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<div>
<div class="quarto-title-meta-heading">Modified</div>
<div class="quarto-title-meta-contents">
<p class="date-modified">January 14, 2024</p>
<p class="date-modified">January 26, 2024</p>
</div>
</div>
@@ -319,6 +319,8 @@ ul.task-list li input[type="checkbox"] {
<li><a href="https://github.com/nkaz001/hftbacktest">hftbacktest</a> - 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.</li>
<li><a href="https://github.com/vnpy/vnpy">vnpy</a> - VeighNa is a Python-based open source quantitative trading system development framework.</li>
<li><a href="https://github.com/asavinov/intelligent-trading-bot">Intelligent Trading Bot</a> - Automatically generating signals and trading based on machine learning and feature engineering</li>
<li><a href="https://github.com/enzoampil/fastquant">fastquant</a> - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.</li>
<li><a href="https://github.com/nautechsystems/nautilus_trader">nautilus_trader</a> - A high-performance algorithmic trading platform and event-driven backtester.</li>
</ul>
</section>
<section id="risk-analysis" class="level3">
@@ -719,6 +721,7 @@ ul.task-list li input[type="checkbox"] {
<li><a href="https://github.com/MathisWellmann/trade_aggregation-rs">TradeAggregation</a> - Aggregate trades into user-defined candles using information driven rules.</li>
<li><a href="https://github.com/MathisWellmann/sliding_features-rs">SlidingFeatures</a> - Chainable tree-like sliding windows for signal processing and technical analysis.</li>
<li><a href="https://github.com/avhz/RustQuant">RustQuant</a> - Quantitative finance library written in Rust.</li>
<li><a href="https://github.com/Nnamdi-sys/finalytics">finalytics</a> - A rust library for financial data analysis.</li>
</ul>
</section>
<section id="reproducing-works-training-books" class="level2">
@@ -765,6 +768,7 @@ ul.task-list li input[type="checkbox"] {
<li><a href="https://github.com/deltaray-io/strategy-library">MesoSim Options Trading Strategy Library</a> - Free and public Options Trading strategy library for MesoSim.</li>
<li><a href="https://github.com/lingyixu/Quant-Finance-With-Python-Code">Quant-Finance-With-Python-Code</a> - Repo for code examples in Quantitative Finance with Python by Chris Kelliher</li>
<li><a href="https://github.com/JoaoJungblut/QuantFinanceTraining">QuantFinanceTraining</a> - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.</li>
<li><a href="https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization">Statistical-Learning-based-Portfolio-Optimization</a> - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).</li>
</ul>
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@@ -135,6 +135,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [hftbacktest](https://github.com/nkaz001/hftbacktest) - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
- [vnpy](https://github.com/vnpy/vnpy) - VeighNa is a Python-based open source quantitative trading system development framework.
- [Intelligent Trading Bot](https://github.com/asavinov/intelligent-trading-bot) - Automatically generating signals and trading based on machine learning and feature engineering
- [fastquant](https://github.com/enzoampil/fastquant) - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.
- [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) - A high-performance algorithmic trading platform and event-driven backtester.
### Risk Analysis
@@ -465,6 +467,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [TradeAggregation](https://github.com/MathisWellmann/trade_aggregation-rs) - Aggregate trades into user-defined candles using information driven rules.
- [SlidingFeatures](https://github.com/MathisWellmann/sliding_features-rs) - Chainable tree-like sliding windows for signal processing and technical analysis.
- [RustQuant](https://github.com/avhz/RustQuant) - Quantitative finance library written in Rust.
- [finalytics](https://github.com/Nnamdi-sys/finalytics) - A rust library for financial data analysis.
## Reproducing Works, Training & Books
@@ -510,3 +513,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [MesoSim Options Trading Strategy Library](https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim.
- [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher
- [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
- [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
projects.csv
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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,2024-01-14,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,2024-01-14,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal
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
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
@@ -21,7 +21,7 @@ hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://plat
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,2024-01-09,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
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
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
@@ -37,11 +37,11 @@ pandas_talib,Python > Indicators,2018-05-30,https://github.com/femtotrader/panda
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,2024-01-06,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
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
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,2023-12-30,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,2024-01-20,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
@@ -78,36 +78,38 @@ 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,2024-01-14,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
freqtrade,Python > Trading & Backtesting,2024-01-25,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
algorithmic-trading-with-python,Python > Trading & Backtesting,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,chrisconlan/algorithmic-trading-with-python
DeepDow,Python > Trading & Backtesting,2022-08-02,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
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
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,2023-12-07,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha
FinRL-Library,Python > Trading & Backtesting,2024-01-14,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
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
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,2024-01-10,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,2024-01-18,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
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
AutoTrader,Python > Trading & Backtesting,2023-09-26,https://github.com/kieran-mackle/AutoTrader,A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.,True,False,kieran-mackle/AutoTrader
fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/fast-trade,A library built with backtest portability and performance in mind for backtest trading strategies.,True,False,jrmeier/fast-trade
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,2024-01-11,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade
Lean,Python > Trading & Backtesting,2024-01-25,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
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,2023-12-11,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker
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,2023-12-10,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,2024-01-17,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
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
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
@@ -115,14 +117,14 @@ finance,Python > Risk Analysis,,https://pypi.org/project/finance/,Financial Risk
qfrm,Python > Risk Analysis,,https://pypi.org/project/qfrm/,"Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.",False,False,
visualize-wealth,Python > Risk Analysis,2015-06-10,https://github.com/benjaminmgross/visualize-wealth,Portfolio construction and quantitative analysis.,True,False,benjaminmgross/visualize-wealth
VisualPortfolio,Python > Risk Analysis,2017-02-28,https://github.com/wegamekinglc/VisualPortfolio,This tool is used to visualize the performance of a portfolio.,True,False,wegamekinglc/VisualPortfolio
universal-portfolios,Python > Risk Analysis,2023-10-31,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios
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
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,2024-01-06,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,2024-01-20,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
alphalens,Python > Factor Analysis,2020-04-27,https://github.com/quantopian/alphalens,Performance analysis of predictive alpha factors.,True,False,quantopian/alphalens
Spectre,Python > Factor Analysis,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,2024-01-08,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,2024-01-24,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
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
@@ -132,11 +134,11 @@ hasura/quandl-metabase,Python > Time Series,,https://platform.hasura.io/hub/proj
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,2024-01-10,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
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,2023-12-29,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
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,2024-01-11,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
yfinance,Python > Data Sources,2024-01-21,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
@@ -171,13 +173,13 @@ iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexf
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
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,2024-01-14,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
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
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,2023-11-25,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
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
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
@@ -186,7 +188,7 @@ lake-api,Python > Data Sources,2023-12-03,https://github.com/crypto-lake/lake-ap
tessa,Python > Data Sources,2023-10-16,https://github.com/ymyke/tessa,"simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.",True,False,ymyke/tessa
pandaSDMX,Python > Data Sources,2023-02-25,https://github.com/dr-leo/pandaSDMX,"Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.",True,False,dr-leo/pandaSDMX
cif,Python > Data Sources,2022-06-18,https://github.com/LenkaV/CIF,"Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.",True,False,LenkaV/CIF
finagg,Python > Data Sources,2023-09-23,https://github.com/theOGognf/finagg,"finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.",True,False,theOGognf/finagg
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
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
@@ -202,7 +204,7 @@ finplot,Python > Visualization,2024-01-09,https://github.com/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,2024-01-12,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
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
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,
@@ -218,7 +220,7 @@ GetTDData,R > Data Sources,2023-05-15,https://github.com/msperlin/GetTDData,Down
GetHFData,R > Data Sources,2020-06-30,https://github.com/msperlin/GetHFData,Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.,True,False,msperlin/GetHFData
Reddit WallstreetBets API,R > Data Sources,,https://dashboard.nbshare.io/apps/reddit/api/,Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API.,False,False,
td,R > Data Sources,2022-12-05,https://github.com/eddelbuettel/td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.,True,False,eddelbuettel/td
rbcb,R > Data Sources,2023-10-09,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb
rbcb,R > Data Sources,2024-01-23,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb
rb3,R > Data Sources,2023-09-11,https://github.com/ropensci/rb3,A bunch of downloaders and parsers for data delivered from B3.,True,False,ropensci/rb3
simfinapi,R > Data Sources,2023-04-12,https://github.com/matthiasgomolka/simfinapi,Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.,True,False,matthiasgomolka/simfinapi
RQuantLib,R > Financial Instruments and Pricing,,http://dirk.eddelbuettel.com/code/rquantlib.html,RQuantLib connects GNU R with QuantLib.,False,False,
@@ -280,7 +282,7 @@ QUANTAXIS,Matlab > FrameWorks,2023-01-10,https://github.com/yutiansut/quantaxis,
QuantLib.jl,Julia,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,pazzo83/QuantLib.jl
Ito.jl,Julia,2017-03-21,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,aviks/Ito.jl
TALib.jl,Julia,2017-08-22,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,femtotrader/TALib.jl
IncTA.jl,Julia,2024-01-14,https://github.com/femtotrader/IncTA.jl,Julia Incremental Technical Analysis Indicators,True,False,femtotrader/IncTA.jl
IncTA.jl,Julia,2024-01-18,https://github.com/femtotrader/IncTA.jl,Julia Incremental Technical Analysis Indicators,True,False,femtotrader/IncTA.jl
Miletus.jl,Julia,2023-12-07,https://github.com/JuliaComputing/Miletus.jl,"A financial contract definition, modeling language, and valuation framework.",True,False,JuliaComputing/Miletus.jl
Temporal.jl,Julia,2021-12-28,https://github.com/dysonance/Temporal.jl,Flexible and efficient time series class & methods.,True,False,dysonance/Temporal.jl
Indicators.jl,Julia,2022-12-06,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,dysonance/Indicators.jl
@@ -289,7 +291,7 @@ TimeSeries.jl,Julia,2023-12-07,https://github.com/JuliaStats/TimeSeries.jl,Time
MarketTechnicals.jl,Julia,2021-07-12,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,JuliaQuant/MarketTechnicals.jl
MarketData.jl,Julia,2024-01-06,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl
TimeFrames.jl,Julia,2019-02-16,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,femtotrader/TimeFrames.jl
DataFrames.jl,Julia,2024-01-08,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl
DataFrames.jl,Julia,2024-01-25,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl
TSFrames.jl,Julia,2023-07-25,https://github.com/xKDR/TSFrames.jl,Handle timeseries data on top of the powerful and mature DataFrames.jl,True,False,xKDR/TSFrames.jl
Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False,
JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False,
@@ -299,9 +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,2024-01-14,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,ghostfolio/ghostfolio
IndicatorTS,JavaScript,2023-10-21,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts
ccxt,JavaScript,2024-01-14,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt
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
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
@@ -315,7 +317,7 @@ Workbench,Elixir/Erlang,2022-06-06,https://github.com/fremantle-industries/workb
Prop,Elixir/Erlang,2022-06-06,https://github.com/fremantle-industries/prop,"An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.",True,False,fremantle-industries/prop
Kelp,Golang,2021-11-26,https://github.com/stellar/kelp,Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).,True,False,stellar/kelp
marketstore,Golang,2022-11-07,https://github.com/alpacahq/marketstore,DataFrame Server for Financial Timeseries Data.,True,False,alpacahq/marketstore
IndicatorGo,Golang,2023-12-29,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicator
IndicatorGo,Golang,2024-01-15,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicator
TradeFrame,CPP,2023-10-02,https://github.com/rburkholder/trade-frame,C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,rburkholder/trade-frame
QuantLib,Frameworks,,https://www.quantlib.org,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,False,False,
JQuantLib,Frameworks,,http://www.jquantlib.org,Java port.,False,False,
@@ -329,15 +331,16 @@ QuantLib-Python Documentation,Frameworks,,https://quantlib-python-docs.readthedo
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,2024-01-11,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,2024-01-14,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp
QuantConnect,CSharp,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
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,2024-01-10,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs
TradeAggregation,Rust,2023-08-03,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,MathisWellmann/trade_aggregation-rs
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
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,2024-01-10,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
RustQuant,Rust,2024-01-15,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,
volatility-trading,"Reproducing Works, Training & Books",2023-04-10,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
@@ -348,7 +351,7 @@ 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",2024-01-13,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
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
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
@@ -379,3 +382,4 @@ financialnoob-misc,"Reproducing Works, Training & Books",2023-06-06,https://gith
MesoSim Options Trading Strategy Library,"Reproducing Works, Training & Books",2023-11-24,https://github.com/deltaray-io/strategy-library,Free and public Options Trading strategy library for MesoSim. ,True,False,deltaray-io/strategy-library
Quant-Finance-With-Python-Code,"Reproducing Works, Training & Books",2023-11-16,https://github.com/lingyixu/Quant-Finance-With-Python-Code,Repo for code examples in Quantitative Finance with Python by Chris Kelliher,True,False,lingyixu/Quant-Finance-With-Python-Code
QuantFinanceTraining,"Reproducing Works, Training & Books",2023-12-12,https://github.com/JoaoJungblut/QuantFinanceTraining,"This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.",True,False,JoaoJungblut/QuantFinanceTraining
Statistical-Learning-based-Portfolio-Optimization,"Reproducing Works, Training & Books",2023-11-27,https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization,"This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).",True,False,YannickKae/Statistical-Learning-based-Portfolio-Optimization
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 2024-01-14 2024-01-25 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 2024-01-14 2024-01-25 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
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 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 2024-01-09 2024-01-25 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
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 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 2024-01-06 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
41 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
42 QSTrader Python > Trading & Backtesting 2021-10-07 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 2023-12-30 2024-01-20 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
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 2024-01-14 2024-01-25 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 2022-08-02 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 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 2023-12-07 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 2024-01-14 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
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 2024-01-10 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
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
96 AutoTrader Python > Trading & Backtesting 2023-09-26 https://github.com/kieran-mackle/AutoTrader A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading. True False kieran-mackle/AutoTrader
97 fast-trade Python > Trading & Backtesting 2023-01-31 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 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 2024-01-11 2024-01-25 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
102 fast-trade Python > Trading & Backtesting 2023-01-31 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 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 2023-12-11 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 2023-12-10 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
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 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
117 qfrm Python > Risk Analysis https://pypi.org/project/qfrm/ Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. False False
118 visualize-wealth Python > Risk Analysis 2015-06-10 https://github.com/benjaminmgross/visualize-wealth Portfolio construction and quantitative analysis. True False benjaminmgross/visualize-wealth
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 2023-10-31 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 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 2024-01-06 2024-01-20 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 2024-01-08 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
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
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 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 2024-01-10 2024-01-15 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 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
139 bizdays Python > Calendars 2023-12-29 2024-01-25 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 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 2024-01-11 2024-01-21 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
173 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
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 2024-01-14 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
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 2023-11-25 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
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 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
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 2023-09-23 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
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
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 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 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 2024-01-12 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
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
220 GetHFData R > Data Sources 2020-06-30 https://github.com/msperlin/GetHFData Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. True False msperlin/GetHFData
221 Reddit WallstreetBets API R > Data Sources https://dashboard.nbshare.io/apps/reddit/api/ Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API. False False
222 td R > Data Sources 2022-12-05 https://github.com/eddelbuettel/td Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. True False eddelbuettel/td
223 rbcb R > Data Sources 2023-10-09 2024-01-23 https://github.com/wilsonfreitas/rbcb R interface to Brazilian Central Bank web services. True False wilsonfreitas/rbcb
224 rb3 R > Data Sources 2023-09-11 https://github.com/ropensci/rb3 A bunch of downloaders and parsers for data delivered from B3. True False ropensci/rb3
225 simfinapi R > Data Sources 2023-04-12 https://github.com/matthiasgomolka/simfinapi Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R. True False matthiasgomolka/simfinapi
226 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
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
284 TALib.jl Julia 2017-08-22 https://github.com/femtotrader/TALib.jl A Julia wrapper for TA-Lib. True False femtotrader/TALib.jl
285 IncTA.jl Julia 2024-01-14 2024-01-18 https://github.com/femtotrader/IncTA.jl Julia Incremental Technical Analysis Indicators True False femtotrader/IncTA.jl
286 Miletus.jl Julia 2023-12-07 https://github.com/JuliaComputing/Miletus.jl A financial contract definition, modeling language, and valuation framework. True False JuliaComputing/Miletus.jl
287 Temporal.jl Julia 2021-12-28 https://github.com/dysonance/Temporal.jl Flexible and efficient time series class & methods. True False dysonance/Temporal.jl
288 Indicators.jl Julia 2022-12-06 https://github.com/dysonance/Indicators.jl Financial market technical analysis & indicators on top of Temporal. True False dysonance/Indicators.jl
291 MarketTechnicals.jl Julia 2021-07-12 https://github.com/JuliaQuant/MarketTechnicals.jl Technical analysis of financial time series on top of TimeSeries. True False JuliaQuant/MarketTechnicals.jl
292 MarketData.jl Julia 2024-01-06 https://github.com/JuliaQuant/MarketData.jl Time series market data. True False JuliaQuant/MarketData.jl
293 TimeFrames.jl Julia 2019-02-16 https://github.com/femtotrader/TimeFrames.jl A Julia library that defines TimeFrame (essentially for resampling TimeSeries). True False femtotrader/TimeFrames.jl
294 DataFrames.jl Julia 2024-01-08 2024-01-25 https://github.com/JuliaData/DataFrames.jl In-memory tabular data in Julia True False JuliaData/DataFrames.jl
295 TSFrames.jl Julia 2023-07-25 https://github.com/xKDR/TSFrames.jl Handle timeseries data on top of the powerful and mature DataFrames.jl True False xKDR/TSFrames.jl
296 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
297 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
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 2024-01-14 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
305 IndicatorTS JavaScript 2023-10-21 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
306 ccxt JavaScript 2024-01-14 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
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
317 Prop Elixir/Erlang 2022-06-06 https://github.com/fremantle-industries/prop An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. True False fremantle-industries/prop
318 Kelp Golang 2021-11-26 https://github.com/stellar/kelp Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI). True False stellar/kelp
319 marketstore Golang 2022-11-07 https://github.com/alpacahq/marketstore DataFrame Server for Financial Timeseries Data. True False alpacahq/marketstore
320 IndicatorGo Golang 2023-12-29 2024-01-15 https://github.com/cinar/indicator IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicator
321 TradeFrame CPP 2023-10-02 https://github.com/rburkholder/trade-frame C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. True False rburkholder/trade-frame
322 QuantLib Frameworks https://www.quantlib.org The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. False False
323 JQuantLib Frameworks http://www.jquantlib.org Java port. 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 2024-01-11 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
335 StockSharp CSharp 2024-01-14 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
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 2024-01-10 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 2023-08-03 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
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 2024-01-10 2024-01-15 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
346 volatility-trading Reproducing Works, Training & Books 2023-04-10 https://github.com/jasonstrimpel/volatility-trading A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. True False jasonstrimpel/volatility-trading
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 2024-01-13 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
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 https://github.com/PythonCharmers/QuantFinance Training materials in quantitative finance. True False PythonCharmers/QuantFinance
382 MesoSim Options Trading Strategy Library Reproducing Works, Training & Books 2023-11-24 https://github.com/deltaray-io/strategy-library Free and public Options Trading strategy library for MesoSim. True False deltaray-io/strategy-library
383 Quant-Finance-With-Python-Code Reproducing Works, Training & Books 2023-11-16 https://github.com/lingyixu/Quant-Finance-With-Python-Code Repo for code examples in Quantitative Finance with Python by Chris Kelliher True False lingyixu/Quant-Finance-With-Python-Code
384 QuantFinanceTraining Reproducing Works, Training & Books 2023-12-12 https://github.com/JoaoJungblut/QuantFinanceTraining This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. True False JoaoJungblut/QuantFinanceTraining
385 Statistical-Learning-based-Portfolio-Optimization Reproducing Works, Training & Books 2023-11-27 https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). True False YannickKae/Statistical-Learning-based-Portfolio-Optimization