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# awesome-quant # awesome-quant
[![Awesome](https://awesome.re/badge.svg)](https://awesome.re) [![Awesome](https://awesome.re/badge.svg)](https://awesome.re)
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance) A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
@@ -54,6 +55,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance. - [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance.
### Indicators ### Indicators
- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. - [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators.
- [finta](https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas. - [finta](https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas.
- [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) - [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators))
@@ -190,6 +192,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. - [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python.
- [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. - [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data.
- [trafalgar](https://github.com/ssantoshp/trafalgar) - Python library to make development of portfolio analysis faster and easier. - [trafalgar](https://github.com/ssantoshp/trafalgar) - Python library to make development of portfolio analysis faster and easier.
- [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks
### Excel Integration ### Excel Integration
@@ -269,6 +272,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny. - [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny.
### Portfolio Optimization ### Portfolio Optimization
- [PortfolioAnalytics](https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios - [PortfolioAnalytics](https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios
### Trading ### Trading
@@ -289,6 +293,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis. - [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis.
### Factor Analysis ### Factor Analysis
- [FactorAnalytics](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. - [FactorAnalytics](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.
- [Expected Returns](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. - [Expected Returns](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.
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- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. - [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab.
## Julia ## Julia
- [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia.
@@ -335,7 +339,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data. - [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data.
- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries). - [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).
## Java ## Java
- [Strata](http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java. - [Strata](http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java.
@@ -349,6 +352,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. - [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations.
### Data Visualization ### Data Visualization
- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) an awesome visualization center based on quantaxis. - [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) an awesome visualization center based on quantaxis.
## Haskell ## Haskell
@@ -366,6 +370,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Jiji](https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API. - [Jiji](https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API.
- -
## Elixir/Erlang ## Elixir/Erlang
- [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. - [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit.