gavindiaz/awesome-quant
1
0
Fork 0
mirror of https://github.com/wilsonfreitas/awesome-quant.git synced 2026-07-27 20:07:50 +00:00
Code Issues Packages Projects Releases Wiki Activity

Added scripts to generate projects table

Browse Source 
The projects tables tries to organize information about projects including the last commit date that helps evaluating how one project is being mantained.
This commit is contained in:
wilsonfreitas
2022-03-27 21:11:25 -03:00
parent ba3c61ec09
commit 9c8fafcc6e
3 changed files with 689 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
parse.py
+94
View File
@@ -0,0 +1,94 @@
import os
import re
import pandas as pd
from threading import Thread
from github import Github
# using an access token
g = Github(os.environ['GITHUB_ACCESS_TOKEN'])
def extract_repo(url):
reu = re.compile('^https://github.com/([\w-]+/[\w-]+)$')
m = reu.match(url)
if m:
return m.group(1)
else:
return ''
def get_last_commit(repo):
try:
if repo:
r = g.get_repo(repo)
cs = r.get_commits()
return cs[0].commit.author.date.strftime('%Y-%m-%d')
else:
return ''
except:
print('ERROR' + repo)
return 'error'
class Project(Thread):
def __init__(self, match, section):
super().__init__()
self._match = match
self.regs = None
self._section = section
def run(self):
m = self._match
is_github = 'github.com' in m.group(2)
is_cran = 'cran.r-project.org' in m.group(2)
repo = extract_repo(m.group(2))
last_commit = get_last_commit(repo)
self.regs = dict(
project=m.group(1),
section=self._section,
last_commit=last_commit,
url=m.group(2),
description=m.group(3),
github=is_github,
cran=is_cran,
repo=repo
)
projects = []
with open('README.md', 'r', encoding='utf8') as f:
ret = re.compile('^(#+) (.*)$')
rex = re.compile('^\s*- \[(.*)\]\((.*)\) - (.*)$')
m_titles = []
last_head_level = 0
for line in f:
m = rex.match(line)
if m:
p = Project(m, ' > '.join(m_titles[1:]))
p.start()
projects.append(p)
else:
m = ret.match(line)
if m:
hrs = m.group(1)
if len(hrs) > last_head_level:
m_titles.append(m.group(2))
else:
for n in range(last_head_level - len(hrs) + 1):
m_titles.pop()
m_titles.append(m.group(2))
last_head_level = len(hrs)
while True:
checks = [not p.is_alive() for p in projects]
if all(checks):
break
projects = [p.regs for p in projects]
df = pd.DataFrame(projects)
df.to_csv('projects.csv', index=False)
df.to_markdown('projects.md', index=False)
projects.csv
+297
View File
@@ -0,0 +1,297 @@
project,section,last_commit,url,description,github,cran,repo
numpy,Python > Numerical Libraries & Data Structures,,https://www.numpy.org,NumPy is the fundamental package for scientific computing with Python.,False,False,
scipy,Python > Numerical Libraries & Data Structures,,https://www.scipy.org,"SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.",False,False,
pandas,Python > Numerical Libraries & Data Structures,,https://pandas.pydata.org,"pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.",False,False,
quantdsl,Python > Numerical Libraries & Data Structures,2017-10-26,https://github.com/johnbywater/quantdsl,Domain specific language for quantitative analytics in finance and trading.,True,False,johnbywater/quantdsl
statistics,Python > Numerical Libraries & Data Structures,,https://docs.python.org/3/library/statistics.html,Builtin Python library for all basic statistical calculations.,False,False,
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,
PyQL,Python > Financial Instruments and Pricing,2022-01-27,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,2016-05-17,https://github.com/vollib/vollib,"vollib is a python library for calculating option prices, implied volatility and greeks.",True,False,vollib/vollib
QuantPy,Python > Financial Instruments and Pricing,2017-11-28,https://github.com/jsmidt/QuantPy,A framework for quantitative finance In python.,True,False,jsmidt/QuantPy
Finance-Python,Python > Financial Instruments and Pricing,2021-12-26,https://github.com/alpha-miner/Finance-Python,Python tools for Finance.,True,False,alpha-miner/Finance-Python
ffn,Python > Financial Instruments and Pricing,2022-02-25,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,pmorissette/ffn
pynance,Python > Financial Instruments and Pricing,,https://pynance.net,"PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.",False,False,
tia,Python > Financial Instruments and Pricing,2017-06-05,https://github.com/bpsmith/tia,Toolkit for integration and analysis.,True,False,bpsmith/tia
hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/hasura/base-python-dash,"Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.",False,False,
hasura/base-python-bokeh,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/hasura/base-python-bokeh,Hasura quickstart to visualize data with bokeh library.,False,False,
pysabr,Python > Financial Instruments and Pricing,2018-08-27,https://github.com/ynouri/pysabr,SABR model Python implementation.,True,False,ynouri/pysabr
FinancePy,Python > Financial Instruments and Pricing,2022-03-20,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,2022-03-23,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,2021-06-16,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,dbrojas/optlib
tf-quant-finance,Python > Financial Instruments and Pricing,2022-03-09,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,google/tf-quant-finance
Q-Fin,Python > Financial Instruments and Pricing,2021-06-07,https://github.com/RomanMichaelPaolucci/Q-Fin,A Python library for mathematical finance.,True,False,RomanMichaelPaolucci/Q-Fin
Quantsbin,Python > Financial Instruments and Pricing,2021-05-23,https://github.com/quantsbin/Quantsbin,"Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.",True,False,quantsbin/Quantsbin
pandas_talib,Python > Indicators,2018-05-30,https://github.com/femtotrader/pandas_talib,A Python Pandas implementation of technical analysis indicators.,True,False,femtotrader/pandas_talib
finta,Python > Indicators,2021-10-19,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,2021-12-23,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
TA-Lib,Python > Trading & Backtesting,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
zipline,Python > Trading & Backtesting,,https://www.zipline.io,Pythonic algorithmic trading library.,False,False,
QuantSoftware Toolkit,Python > Trading & Backtesting,2016-10-07,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,QuantSoftware/QuantSoftwareToolkit
quantitative,Python > Trading & Backtesting,2019-03-03,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,jeffrey-liang/quantitative
analyzer,Python > Trading & Backtesting,2015-12-22,https://github.com/llazzaro/analyzer,Python framework for real-time financial and backtesting trading strategies.,True,False,llazzaro/analyzer
bt,Python > Trading & Backtesting,2022-03-23,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,pmorissette/bt
backtrader,Python > Trading & Backtesting,2021-07-17,https://github.com/backtrader/backtrader,Python Backtesting library for trading strategies.,True,False,backtrader/backtrader
pythalesians,Python > Trading & Backtesting,2016-09-23,https://github.com/thalesians/pythalesians,"Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.",True,False,thalesians/pythalesians
pybacktest,Python > Trading & Backtesting,2019-09-09,https://github.com/ematvey/pybacktest,"Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.",True,False,ematvey/pybacktest
pyalgotrade,Python > Trading & Backtesting,2018-08-21,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade
tradingWithPython,Python > Trading & Backtesting,,https://pypi.org/project/tradingWithPython/,A collection of functions and classes for Quantitative trading.,False,False,
Pandas TA,Python > Trading & Backtesting,2022-01-31,https://github.com/twopirllc/pandas-ta,Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.,True,False,twopirllc/pandas-ta
ta,Python > Trading & Backtesting,2022-01-27,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python),True,False,bukosabino/ta
algobroker,Python > Trading & Backtesting,2016-03-31,https://github.com/joequant/algobroker,This is an execution engine for algo trading.,True,False,joequant/algobroker
pysentosa,Python > Trading & Backtesting,,https://pypi.org/project/pysentosa/,Python API for sentosa trading system.,False,False,
finmarketpy,Python > Trading & Backtesting,2021-10-07,https://github.com/cuemacro/finmarketpy,Python library for backtesting trading strategies and analyzing financial markets.,True,False,cuemacro/finmarketpy
binary-martingale,Python > Trading & Backtesting,2017-10-16,https://github.com/metaperl/binary-martingale,Computer program to automatically trade binary options martingale style.,True,False,metaperl/binary-martingale
fooltrader,Python > Trading & Backtesting,2020-07-19,https://github.com/foolcage/fooltrader,the project using big-data technology to provide an uniform way to analyze the whole market.,True,False,foolcage/fooltrader
zvt,Python > Trading & Backtesting,2022-03-25,https://github.com/zvtvz/zvt,"the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.",True,False,zvtvz/zvt
pylivetrader,Python > Trading & Backtesting,2021-07-03,https://github.com/alpacahq/pylivetrader,zipline-compatible live trading library.,True,False,alpacahq/pylivetrader
pipeline-live,Python > Trading & Backtesting,2021-01-17,https://github.com/alpacahq/pipeline-live,zipline's pipeline capability with IEX for live trading.,True,False,alpacahq/pipeline-live
zipline-extensions,Python > Trading & Backtesting,2018-09-17,https://github.com/quantrocket-llc/zipline-extensions,Zipline extensions and adapters for QuantRocket.,True,False,quantrocket-llc/zipline-extensions
moonshot,Python > Trading & Backtesting,2021-04-13,https://github.com/quantrocket-llc/moonshot,Vectorized backtester and trading engine for QuantRocket based on Pandas.,True,False,quantrocket-llc/moonshot
PyPortfolioOpt,Python > Trading & Backtesting,2022-03-23,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.",True,False,robertmartin8/PyPortfolioOpt
Eiten,Python > Trading & Backtesting,2020-09-21,https://github.com/tradytics/eiten,"Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.",True,False,tradytics/eiten
riskparity.py,Python > Trading & Backtesting,,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,
mlfinlab,Python > Trading & Backtesting,2021-12-01,https://github.com/hudson-and-thames/mlfinlab,"Implementations regarding ""Advances in Financial Machine Learning"" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)",True,False,hudson-and-thames/mlfinlab
pyqstrat,Python > Trading & Backtesting,2022-01-08,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat
NowTrade,Python > Trading & Backtesting,2017-02-07,https://github.com/edouardpoitras/NowTrade,Python library for backtesting technical/mechanical strategies in the stock and currency markets.,True,False,edouardpoitras/NowTrade
pinkfish,Python > Trading & Backtesting,2022-03-21,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,fja05680/pinkfish
aat,Python > Trading & Backtesting,2022-02-26,https://github.com/timkpaine/aat,Async Algorithmic Trading Engine,True,False,timkpaine/aat
Backtesting.py,Python > Trading & Backtesting,,https://kernc.github.io/backtesting.py/,Backtest trading strategies in Python,False,False,
catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/catalyst,An Algorithmic Trading Library for Crypto-Assets in Python,True,False,enigmampc/catalyst
quantstats,Python > Trading & Backtesting,2022-02-14,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,2022-03-26,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,2022-03-11,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
Qlib,Python > Trading & Backtesting,2022-03-24,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,2022-03-08,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,2021-10-23,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,2022-03-23,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
rqalpha,Python > Trading & Backtesting,2022-02-05,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,2022-03-27,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,2022-02-09,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,2021-11-19,https://github.com/jmrichardson/tuneta,TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.,True,False,jmrichardson/tuneta
AutoTrader,Python > Trading & Backtesting,2022-02-17,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,2022-03-09,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,2022-03-25,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
pyfolio,Python > Risk Analysis,2020-02-28,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,True,False,quantopian/pyfolio
empyrical,Python > Risk Analysis,2020-10-14,https://github.com/quantopian/empyrical,Common financial risk and performance metrics.,True,False,quantopian/empyrical
fecon235,Python > Risk Analysis,2018-12-03,https://github.com/rsvp/fecon235,"Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.",True,False,rsvp/fecon235
finance,Python > Risk Analysis,,https://pypi.org/project/finance/,Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.,False,False,
qfrm,Python > Risk Analysis,,https://pypi.org/project/qfrm/,"Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.",False,False,
visualize-wealth,Python > Risk Analysis,2015-06-10,https://github.com/benjaminmgross/visualize-wealth,Portfolio construction and quantitative analysis.,True,False,benjaminmgross/visualize-wealth
VisualPortfolio,Python > Risk Analysis,2017-02-28,https://github.com/wegamekinglc/VisualPortfolio,This tool is used to visualize the perfomance of a portfolio.,True,False,wegamekinglc/VisualPortfolio
universal-portfolios,Python > Risk Analysis,2021-12-22,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,Marigold/universal-portfolios
FinQuant,Python > Risk Analysis,2020-05-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
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,2021-01-02,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
ARCH,Python > Time Series,2022-03-22,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
statsmodels,Python > Time Series,,http://statsmodels.sourceforge.net,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests.",False,False,
dynts,Python > Time Series,2016-11-02,https://github.com/quantmind/dynts,Python package for timeseries analysis and manipulation.,True,False,quantmind/dynts
PyFlux,Python > Time Series,2018-12-16,https://github.com/RJT1990/pyflux,Python library for timeseries modelling and inference (frequentist and Bayesian) on models.,True,False,RJT1990/pyflux
tsfresh,Python > Time Series,2021-12-21,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,blue-yonder/tsfresh
hasura/quandl-metabase,Python > Time Series,,https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series,Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.,False,False,
Facebook Prophet,Python > Time Series,2022-03-07,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,facebook/prophet
tsmoothie,Python > Time Series,2021-08-25,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,cerlymarco/tsmoothie
trading_calendars,Python > Calendars,2021-01-20,https://github.com/quantopian/trading_calendars,Stock Exchange Trading Calendars.,True,False,quantopian/trading_calendars
bizdays,Python > Calendars,2022-01-20,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2022-03-05,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,2022-01-30,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
findatapy,Python > Data Sources,2022-01-25,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy
googlefinance,Python > Data Sources,2018-09-23,https://github.com/hongtaocai/googlefinance,Python module to get real-time stock data from Google Finance API.,True,False,hongtaocai/googlefinance
yahoo-finance,Python > Data Sources,2021-12-15,https://github.com/lukaszbanasiak/yahoo-finance,Python module to get stock data from Yahoo! Finance.,True,False,lukaszbanasiak/yahoo-finance
pandas-datareader,Python > Data Sources,2022-03-16,https://github.com/pydata/pandas-datareader,"Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.",True,False,pydata/pandas-datareader
pandas-finance,Python > Data Sources,2021-08-08,https://github.com/davidastephens/pandas-finance,High level API for access to and analysis of financial data.,True,False,davidastephens/pandas-finance
pyhoofinance,Python > Data Sources,2016-10-07,https://github.com/innes213/pyhoofinance,Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.,True,False,innes213/pyhoofinance
yfinanceapi,Python > Data Sources,2020-05-26,https://github.com/Karthik005/yfinanceapi,Finance API for Python.,True,False,Karthik005/yfinanceapi
yql-finance,Python > Data Sources,2015-08-29,https://github.com/slawek87/yql-finance,"yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).",True,False,slawek87/yql-finance
ystockquote,Python > Data Sources,2017-03-10,https://github.com/cgoldberg/ystockquote,Retrieve stock quote data from Yahoo Finance.,True,False,cgoldberg/ystockquote
wallstreet,Python > Data Sources,2022-02-12,https://github.com/mcdallas/wallstreet,Real time stock and option data.,True,False,mcdallas/wallstreet
stock_extractor,Python > Data Sources,2016-09-10,https://github.com/ZachLiuGIS/stock_extractor,General Purpose Stock Extractors from Online Resources.,True,False,ZachLiuGIS/stock_extractor
Stockex,Python > Data Sources,2021-09-15,https://github.com/cttn/Stockex,Python wrapper for Yahoo! Finance API.,True,False,cttn/Stockex
finsymbols,Python > Data Sources,2017-07-23,https://github.com/skillachie/finsymbols,"Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.",True,False,skillachie/finsymbols
FRB,Python > Data Sources,2018-12-22,https://github.com/avelkoski/FRB,Python Client for FRED® API.,True,False,avelkoski/FRB
inquisitor,Python > Data Sources,2019-10-10,https://github.com/econdb/inquisitor,Python Interface to Econdb.com API.,True,False,econdb/inquisitor
yfi,Python > Data Sources,2016-02-12,https://github.com/nickelkr/yfi,Yahoo! YQL library.,True,False,nickelkr/yfi
chinesestockapi,Python > Data Sources,,https://pypi.org/project/chinesestockapi/,Python API to get Chinese stock price.,False,False,
exchange,Python > Data Sources,2015-07-07,https://github.com/akarat/exchange,Get current exchange rate.,True,False,akarat/exchange
ticks,Python > Data Sources,2016-01-08,https://github.com/jamescnowell/ticks,Simple command line tool to get stock ticker data.,True,False,jamescnowell/ticks
pybbg,Python > Data Sources,2015-01-20,https://github.com/bpsmith/pybbg,Python interface to Bloomberg COM APIs.,True,False,bpsmith/pybbg
ccy,Python > Data Sources,2021-01-09,https://github.com/lsbardel/ccy,Python module for currencies.,True,False,lsbardel/ccy
tushare,Python > Data Sources,,https://pypi.org/project/tushare/,A utility for crawling historical and Real-time Quotes data of China stocks.,False,False,
jsm,Python > Data Sources,,https://pypi.org/project/jsm/,Get the japanese stock market data.,False,False,
cn_stock_src,Python > Data Sources,2016-02-29,https://github.com/jealous/cn_stock_src,Utility for retrieving basic China stock data from different sources.,True,False,jealous/cn_stock_src
coinmarketcap,Python > Data Sources,2021-02-12,https://github.com/barnumbirr/coinmarketcap,Python API for coinmarketcap.,True,False,barnumbirr/coinmarketcap
after-hours,Python > Data Sources,2020-06-22,https://github.com/datawrestler/after-hours,Obtain pre market and after hours stock prices for a given symbol.,True,False,datawrestler/after-hours
bronto-python,Python > Data Sources,,https://pypi.org/project/bronto-python/,Bronto API Integration for Python.,False,False,
pytdx,Python > Data Sources,2020-04-15,https://github.com/rainx/pytdx,Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.,True,False,rainx/pytdx
pdblp,Python > Data Sources,2021-08-12,https://github.com/matthewgilbert/pdblp,A simple interface to integrate pandas and the Bloomberg Open API.,True,False,matthewgilbert/pdblp
tiingo,Python > Data Sources,2022-03-18,https://github.com/hydrosquall/tiingo-python,"Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.",True,False,hydrosquall/tiingo-python
iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexfinance,Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.,True,False,addisonlynch/iexfinance
pyEX,Python > Data Sources,2022-03-27,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,2022-03-25,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,2022-03-27,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,2021-02-26,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
investpy,Python > Data Sources,2022-02-04,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,2021-06-14,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
trafalgar,Python > Data Sources,2022-02-04,https://github.com/ssantoshp/trafalgar,Python library to make development of portfolio analysis faster and easier.,True,False,ssantoshp/trafalgar
FinanceDataReader,Python > Data Sources,2022-03-14,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
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
xlsxwriter,Python > Excel Integration,,https://xlsxwriter.readthedocs.io/,Write files in the Excel 2007+ XLSX file format.,False,False,
xlwt,Python > Excel Integration,2018-09-16,https://github.com/python-excel/xlwt,"Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.",True,False,python-excel/xlwt
DataNitro,Python > Excel Integration,,https://datanitro.com/,"DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.",False,False,
xlloop,Python > Excel Integration,,http://xlloop.sourceforge.net,XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).,False,False,
expy,Python > Excel Integration,,http://www.bnikolic.co.uk/expy/expy.html,"The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.",False,False,
pyxll,Python > Excel Integration,,https://www.pyxll.com,PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.,False,False,
D-Tale,Python > Visualization,2022-03-24,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
mplfinance,Python > Visualization,2022-03-04,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
finplot,Python > Visualization,2022-03-09,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
finvizfinance,Python > Visualization,2022-03-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance
xts,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/xts/index.html,"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.",False,True,
data.table,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/data.table/index.html,"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.",False,True,
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,
zoo,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/zoo/index.html,S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).,False,True,
tis,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tis/index.html,"Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.",False,True,
tfplot,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tfplot/index.html,Utilities for simple manipulation and quick plotting of time series data.,False,True,
tframe,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tframe/index.html,A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.,False,True,
IBrokers,R > Data Sources,,https://cran.r-project.org/web/packages/IBrokers/index.html,Provides native R access to Interactive Brokers Trader Workstation API.,False,True,
Rblpapi,R > Data Sources,,https://cran.r-project.org/web/packages/Rblpapi/index.html,An R Interface to 'Bloomberg' is provided via the 'Blp API'.,False,True,
Quandl,R > Data Sources,,https://www.quandl.com/tools/r,Get Financial Data Directly Into R.,False,False,
Rbitcoin,R > Data Sources,,https://cran.r-project.org/web/packages/Rbitcoin/index.html,"Unified markets API interface (bitstamp, kraken, btce, bitmarket).",False,True,
GetTDData,R > Data Sources,,https://cran.r-project.org/web/packages/GetTDData/index.html,Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.,False,True,
GetHFData,R > Data Sources,,https://cran.r-project.org/web/packages/GetHFData/index.html,Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.,False,True,
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,
RQuantLib,R > Financial Instruments and Pricing,,http://dirk.eddelbuettel.com/code/rquantlib.html,RQuantLib connects GNU R with QuantLib.,False,False,
quantmod,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/quantmod/index.html,Quantitative Financial Modelling Framework.,False,True,
Rmetrics,R > Financial Instruments and Pricing,,https://www.rmetrics.org,The premier open source software solution for teaching and training quantitative finance.,False,False,
fAsianOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fAsianOptions/index.html,EBM and Asian Option Valuation.,False,True,
fAssets,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fAssets/index.html,Analysing and Modelling Financial Assets.,False,True,
fBasics,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fBasics/index.html,Markets and Basic Statistics.,False,True,
fBonds,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fBonds/index.html,Bonds and Interest Rate Models.,False,True,
fExoticOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fExoticOptions/index.html,Exotic Option Valuation.,False,True,
fOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fOptions/index.html,Pricing and Evaluating Basic Options.,False,True,
fPortfolio,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fPortfolio/index.html,Portfolio Selection and Optimization.,False,True,
portfolio,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/portfolio/index.html,Analysing equity portfolios.,False,True,
portfolioSim,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/portfolioSim/index.html,Framework for simulating equity portfolio strategies.,False,True,
sparseIndexTracking,R > Financial Instruments and Pricing,2019-06-13,https://github.com/dppalomar/sparseIndexTracking,Portfolio design to track an index.,True,False,dppalomar/sparseIndexTracking
covFactorModel,R > Financial Instruments and Pricing,2019-03-25,https://github.com/dppalomar/covFactorModel,Covariance matrix estimation via factor models.,True,False,dppalomar/covFactorModel
riskParityPortfolio,R > Financial Instruments and Pricing,2022-02-10,https://github.com/dppalomar/riskParityPortfolio,Blazingly fast design of risk parity portfolios.,True,False,dppalomar/riskParityPortfolio
sde,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/sde/index.html,Simulation and Inference for Stochastic Differential Equations.,False,True,
YieldCurve,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/YieldCurve/index.html,Modelling and estimation of the yield curve.,False,True,
SmithWilsonYieldCurve,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html,Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.,False,True,
ycinterextra,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/ycinterextra/index.html,Yield curve or zero-coupon prices interpolation and extrapolation.,False,True,
AmericanCallOpt,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/AmericanCallOpt/index.html,This package includes pricing function for selected American call options with underlying assets that generate payouts.,False,True,
VarSwapPrice,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/VarSwapPrice/index.html,Pricing a variance swap on an equity index.,False,True,
RND,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/RND/index.html,Risk Neutral Density Extraction Package.,False,True,
LSMonteCarlo,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/LSMonteCarlo/index.html,American options pricing with Least Squares Monte Carlo method.,False,True,
OptHedging,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/OptHedging/index.html,Estimation of value and hedging strategy of call and put options.,False,True,
tvm,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/tvm/index.html,Time Value of Money Functions.,False,True,
OptionPricing,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/OptionPricing/index.html,Option Pricing with Efficient Simulation Algorithms.,False,True,
credule,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/credule/index.html,Credit Default Swap Functions.,False,True,
derivmkts,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/derivmkts/index.html,Functions and R Code to Accompany Derivatives Markets.,False,True,
FinCal,R > Financial Instruments and Pricing,2017-04-12,https://github.com/felixfan/FinCal,"Package for time value of money calculation, time series analysis and computational finance.",True,False,felixfan/FinCal
r-quant,R > Financial Instruments and Pricing,2014-02-19,https://github.com/artyyouth/r-quant,R code for quantitative analysis in finance.,True,False,artyyouth/r-quant
options.studies,R > Financial Instruments and Pricing,,https://github.com/taylorizing/options.studies,options trading studies functions for use with options.data package and shiny.,True,False,
PortfolioAnalytics,R > Portfolio Optimization,,https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf,"Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios",False,True,
TA-Lib,R > Trading,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
backtest,R > Trading,,https://cran.r-project.org/web/packages/backtest/index.html,Exploring Portfolio-Based Conjectures About Financial Instruments.,False,True,
pa,R > Trading,,https://cran.r-project.org/web/packages/pa/index.html,Performance Attribution for Equity Portfolios.,False,True,
TTR,R > Trading,,https://cran.r-project.org/web/packages/TTR/index.html,Technical Trading Rules.,False,True,
QuantTools,R > Trading,,https://quanttools.bitbucket.io/_site/index.html,Enhanced Quantitative Trading Modelling.,False,False,
blotter,R > Trading,2021-03-06,https://github.com/braverock/blotter,"Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.",True,False,braverock/blotter
quantstrat,R > Backtesting,2021-03-05,https://github.com/braverock/quantstrat,Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.,True,False,braverock/quantstrat
PerformanceAnalytics,R > Risk Analysis,,https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html,Econometric tools for performance and risk analysis.,False,True,
FactorAnalytics,R > Factor Analysis,2022-03-26,https://github.com/braverock/FactorAnalytics,"The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.",True,False,braverock/FactorAnalytics
Expected Returns,R > Factor Analysis,2022-03-27,https://github.com/JustinMShea/ExpectedReturns,"Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.",True,False,JustinMShea/ExpectedReturns
tseries,R > Time Series,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
zoo,R > Time Series,,https://cran.r-project.org/web/packages/zoo/index.html,S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).,False,True,
xts,R > Time Series,,https://cran.r-project.org/web/packages/xts/index.html,eXtensible Time Series.,False,True,
fGarch,R > Time Series,,https://cran.r-project.org/web/packages/fGarch/index.html,Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.,False,True,
timeSeries,R > Time Series,,https://cran.r-project.org/web/packages/timeSeries/index.html,Rmetrics - Financial Time Series Objects.,False,True,
rugarch,R > Time Series,,https://cran.r-project.org/web/packages/rugarch/index.html,Univariate GARCH Models.,False,True,
rmgarch,R > Time Series,,https://cran.r-project.org/web/packages/rmgarch/index.html,Multivariate GARCH Models.,False,True,
tidypredict,R > Time Series,2021-09-28,https://github.com/edgararuiz/tidypredict,Run predictions inside the database <https://tidypredict.netlify.com/>.,True,False,edgararuiz/tidypredict
tidyquant,R > Time Series,2021-12-30,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
timetk,R > Time Series,2022-01-19,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
tibbletime,R > Time Series,2021-02-18,https://github.com/business-science/tibbletime,"Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.",True,False,business-science/tibbletime
matrixprofile,R > Time Series,2021-06-26,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
garchmodels,R > Time Series,2021-08-10,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
timeDate,R > Calendars,,https://cran.r-project.org/web/packages/timeDate/index.html,Chronological and Calendar Objects,False,True,
bizdays,R > Calendars,,https://cran.r-project.org/web/packages/bizdays/index.html,Business days calculations and utilities,False,True,
QUANTAXIS,Matlab > FrameWorks,2022-02-08,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
QuantLib.jl,Julia,,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,
FinancialMarkets.jl,Julia,,https://github.com/imanuelcostigan/FinancialMarkets.jl,Describe and model financial markets objects using Julia.,True,False,
Ito.jl,Julia,,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,
TALib.jl,Julia,,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,
Miletus.jl,Julia,,https://juliacomputing.com/docs/miletus/index.html,"A financial contract definition, modeling language, and valuation framework.",False,False,
Temporal.jl,Julia,,https://github.com/dysonance/Temporal.jl,Flexible and efficient time series class & methods.,True,False,
Indicators.jl,Julia,,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,
Strategems.jl,Julia,,https://github.com/dysonance/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,
TimeSeries.jl,Julia,,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,
MarketTechnicals.jl,Julia,,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,
MarketData.jl,Julia,,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,
TimeFrames.jl,Julia,,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,
Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False,
JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False,
finmath.net,Java,,http://finmath.net,Java library with algorithms and methodologies related to mathematical finance.,False,False,
quantcomponents,Java,2015-10-07,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,lsgro/quantcomponents
DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.",False,False,
finance.js,JavaScript,,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,
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
hqfl,Haskell,2018-10-03,https://github.com/co-category/hqfl,Haskell Quantitative Finance Library.,True,False,co-category/hqfl
Haxcel,Haskell,2020-09-01,https://github.com/MarcusRainbow/Haxcel,Excel Addin for Haskell,True,False,MarcusRainbow/Haxcel
QuantScale,Scala,2014-01-14,https://github.com/choucrifahed/quantscale,Scala Quantitative Finance Library.,True,False,choucrifahed/quantscale
Scala Quant,Scala,2017-05-06,https://github.com/frankcash/Scala-Quant,Scala library for working with stock data from IFTTT recipes or Google Finance.,True,False,frankcash/Scala-Quant
Jiji,Ruby,2019-01-22,https://github.com/unageanu/jiji2,Open Source Forex algorithmic trading framework using OANDA REST API.,True,False,unageanu/jiji2
Tai,Elixir/Erlang,2022-03-21,https://github.com/fremantle-capital/tai,"Open Source composable, real time, market data and trade execution toolkit.",True,False,fremantle-capital/tai
Workbench,Elixir/Erlang,2022-03-27,https://github.com/fremantle-industries/workbench,From Idea to Execution - Manage your trading operation across a globally distributed cluster,True,False,fremantle-industries/workbench
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,2022-03-16,https://github.com/alpacahq/marketstore,DataFrame Server for Financial Timeseries Data.,True,False,alpacahq/marketstore
TradeFrame,CPP,2022-01-03,https://github.com/rburkholder/trade-frame,C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,rburkholder/trade-frame
QuantLib,Frameworks,,https://www.quantlib.org,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,False,False,
JQuantLib,Frameworks,,http://www.jquantlib.org,Java port.,False,False,
RQuantLib,Frameworks,,http://dirk.eddelbuettel.com/code/rquantlib.html,R port.,False,False,
QuantLibAddin,Frameworks,,https://www.quantlib.org/quantlibaddin/,Excel support.,False,False,
QuantLibXL,Frameworks,,https://www.quantlib.org/quantlibxl/,Excel support.,False,False,
QLNet,Frameworks,2021-12-07,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet
PyQL,Frameworks,2022-01-27,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
QuantLib.jl,Frameworks,,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,
TA-Lib,Frameworks,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
QuantConnect,CSharp,2022-03-18,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,2022-03-21,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,,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,
QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath
Derman Papers,Reproducing Works and Training,2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers
volatility-trading,Reproducing Works and Training,2021-11-29,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
quant,Reproducing Works and Training,2015-07-14,https://github.com/paulperry/quant,"Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.",True,False,paulperry/quant
fecon235,Reproducing Works and Training,2018-12-03,https://github.com/rsvp/fecon235,Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.,True,False,rsvp/fecon235
Quantitative-Notebooks,Reproducing Works and Training,2020-07-02,https://github.com/LongOnly/Quantitative-Notebooks,"Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy",True,False,LongOnly/Quantitative-Notebooks
QuantEcon,Reproducing Works and Training,,https://quantecon.org/,"Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks",False,False,
FinanceHub,Reproducing Works and Training,2021-05-25,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance,True,False,Finance-Hub/FinanceHub
Python_Option_Pricing,Reproducing Works and Training,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 and Training,2022-02-10,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 and Training,2022-03-25,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 and Training,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 and Training,2022-03-23,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 and Training,2022-03-12,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance
MarketAnalysis,Reproducing Works and Training,2020-08-06,https://github.com/Poseyy/MarketAnalysis,Implementing many different methods and popular analysis tools in Python.,True,False,Poseyy/MarketAnalysis
IPythonScripts,Reproducing Works and Training,2018-11-18,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,mgroncki/IPythonScripts
Computational-Finance-Course,Reproducing Works and Training,2021-10-12,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,LechGrzelak/Computational-Finance-Course
Machine-Learning-for-Asset-Managers,Reproducing Works and Training,2021-09-01,https://github.com/emoen/Machine-Learning-for-Asset-Managers,"Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.",True,False,emoen/Machine-Learning-for-Asset-Managers
1 project section last_commit url description github cran repo
2 numpy Python > Numerical Libraries & Data Structures https://www.numpy.org NumPy is the fundamental package for scientific computing with Python. False False
3 scipy Python > Numerical Libraries & Data Structures https://www.scipy.org SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. False False
4 pandas Python > Numerical Libraries & Data Structures https://pandas.pydata.org pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. False False
5 quantdsl Python > Numerical Libraries & Data Structures 2017-10-26 https://github.com/johnbywater/quantdsl Domain specific language for quantitative analytics in finance and trading. True False johnbywater/quantdsl
6 statistics Python > Numerical Libraries & Data Structures https://docs.python.org/3/library/statistics.html Builtin Python library for all basic statistical calculations. False False
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 PyQL Python > Financial Instruments and Pricing 2022-01-27 https://github.com/enthought/pyql QuantLib's Python port. True False enthought/pyql
10 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
11 vollib Python > Financial Instruments and Pricing 2016-05-17 https://github.com/vollib/vollib vollib is a python library for calculating option prices, implied volatility and greeks. True False vollib/vollib
12 QuantPy Python > Financial Instruments and Pricing 2017-11-28 https://github.com/jsmidt/QuantPy A framework for quantitative finance In python. True False jsmidt/QuantPy
13 Finance-Python Python > Financial Instruments and Pricing 2021-12-26 https://github.com/alpha-miner/Finance-Python Python tools for Finance. True False alpha-miner/Finance-Python
14 ffn Python > Financial Instruments and Pricing 2022-02-25 https://github.com/pmorissette/ffn A financial function library for Python. True False pmorissette/ffn
15 pynance Python > Financial Instruments and Pricing https://pynance.net PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. False False
16 tia Python > Financial Instruments and Pricing 2017-06-05 https://github.com/bpsmith/tia Toolkit for integration and analysis. True False bpsmith/tia
17 hasura/base-python-dash Python > Financial Instruments and Pricing https://platform.hasura.io/hub/projects/hasura/base-python-dash Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python. False False
18 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
19 pysabr Python > Financial Instruments and Pricing 2018-08-27 https://github.com/ynouri/pysabr SABR model Python implementation. True False ynouri/pysabr
20 FinancePy Python > Financial Instruments and Pricing 2022-03-20 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
21 gs-quant Python > Financial Instruments and Pricing 2022-03-23 https://github.com/goldmansachs/gs-quant Python toolkit for quantitative finance True False goldmansachs/gs-quant
22 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
23 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
24 optlib Python > Financial Instruments and Pricing 2021-06-16 https://github.com/dbrojas/optlib A library for financial options pricing written in Python. True False dbrojas/optlib
25 tf-quant-finance Python > Financial Instruments and Pricing 2022-03-09 https://github.com/google/tf-quant-finance High-performance TensorFlow library for quantitative finance. True False google/tf-quant-finance
26 Q-Fin Python > Financial Instruments and Pricing 2021-06-07 https://github.com/RomanMichaelPaolucci/Q-Fin A Python library for mathematical finance. True False RomanMichaelPaolucci/Q-Fin
27 Quantsbin Python > Financial Instruments and Pricing 2021-05-23 https://github.com/quantsbin/Quantsbin Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. True False quantsbin/Quantsbin
28 pandas_talib Python > Indicators 2018-05-30 https://github.com/femtotrader/pandas_talib A Python Pandas implementation of technical analysis indicators. True False femtotrader/pandas_talib
29 finta Python > Indicators 2021-10-19 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
30 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
31 lppls Python > Indicators 2021-12-23 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
32 TA-Lib Python > Trading & Backtesting https://ta-lib.org perform technical analysis of financial market data. False False
33 zipline Python > Trading & Backtesting https://www.zipline.io Pythonic algorithmic trading library. False False
34 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
35 quantitative Python > Trading & Backtesting 2019-03-03 https://github.com/jeffrey-liang/quantitative Quantitative finance, and backtesting library. True False jeffrey-liang/quantitative
36 analyzer Python > Trading & Backtesting 2015-12-22 https://github.com/llazzaro/analyzer Python framework for real-time financial and backtesting trading strategies. True False llazzaro/analyzer
37 bt Python > Trading & Backtesting 2022-03-23 https://github.com/pmorissette/bt Flexible Backtesting for Python. True False pmorissette/bt
38 backtrader Python > Trading & Backtesting 2021-07-17 https://github.com/backtrader/backtrader Python Backtesting library for trading strategies. True False backtrader/backtrader
39 pythalesians Python > Trading & Backtesting 2016-09-23 https://github.com/thalesians/pythalesians Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc. True False thalesians/pythalesians
40 pybacktest Python > Trading & Backtesting 2019-09-09 https://github.com/ematvey/pybacktest Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. True False ematvey/pybacktest
41 pyalgotrade Python > Trading & Backtesting 2018-08-21 https://github.com/gbeced/pyalgotrade Python Algorithmic Trading Library. True False gbeced/pyalgotrade
42 tradingWithPython Python > Trading & Backtesting https://pypi.org/project/tradingWithPython/ A collection of functions and classes for Quantitative trading. False False
43 Pandas TA Python > Trading & Backtesting 2022-01-31 https://github.com/twopirllc/pandas-ta Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. True False twopirllc/pandas-ta
44 ta Python > Trading & Backtesting 2022-01-27 https://github.com/bukosabino/ta Technical Analysis Library using Pandas (Python) True False bukosabino/ta
45 algobroker Python > Trading & Backtesting 2016-03-31 https://github.com/joequant/algobroker This is an execution engine for algo trading. True False joequant/algobroker
46 pysentosa Python > Trading & Backtesting https://pypi.org/project/pysentosa/ Python API for sentosa trading system. False False
47 finmarketpy Python > Trading & Backtesting 2021-10-07 https://github.com/cuemacro/finmarketpy Python library for backtesting trading strategies and analyzing financial markets. True False cuemacro/finmarketpy
48 binary-martingale Python > Trading & Backtesting 2017-10-16 https://github.com/metaperl/binary-martingale Computer program to automatically trade binary options martingale style. True False metaperl/binary-martingale
49 fooltrader Python > Trading & Backtesting 2020-07-19 https://github.com/foolcage/fooltrader the project using big-data technology to provide an uniform way to analyze the whole market. True False foolcage/fooltrader
50 zvt Python > Trading & Backtesting 2022-03-25 https://github.com/zvtvz/zvt the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime. True False zvtvz/zvt
51 pylivetrader Python > Trading & Backtesting 2021-07-03 https://github.com/alpacahq/pylivetrader zipline-compatible live trading library. True False alpacahq/pylivetrader
52 pipeline-live Python > Trading & Backtesting 2021-01-17 https://github.com/alpacahq/pipeline-live zipline's pipeline capability with IEX for live trading. True False alpacahq/pipeline-live
53 zipline-extensions Python > Trading & Backtesting 2018-09-17 https://github.com/quantrocket-llc/zipline-extensions Zipline extensions and adapters for QuantRocket. True False quantrocket-llc/zipline-extensions
54 moonshot Python > Trading & Backtesting 2021-04-13 https://github.com/quantrocket-llc/moonshot Vectorized backtester and trading engine for QuantRocket based on Pandas. True False quantrocket-llc/moonshot
55 PyPortfolioOpt Python > Trading & Backtesting 2022-03-23 https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. True False robertmartin8/PyPortfolioOpt
56 Eiten Python > Trading & Backtesting 2020-09-21 https://github.com/tradytics/eiten Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios. True False tradytics/eiten
57 riskparity.py Python > Trading & Backtesting https://github.com/dppalomar/riskparity.py fast and scalable design of risk parity portfolios with TensorFlow 2.0 True False
58 mlfinlab Python > Trading & Backtesting 2021-12-01 https://github.com/hudson-and-thames/mlfinlab Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) True False hudson-and-thames/mlfinlab
59 pyqstrat Python > Trading & Backtesting 2022-01-08 https://github.com/abbass2/pyqstrat A fast, extensible, transparent python library for backtesting quantitative strategies. True False abbass2/pyqstrat
60 NowTrade Python > Trading & Backtesting 2017-02-07 https://github.com/edouardpoitras/NowTrade Python library for backtesting technical/mechanical strategies in the stock and currency markets. True False edouardpoitras/NowTrade
61 pinkfish Python > Trading & Backtesting 2022-03-21 https://github.com/fja05680/pinkfish A backtester and spreadsheet library for security analysis. True False fja05680/pinkfish
62 aat Python > Trading & Backtesting 2022-02-26 https://github.com/timkpaine/aat Async Algorithmic Trading Engine True False timkpaine/aat
63 Backtesting.py Python > Trading & Backtesting https://kernc.github.io/backtesting.py/ Backtest trading strategies in Python False False
64 catalyst Python > Trading & Backtesting 2021-09-22 https://github.com/enigmampc/catalyst An Algorithmic Trading Library for Crypto-Assets in Python True False enigmampc/catalyst
65 quantstats Python > Trading & Backtesting 2022-02-14 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
66 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
67 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
68 freqtrade Python > Trading & Backtesting 2022-03-26 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
69 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
70 DeepDow Python > Trading & Backtesting 2022-03-11 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
71 Qlib Python > Trading & Backtesting 2022-03-24 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
72 machine-learning-for-trading Python > Trading & Backtesting 2022-03-08 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
73 AlphaPy Python > Trading & Backtesting 2021-10-23 https://github.com/ScottfreeLLC/AlphaPy Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost True False ScottfreeLLC/AlphaPy
74 jesse Python > Trading & Backtesting 2022-03-23 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
75 rqalpha Python > Trading & Backtesting 2022-02-05 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
76 FinRL-Library Python > Trading & Backtesting 2022-03-27 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
77 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
78 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
79 OctoBot Python > Trading & Backtesting 2022-02-09 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
80 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
81 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
82 TuneTA Python > Trading & Backtesting 2021-11-19 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
83 AutoTrader Python > Trading & Backtesting 2022-02-17 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
84 fast-trade Python > Trading & Backtesting 2022-03-09 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
85 qf-lib Python > Trading & Backtesting 2022-03-25 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
86 pyfolio Python > Risk Analysis 2020-02-28 https://github.com/quantopian/pyfolio Portfolio and risk analytics in Python. True False quantopian/pyfolio
87 empyrical Python > Risk Analysis 2020-10-14 https://github.com/quantopian/empyrical Common financial risk and performance metrics. True False quantopian/empyrical
88 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
89 finance Python > Risk Analysis https://pypi.org/project/finance/ Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. False False
90 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
91 visualize-wealth Python > Risk Analysis 2015-06-10 https://github.com/benjaminmgross/visualize-wealth Portfolio construction and quantitative analysis. True False benjaminmgross/visualize-wealth
92 VisualPortfolio Python > Risk Analysis 2017-02-28 https://github.com/wegamekinglc/VisualPortfolio This tool is used to visualize the perfomance of a portfolio. True False wegamekinglc/VisualPortfolio
93 universal-portfolios Python > Risk Analysis 2021-12-22 https://github.com/Marigold/universal-portfolios Collection of algorithms for online portfolio selection. True False Marigold/universal-portfolios
94 FinQuant Python > Risk Analysis 2020-05-03 https://github.com/fmilthaler/FinQuant A program for financial portfolio management, analysis and optimisation. True False fmilthaler/FinQuant
95 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
96 Spectre Python > Factor Analysis 2021-01-02 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
97 ARCH Python > Time Series 2022-03-22 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
98 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
99 dynts Python > Time Series 2016-11-02 https://github.com/quantmind/dynts Python package for timeseries analysis and manipulation. True False quantmind/dynts
100 PyFlux Python > Time Series 2018-12-16 https://github.com/RJT1990/pyflux Python library for timeseries modelling and inference (frequentist and Bayesian) on models. True False RJT1990/pyflux
101 tsfresh Python > Time Series 2021-12-21 https://github.com/blue-yonder/tsfresh Automatic extraction of relevant features from time series. True False blue-yonder/tsfresh
102 hasura/quandl-metabase Python > Time Series https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. False False
103 Facebook Prophet Python > Time Series 2022-03-07 https://github.com/facebook/prophet Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. True False facebook/prophet
104 tsmoothie Python > Time Series 2021-08-25 https://github.com/cerlymarco/tsmoothie A python library for time-series smoothing and outlier detection in a vectorized way. True False cerlymarco/tsmoothie
105 trading_calendars Python > Calendars 2021-01-20 https://github.com/quantopian/trading_calendars Stock Exchange Trading Calendars. True False quantopian/trading_calendars
106 bizdays Python > Calendars 2022-01-20 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
107 pandas_market_calendars Python > Calendars 2022-03-05 https://github.com/rsheftel/pandas_market_calendars Exchange calendars to use with pandas for trading applications. True False rsheftel/pandas_market_calendars
108 yfinance Python > Data Sources 2022-01-30 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
109 findatapy Python > Data Sources 2022-01-25 https://github.com/cuemacro/findatapy Python library to download market data via Bloomberg, Quandl, Yahoo etc. True False cuemacro/findatapy
110 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
111 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
112 pandas-datareader Python > Data Sources 2022-03-16 https://github.com/pydata/pandas-datareader Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism. True False pydata/pandas-datareader
113 pandas-finance Python > Data Sources 2021-08-08 https://github.com/davidastephens/pandas-finance High level API for access to and analysis of financial data. True False davidastephens/pandas-finance
114 pyhoofinance Python > Data Sources 2016-10-07 https://github.com/innes213/pyhoofinance Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis. True False innes213/pyhoofinance
115 yfinanceapi Python > Data Sources 2020-05-26 https://github.com/Karthik005/yfinanceapi Finance API for Python. True False Karthik005/yfinanceapi
116 yql-finance Python > Data Sources 2015-08-29 https://github.com/slawek87/yql-finance yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL). True False slawek87/yql-finance
117 ystockquote Python > Data Sources 2017-03-10 https://github.com/cgoldberg/ystockquote Retrieve stock quote data from Yahoo Finance. True False cgoldberg/ystockquote
118 wallstreet Python > Data Sources 2022-02-12 https://github.com/mcdallas/wallstreet Real time stock and option data. True False mcdallas/wallstreet
119 stock_extractor Python > Data Sources 2016-09-10 https://github.com/ZachLiuGIS/stock_extractor General Purpose Stock Extractors from Online Resources. True False ZachLiuGIS/stock_extractor
120 Stockex Python > Data Sources 2021-09-15 https://github.com/cttn/Stockex Python wrapper for Yahoo! Finance API. True False cttn/Stockex
121 finsymbols Python > Data Sources 2017-07-23 https://github.com/skillachie/finsymbols Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ. True False skillachie/finsymbols
122 FRB Python > Data Sources 2018-12-22 https://github.com/avelkoski/FRB Python Client for FRED® API. True False avelkoski/FRB
123 inquisitor Python > Data Sources 2019-10-10 https://github.com/econdb/inquisitor Python Interface to Econdb.com API. True False econdb/inquisitor
124 yfi Python > Data Sources 2016-02-12 https://github.com/nickelkr/yfi Yahoo! YQL library. True False nickelkr/yfi
125 chinesestockapi Python > Data Sources https://pypi.org/project/chinesestockapi/ Python API to get Chinese stock price. False False
126 exchange Python > Data Sources 2015-07-07 https://github.com/akarat/exchange Get current exchange rate. True False akarat/exchange
127 ticks Python > Data Sources 2016-01-08 https://github.com/jamescnowell/ticks Simple command line tool to get stock ticker data. True False jamescnowell/ticks
128 pybbg Python > Data Sources 2015-01-20 https://github.com/bpsmith/pybbg Python interface to Bloomberg COM APIs. True False bpsmith/pybbg
129 ccy Python > Data Sources 2021-01-09 https://github.com/lsbardel/ccy Python module for currencies. True False lsbardel/ccy
130 tushare Python > Data Sources https://pypi.org/project/tushare/ A utility for crawling historical and Real-time Quotes data of China stocks. False False
131 jsm Python > Data Sources https://pypi.org/project/jsm/ Get the japanese stock market data. False False
132 cn_stock_src Python > Data Sources 2016-02-29 https://github.com/jealous/cn_stock_src Utility for retrieving basic China stock data from different sources. True False jealous/cn_stock_src
133 coinmarketcap Python > Data Sources 2021-02-12 https://github.com/barnumbirr/coinmarketcap Python API for coinmarketcap. True False barnumbirr/coinmarketcap
134 after-hours Python > Data Sources 2020-06-22 https://github.com/datawrestler/after-hours Obtain pre market and after hours stock prices for a given symbol. True False datawrestler/after-hours
135 bronto-python Python > Data Sources https://pypi.org/project/bronto-python/ Bronto API Integration for Python. False False
136 pytdx Python > Data Sources 2020-04-15 https://github.com/rainx/pytdx Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. True False rainx/pytdx
137 pdblp Python > Data Sources 2021-08-12 https://github.com/matthewgilbert/pdblp A simple interface to integrate pandas and the Bloomberg Open API. True False matthewgilbert/pdblp
138 tiingo Python > Data Sources 2022-03-18 https://github.com/hydrosquall/tiingo-python Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. True False hydrosquall/tiingo-python
139 iexfinance Python > Data Sources 2021-01-02 https://github.com/addisonlynch/iexfinance Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. True False addisonlynch/iexfinance
140 pyEX Python > Data Sources 2022-03-27 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
141 alpaca-trade-api Python > Data Sources 2022-03-25 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
142 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
143 akshare Python > Data Sources 2022-03-27 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
144 yahooquery Python > Data Sources 2021-02-26 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
145 investpy Python > Data Sources 2022-02-04 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
146 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
147 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
148 alpha_vantage Python > Data Sources 2021-06-14 https://github.com/RomelTorres/alpha_vantage A python wrapper for Alpha Vantage API for financial data. True False RomelTorres/alpha_vantage
149 trafalgar Python > Data Sources 2022-02-04 https://github.com/ssantoshp/trafalgar Python library to make development of portfolio analysis faster and easier. True False ssantoshp/trafalgar
150 FinanceDataReader Python > Data Sources 2022-03-14 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
151 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
152 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
153 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
154 xlsxwriter Python > Excel Integration https://xlsxwriter.readthedocs.io/ Write files in the Excel 2007+ XLSX file format. False False
155 xlwt Python > Excel Integration 2018-09-16 https://github.com/python-excel/xlwt Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. True False python-excel/xlwt
156 DataNitro Python > Excel Integration https://datanitro.com/ DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. False False
157 xlloop Python > Excel Integration http://xlloop.sourceforge.net XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). False False
158 expy Python > Excel Integration http://www.bnikolic.co.uk/expy/expy.html The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions. False False
159 pyxll Python > Excel Integration https://www.pyxll.com PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. False False
160 D-Tale Python > Visualization 2022-03-24 https://github.com/man-group/dtale Visualizer for pandas dataframes and xarray datasets. True False man-group/dtale
161 mplfinance Python > Visualization 2022-03-04 https://github.com/matplotlib/mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data. True False matplotlib/mplfinance
162 finplot Python > Visualization 2022-03-09 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
163 finvizfinance Python > Visualization 2022-03-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
164 xts R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/xts/index.html 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. False True
165 data.table R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/data.table/index.html 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. False True
166 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
167 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
168 tseries R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
169 zoo R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/zoo/index.html S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). False True
170 tis R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tis/index.html Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies. False True
171 tfplot R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tfplot/index.html Utilities for simple manipulation and quick plotting of time series data. False True
172 tframe R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tframe/index.html A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. False True
173 IBrokers R > Data Sources https://cran.r-project.org/web/packages/IBrokers/index.html Provides native R access to Interactive Brokers Trader Workstation API. False True
174 Rblpapi R > Data Sources https://cran.r-project.org/web/packages/Rblpapi/index.html An R Interface to 'Bloomberg' is provided via the 'Blp API'. False True
175 Quandl R > Data Sources https://www.quandl.com/tools/r Get Financial Data Directly Into R. False False
176 Rbitcoin R > Data Sources https://cran.r-project.org/web/packages/Rbitcoin/index.html Unified markets API interface (bitstamp, kraken, btce, bitmarket). False True
177 GetTDData R > Data Sources https://cran.r-project.org/web/packages/GetTDData/index.html Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. False True
178 GetHFData R > Data Sources https://cran.r-project.org/web/packages/GetHFData/index.html Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. False True
179 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
180 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
181 quantmod R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/quantmod/index.html Quantitative Financial Modelling Framework. False True
182 Rmetrics R > Financial Instruments and Pricing https://www.rmetrics.org The premier open source software solution for teaching and training quantitative finance. False False
183 fAsianOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fAsianOptions/index.html EBM and Asian Option Valuation. False True
184 fAssets R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fAssets/index.html Analysing and Modelling Financial Assets. False True
185 fBasics R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fBasics/index.html Markets and Basic Statistics. False True
186 fBonds R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fBonds/index.html Bonds and Interest Rate Models. False True
187 fExoticOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fExoticOptions/index.html Exotic Option Valuation. False True
188 fOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fOptions/index.html Pricing and Evaluating Basic Options. False True
189 fPortfolio R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fPortfolio/index.html Portfolio Selection and Optimization. False True
190 portfolio R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/portfolio/index.html Analysing equity portfolios. False True
191 portfolioSim R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/portfolioSim/index.html Framework for simulating equity portfolio strategies. False True
192 sparseIndexTracking R > Financial Instruments and Pricing 2019-06-13 https://github.com/dppalomar/sparseIndexTracking Portfolio design to track an index. True False dppalomar/sparseIndexTracking
193 covFactorModel R > Financial Instruments and Pricing 2019-03-25 https://github.com/dppalomar/covFactorModel Covariance matrix estimation via factor models. True False dppalomar/covFactorModel
194 riskParityPortfolio R > Financial Instruments and Pricing 2022-02-10 https://github.com/dppalomar/riskParityPortfolio Blazingly fast design of risk parity portfolios. True False dppalomar/riskParityPortfolio
195 sde R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/sde/index.html Simulation and Inference for Stochastic Differential Equations. False True
196 YieldCurve R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/YieldCurve/index.html Modelling and estimation of the yield curve. False True
197 SmithWilsonYieldCurve R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates. False True
198 ycinterextra R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/ycinterextra/index.html Yield curve or zero-coupon prices interpolation and extrapolation. False True
199 AmericanCallOpt R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/AmericanCallOpt/index.html This package includes pricing function for selected American call options with underlying assets that generate payouts. False True
200 VarSwapPrice R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/VarSwapPrice/index.html Pricing a variance swap on an equity index. False True
201 RND R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/RND/index.html Risk Neutral Density Extraction Package. False True
202 LSMonteCarlo R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/LSMonteCarlo/index.html American options pricing with Least Squares Monte Carlo method. False True
203 OptHedging R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/OptHedging/index.html Estimation of value and hedging strategy of call and put options. False True
204 tvm R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/tvm/index.html Time Value of Money Functions. False True
205 OptionPricing R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/OptionPricing/index.html Option Pricing with Efficient Simulation Algorithms. False True
206 credule R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/credule/index.html Credit Default Swap Functions. False True
207 derivmkts R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/derivmkts/index.html Functions and R Code to Accompany Derivatives Markets. False True
208 FinCal R > Financial Instruments and Pricing 2017-04-12 https://github.com/felixfan/FinCal Package for time value of money calculation, time series analysis and computational finance. True False felixfan/FinCal
209 r-quant R > Financial Instruments and Pricing 2014-02-19 https://github.com/artyyouth/r-quant R code for quantitative analysis in finance. True False artyyouth/r-quant
210 options.studies R > Financial Instruments and Pricing https://github.com/taylorizing/options.studies options trading studies functions for use with options.data package and shiny. True False
211 PortfolioAnalytics R > Portfolio Optimization https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios False True
212 TA-Lib R > Trading https://ta-lib.org perform technical analysis of financial market data. False False
213 backtest R > Trading https://cran.r-project.org/web/packages/backtest/index.html Exploring Portfolio-Based Conjectures About Financial Instruments. False True
214 pa R > Trading https://cran.r-project.org/web/packages/pa/index.html Performance Attribution for Equity Portfolios. False True
215 TTR R > Trading https://cran.r-project.org/web/packages/TTR/index.html Technical Trading Rules. False True
216 QuantTools R > Trading https://quanttools.bitbucket.io/_site/index.html Enhanced Quantitative Trading Modelling. False False
217 blotter R > Trading 2021-03-06 https://github.com/braverock/blotter Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed. True False braverock/blotter
218 quantstrat R > Backtesting 2021-03-05 https://github.com/braverock/quantstrat Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research. True False braverock/quantstrat
219 PerformanceAnalytics R > Risk Analysis https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html Econometric tools for performance and risk analysis. False True
220 FactorAnalytics R > Factor Analysis 2022-03-26 https://github.com/braverock/FactorAnalytics The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models. True False braverock/FactorAnalytics
221 Expected Returns R > Factor Analysis 2022-03-27 https://github.com/JustinMShea/ExpectedReturns Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen. True False JustinMShea/ExpectedReturns
222 tseries R > Time Series https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
223 zoo R > Time Series https://cran.r-project.org/web/packages/zoo/index.html S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). False True
224 xts R > Time Series https://cran.r-project.org/web/packages/xts/index.html eXtensible Time Series. False True
225 fGarch R > Time Series https://cran.r-project.org/web/packages/fGarch/index.html Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. False True
226 timeSeries R > Time Series https://cran.r-project.org/web/packages/timeSeries/index.html Rmetrics - Financial Time Series Objects. False True
227 rugarch R > Time Series https://cran.r-project.org/web/packages/rugarch/index.html Univariate GARCH Models. False True
228 rmgarch R > Time Series https://cran.r-project.org/web/packages/rmgarch/index.html Multivariate GARCH Models. False True
229 tidypredict R > Time Series 2021-09-28 https://github.com/edgararuiz/tidypredict Run predictions inside the database <https://tidypredict.netlify.com/>. True False edgararuiz/tidypredict
230 tidyquant R > Time Series 2021-12-30 https://github.com/business-science/tidyquant Bringing financial analysis to the tidyverse. True False business-science/tidyquant
231 timetk R > Time Series 2022-01-19 https://github.com/business-science/timetk A toolkit for working with time series in R. True False business-science/timetk
232 tibbletime R > Time Series 2021-02-18 https://github.com/business-science/tibbletime Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. True False business-science/tibbletime
233 matrixprofile R > Time Series 2021-06-26 https://github.com/matrix-profile-foundation/matrixprofile Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. True False matrix-profile-foundation/matrixprofile
234 garchmodels R > Time Series 2021-08-10 https://github.com/AlbertoAlmuinha/garchmodels A parsnip backend for GARCH models. True False AlbertoAlmuinha/garchmodels
235 timeDate R > Calendars https://cran.r-project.org/web/packages/timeDate/index.html Chronological and Calendar Objects False True
236 bizdays R > Calendars https://cran.r-project.org/web/packages/bizdays/index.html Business days calculations and utilities False True
237 QUANTAXIS Matlab > FrameWorks 2022-02-08 https://github.com/yutiansut/quantaxis Integrated Quantitative Toolbox with Matlab. True False yutiansut/quantaxis
238 QuantLib.jl Julia https://github.com/pazzo83/QuantLib.jl Quantlib implementation in pure Julia. True False
239 FinancialMarkets.jl Julia https://github.com/imanuelcostigan/FinancialMarkets.jl Describe and model financial markets objects using Julia. True False
240 Ito.jl Julia https://github.com/aviks/Ito.jl A Julia package for quantitative finance. True False
241 TALib.jl Julia https://github.com/femtotrader/TALib.jl A Julia wrapper for TA-Lib. True False
242 Miletus.jl Julia https://juliacomputing.com/docs/miletus/index.html A financial contract definition, modeling language, and valuation framework. False False
243 Temporal.jl Julia https://github.com/dysonance/Temporal.jl Flexible and efficient time series class & methods. True False
244 Indicators.jl Julia https://github.com/dysonance/Indicators.jl Financial market technical analysis & indicators on top of Temporal. True False
245 Strategems.jl Julia https://github.com/dysonance/Strategems.jl Quantitative systematic trading strategy development and backtesting. True False
246 TimeSeries.jl Julia https://github.com/JuliaStats/TimeSeries.jl Time series toolkit for Julia. True False
247 MarketTechnicals.jl Julia https://github.com/JuliaQuant/MarketTechnicals.jl Technical analysis of financial time series on top of TimeSeries. True False
248 MarketData.jl Julia https://github.com/JuliaQuant/MarketData.jl Time series market data. True False
249 TimeFrames.jl Julia https://github.com/femtotrader/TimeFrames.jl A Julia library that defines TimeFrame (essentially for resampling TimeSeries). True False
250 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
251 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
252 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
253 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
254 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
255 finance.js JavaScript https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False
256 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
257 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
258 hqfl Haskell 2018-10-03 https://github.com/co-category/hqfl Haskell Quantitative Finance Library. True False co-category/hqfl
259 Haxcel Haskell 2020-09-01 https://github.com/MarcusRainbow/Haxcel Excel Addin for Haskell True False MarcusRainbow/Haxcel
260 QuantScale Scala 2014-01-14 https://github.com/choucrifahed/quantscale Scala Quantitative Finance Library. True False choucrifahed/quantscale
261 Scala Quant Scala 2017-05-06 https://github.com/frankcash/Scala-Quant Scala library for working with stock data from IFTTT recipes or Google Finance. True False frankcash/Scala-Quant
262 Jiji Ruby 2019-01-22 https://github.com/unageanu/jiji2 Open Source Forex algorithmic trading framework using OANDA REST API. True False unageanu/jiji2
263 Tai Elixir/Erlang 2022-03-21 https://github.com/fremantle-capital/tai Open Source composable, real time, market data and trade execution toolkit. True False fremantle-capital/tai
264 Workbench Elixir/Erlang 2022-03-27 https://github.com/fremantle-industries/workbench From Idea to Execution - Manage your trading operation across a globally distributed cluster True False fremantle-industries/workbench
265 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
266 marketstore Golang 2022-03-16 https://github.com/alpacahq/marketstore DataFrame Server for Financial Timeseries Data. True False alpacahq/marketstore
267 TradeFrame CPP 2022-01-03 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
268 QuantLib Frameworks https://www.quantlib.org The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. False False
269 JQuantLib Frameworks http://www.jquantlib.org Java port. False False
270 RQuantLib Frameworks http://dirk.eddelbuettel.com/code/rquantlib.html R port. False False
271 QuantLibAddin Frameworks https://www.quantlib.org/quantlibaddin/ Excel support. False False
272 QuantLibXL Frameworks https://www.quantlib.org/quantlibxl/ Excel support. False False
273 QLNet Frameworks 2021-12-07 https://github.com/amaggiulli/qlnet .Net port. True False amaggiulli/qlnet
274 PyQL Frameworks 2022-01-27 https://github.com/enthought/pyql Python port. True False enthought/pyql
275 QuantLib.jl Frameworks https://github.com/pazzo83/QuantLib.jl Julia port. True False
276 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
277 QuantConnect CSharp 2022-03-18 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
278 StockSharp CSharp 2022-03-21 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
279 TDAmeritrade.DotNetCore CSharp 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
280 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
281 Derman Papers Reproducing Works and Training 2017-10-21 https://github.com/MarcosCarreira/DermanPapers Notebooks that replicate original quantitative finance papers from Emanuel Derman. True False MarcosCarreira/DermanPapers
282 volatility-trading Reproducing Works and Training 2021-11-29 https://github.com/jasonstrimpel/volatility-trading A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. True False jasonstrimpel/volatility-trading
283 quant Reproducing Works and Training 2015-07-14 https://github.com/paulperry/quant Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. True False paulperry/quant
284 fecon235 Reproducing Works and Training 2018-12-03 https://github.com/rsvp/fecon235 Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. True False rsvp/fecon235
285 Quantitative-Notebooks Reproducing Works and Training 2020-07-02 https://github.com/LongOnly/Quantitative-Notebooks Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy True False LongOnly/Quantitative-Notebooks
286 QuantEcon Reproducing Works and Training https://quantecon.org/ Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks False False
287 FinanceHub Reproducing Works and Training 2021-05-25 https://github.com/Finance-Hub/FinanceHub Resources for Quantitative Finance True False Finance-Hub/FinanceHub
288 Python_Option_Pricing Reproducing Works and Training 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
289 python-training Reproducing Works and Training 2022-02-10 https://github.com/jpmorganchase/python-training J.P. Morgan's Python training for business analysts and traders. True False jpmorganchase/python-training
290 Stock_Analysis_For_Quant Reproducing Works and Training 2022-03-25 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
291 algorithmic-trading-with-python Reproducing Works and Training 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
292 MEDIUM_NoteBook Reproducing Works and Training 2022-03-23 https://github.com/cerlymarco/MEDIUM_NoteBook Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. True False cerlymarco/MEDIUM_NoteBook
293 QuantFinance Reproducing Works and Training 2022-03-12 https://github.com/PythonCharmers/QuantFinance Training materials in quantitative finance. True False PythonCharmers/QuantFinance
294 MarketAnalysis Reproducing Works and Training 2020-08-06 https://github.com/Poseyy/MarketAnalysis Implementing many different methods and popular analysis tools in Python. True False Poseyy/MarketAnalysis
295 IPythonScripts Reproducing Works and Training 2018-11-18 https://github.com/mgroncki/IPythonScripts Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. True False mgroncki/IPythonScripts
296 Computational-Finance-Course Reproducing Works and Training 2021-10-12 https://github.com/LechGrzelak/Computational-Finance-Course Materials for the course of Computational Finance. True False LechGrzelak/Computational-Finance-Course
297 Machine-Learning-for-Asset-Managers Reproducing Works and Training 2021-09-01 https://github.com/emoen/Machine-Learning-for-Asset-Managers Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado. True False emoen/Machine-Learning-for-Asset-Managers
projects.md
+298
View File
@@ -0,0 +1,298 @@
| project | section | last_commit | url | description | github | cran | repo |
|:------------------------------------|:-----------------------------------------------|:--------------|:----------------------------------------------------------------------------------|:--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|:---------|:-------|:--------------------------------------------|
| numpy | Python > Numerical Libraries & Data Structures | | https://www.numpy.org | NumPy is the fundamental package for scientific computing with Python. | False | False | |
| scipy | Python > Numerical Libraries & Data Structures | | https://www.scipy.org | SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. | False | False | |
| pandas | Python > Numerical Libraries & Data Structures | | https://pandas.pydata.org | pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. | False | False | |
| quantdsl | Python > Numerical Libraries & Data Structures | 2017-10-26 | https://github.com/johnbywater/quantdsl | Domain specific language for quantitative analytics in finance and trading. | True | False | johnbywater/quantdsl |
| statistics | Python > Numerical Libraries & Data Structures | | https://docs.python.org/3/library/statistics.html | Builtin Python library for all basic statistical calculations. | False | False | |
| 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 | |
| PyQL | Python > Financial Instruments and Pricing | 2022-01-27 | 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 | 2016-05-17 | https://github.com/vollib/vollib | vollib is a python library for calculating option prices, implied volatility and greeks. | True | False | vollib/vollib |
| QuantPy | Python > Financial Instruments and Pricing | 2017-11-28 | https://github.com/jsmidt/QuantPy | A framework for quantitative finance In python. | True | False | jsmidt/QuantPy |
| Finance-Python | Python > Financial Instruments and Pricing | 2021-12-26 | https://github.com/alpha-miner/Finance-Python | Python tools for Finance. | True | False | alpha-miner/Finance-Python |
| ffn | Python > Financial Instruments and Pricing | 2022-02-25 | https://github.com/pmorissette/ffn | A financial function library for Python. | True | False | pmorissette/ffn |
| pynance | Python > Financial Instruments and Pricing | | https://pynance.net | PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. | False | False | |
| tia | Python > Financial Instruments and Pricing | 2017-06-05 | https://github.com/bpsmith/tia | Toolkit for integration and analysis. | True | False | bpsmith/tia |
| hasura/base-python-dash | Python > Financial Instruments and Pricing | | https://platform.hasura.io/hub/projects/hasura/base-python-dash | Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python. | False | False | |
| hasura/base-python-bokeh | Python > Financial Instruments and Pricing | | https://platform.hasura.io/hub/projects/hasura/base-python-bokeh | Hasura quickstart to visualize data with bokeh library. | False | False | |
| pysabr | Python > Financial Instruments and Pricing | 2018-08-27 | https://github.com/ynouri/pysabr | SABR model Python implementation. | True | False | ynouri/pysabr |
| FinancePy | Python > Financial Instruments and Pricing | 2022-03-20 | 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 | 2022-03-23 | 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 | 2021-06-16 | https://github.com/dbrojas/optlib | A library for financial options pricing written in Python. | True | False | dbrojas/optlib |
| tf-quant-finance | Python > Financial Instruments and Pricing | 2022-03-09 | https://github.com/google/tf-quant-finance | High-performance TensorFlow library for quantitative finance. | True | False | google/tf-quant-finance |
| Q-Fin | Python > Financial Instruments and Pricing | 2021-06-07 | https://github.com/RomanMichaelPaolucci/Q-Fin | A Python library for mathematical finance. | True | False | RomanMichaelPaolucci/Q-Fin |
| Quantsbin | Python > Financial Instruments and Pricing | 2021-05-23 | https://github.com/quantsbin/Quantsbin | Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. | True | False | quantsbin/Quantsbin |
| pandas_talib | Python > Indicators | 2018-05-30 | https://github.com/femtotrader/pandas_talib | A Python Pandas implementation of technical analysis indicators. | True | False | femtotrader/pandas_talib |
| finta | Python > Indicators | 2021-10-19 | 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 | 2021-12-23 | 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 |
| TA-Lib | Python > Trading & Backtesting | | https://ta-lib.org | perform technical analysis of financial market data. | False | False | |
| zipline | Python > Trading & Backtesting | | https://www.zipline.io | Pythonic algorithmic trading library. | False | False | |
| QuantSoftware Toolkit | Python > Trading & Backtesting | 2016-10-07 | https://github.com/QuantSoftware/QuantSoftwareToolkit | Python-based open source software framework designed to support portfolio construction and management. | True | False | QuantSoftware/QuantSoftwareToolkit |
| quantitative | Python > Trading & Backtesting | 2019-03-03 | https://github.com/jeffrey-liang/quantitative | Quantitative finance, and backtesting library. | True | False | jeffrey-liang/quantitative |
| analyzer | Python > Trading & Backtesting | 2015-12-22 | https://github.com/llazzaro/analyzer | Python framework for real-time financial and backtesting trading strategies. | True | False | llazzaro/analyzer |
| bt | Python > Trading & Backtesting | 2022-03-23 | https://github.com/pmorissette/bt | Flexible Backtesting for Python. | True | False | pmorissette/bt |
| backtrader | Python > Trading & Backtesting | 2021-07-17 | https://github.com/backtrader/backtrader | Python Backtesting library for trading strategies. | True | False | backtrader/backtrader |
| pythalesians | Python > Trading & Backtesting | 2016-09-23 | https://github.com/thalesians/pythalesians | Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc. | True | False | thalesians/pythalesians |
| pybacktest | Python > Trading & Backtesting | 2019-09-09 | https://github.com/ematvey/pybacktest | Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. | True | False | ematvey/pybacktest |
| pyalgotrade | Python > Trading & Backtesting | 2018-08-21 | https://github.com/gbeced/pyalgotrade | Python Algorithmic Trading Library. | True | False | gbeced/pyalgotrade |
| tradingWithPython | Python > Trading & Backtesting | | https://pypi.org/project/tradingWithPython/ | A collection of functions and classes for Quantitative trading. | False | False | |
| Pandas TA | Python > Trading & Backtesting | 2022-01-31 | https://github.com/twopirllc/pandas-ta | Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. | True | False | twopirllc/pandas-ta |
| ta | Python > Trading & Backtesting | 2022-01-27 | https://github.com/bukosabino/ta | Technical Analysis Library using Pandas (Python) | True | False | bukosabino/ta |
| algobroker | Python > Trading & Backtesting | 2016-03-31 | https://github.com/joequant/algobroker | This is an execution engine for algo trading. | True | False | joequant/algobroker |
| pysentosa | Python > Trading & Backtesting | | https://pypi.org/project/pysentosa/ | Python API for sentosa trading system. | False | False | |
| finmarketpy | Python > Trading & Backtesting | 2021-10-07 | https://github.com/cuemacro/finmarketpy | Python library for backtesting trading strategies and analyzing financial markets. | True | False | cuemacro/finmarketpy |
| binary-martingale | Python > Trading & Backtesting | 2017-10-16 | https://github.com/metaperl/binary-martingale | Computer program to automatically trade binary options martingale style. | True | False | metaperl/binary-martingale |
| fooltrader | Python > Trading & Backtesting | 2020-07-19 | https://github.com/foolcage/fooltrader | the project using big-data technology to provide an uniform way to analyze the whole market. | True | False | foolcage/fooltrader |
| zvt | Python > Trading & Backtesting | 2022-03-25 | https://github.com/zvtvz/zvt | the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime. | True | False | zvtvz/zvt |
| pylivetrader | Python > Trading & Backtesting | 2021-07-03 | https://github.com/alpacahq/pylivetrader | zipline-compatible live trading library. | True | False | alpacahq/pylivetrader |
| pipeline-live | Python > Trading & Backtesting | 2021-01-17 | https://github.com/alpacahq/pipeline-live | zipline's pipeline capability with IEX for live trading. | True | False | alpacahq/pipeline-live |
| zipline-extensions | Python > Trading & Backtesting | 2018-09-17 | https://github.com/quantrocket-llc/zipline-extensions | Zipline extensions and adapters for QuantRocket. | True | False | quantrocket-llc/zipline-extensions |
| moonshot | Python > Trading & Backtesting | 2021-04-13 | https://github.com/quantrocket-llc/moonshot | Vectorized backtester and trading engine for QuantRocket based on Pandas. | True | False | quantrocket-llc/moonshot |
| PyPortfolioOpt | Python > Trading & Backtesting | 2022-03-23 | https://github.com/robertmartin8/PyPortfolioOpt | Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. | True | False | robertmartin8/PyPortfolioOpt |
| Eiten | Python > Trading & Backtesting | 2020-09-21 | https://github.com/tradytics/eiten | Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios. | True | False | tradytics/eiten |
| riskparity.py | Python > Trading & Backtesting | | https://github.com/dppalomar/riskparity.py | fast and scalable design of risk parity portfolios with TensorFlow 2.0 | True | False | |
| mlfinlab | Python > Trading & Backtesting | 2021-12-01 | https://github.com/hudson-and-thames/mlfinlab | Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling) | True | False | hudson-and-thames/mlfinlab |
| pyqstrat | Python > Trading & Backtesting | 2022-01-08 | https://github.com/abbass2/pyqstrat | A fast, extensible, transparent python library for backtesting quantitative strategies. | True | False | abbass2/pyqstrat |
| NowTrade | Python > Trading & Backtesting | 2017-02-07 | https://github.com/edouardpoitras/NowTrade | Python library for backtesting technical/mechanical strategies in the stock and currency markets. | True | False | edouardpoitras/NowTrade |
| pinkfish | Python > Trading & Backtesting | 2022-03-21 | https://github.com/fja05680/pinkfish | A backtester and spreadsheet library for security analysis. | True | False | fja05680/pinkfish |
| aat | Python > Trading & Backtesting | 2022-02-26 | https://github.com/timkpaine/aat | Async Algorithmic Trading Engine | True | False | timkpaine/aat |
| Backtesting.py | Python > Trading & Backtesting | | https://kernc.github.io/backtesting.py/ | Backtest trading strategies in Python | False | False | |
| catalyst | Python > Trading & Backtesting | 2021-09-22 | https://github.com/enigmampc/catalyst | An Algorithmic Trading Library for Crypto-Assets in Python | True | False | enigmampc/catalyst |
| quantstats | Python > Trading & Backtesting | 2022-02-14 | 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 | 2022-03-26 | 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 | 2022-03-11 | https://github.com/jankrepl/deepdow | Portfolio optimization with deep learning | True | False | jankrepl/deepdow |
| Qlib | Python > Trading & Backtesting | 2022-03-24 | 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 | 2022-03-08 | 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 | 2021-10-23 | 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 | 2022-03-23 | https://github.com/jesse-ai/jesse | An advanced crypto trading bot written in Python | True | False | jesse-ai/jesse |
| rqalpha | Python > Trading & Backtesting | 2022-02-05 | 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 | 2022-03-27 | 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 | 2022-02-09 | 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 | 2021-11-19 | https://github.com/jmrichardson/tuneta | TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return. | True | False | jmrichardson/tuneta |
| AutoTrader | Python > Trading & Backtesting | 2022-02-17 | 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 | 2022-03-09 | 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 | 2022-03-25 | 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 |
| pyfolio | Python > Risk Analysis | 2020-02-28 | https://github.com/quantopian/pyfolio | Portfolio and risk analytics in Python. | True | False | quantopian/pyfolio |
| empyrical | Python > Risk Analysis | 2020-10-14 | https://github.com/quantopian/empyrical | Common financial risk and performance metrics. | True | False | quantopian/empyrical |
| fecon235 | Python > Risk Analysis | 2018-12-03 | https://github.com/rsvp/fecon235 | Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. | True | False | rsvp/fecon235 |
| finance | Python > Risk Analysis | | https://pypi.org/project/finance/ | Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. | False | False | |
| qfrm | Python > Risk Analysis | | https://pypi.org/project/qfrm/ | Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. | False | False | |
| visualize-wealth | Python > Risk Analysis | 2015-06-10 | https://github.com/benjaminmgross/visualize-wealth | Portfolio construction and quantitative analysis. | True | False | benjaminmgross/visualize-wealth |
| VisualPortfolio | Python > Risk Analysis | 2017-02-28 | https://github.com/wegamekinglc/VisualPortfolio | This tool is used to visualize the perfomance of a portfolio. | True | False | wegamekinglc/VisualPortfolio |
| universal-portfolios | Python > Risk Analysis | 2021-12-22 | https://github.com/Marigold/universal-portfolios | Collection of algorithms for online portfolio selection. | True | False | Marigold/universal-portfolios |
| FinQuant | Python > Risk Analysis | 2020-05-03 | https://github.com/fmilthaler/FinQuant | A program for financial portfolio management, analysis and optimisation. | True | False | fmilthaler/FinQuant |
| 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 | 2021-01-02 | https://github.com/Heerozh/spectre | GPU-accelerated Factors analysis library and Backtester | True | False | Heerozh/spectre |
| ARCH | Python > Time Series | 2022-03-22 | https://github.com/bashtage/arch | ARCH models in Python. | True | False | bashtage/arch |
| statsmodels | Python > Time Series | | http://statsmodels.sourceforge.net | Python module that allows users to explore data, estimate statistical models, and perform statistical tests. | False | False | |
| dynts | Python > Time Series | 2016-11-02 | https://github.com/quantmind/dynts | Python package for timeseries analysis and manipulation. | True | False | quantmind/dynts |
| PyFlux | Python > Time Series | 2018-12-16 | https://github.com/RJT1990/pyflux | Python library for timeseries modelling and inference (frequentist and Bayesian) on models. | True | False | RJT1990/pyflux |
| tsfresh | Python > Time Series | 2021-12-21 | https://github.com/blue-yonder/tsfresh | Automatic extraction of relevant features from time series. | True | False | blue-yonder/tsfresh |
| hasura/quandl-metabase | Python > Time Series | | https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series | Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. | False | False | |
| Facebook Prophet | Python > Time Series | 2022-03-07 | https://github.com/facebook/prophet | Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. | True | False | facebook/prophet |
| tsmoothie | Python > Time Series | 2021-08-25 | https://github.com/cerlymarco/tsmoothie | A python library for time-series smoothing and outlier detection in a vectorized way. | True | False | cerlymarco/tsmoothie |
| trading_calendars | Python > Calendars | 2021-01-20 | https://github.com/quantopian/trading_calendars | Stock Exchange Trading Calendars. | True | False | quantopian/trading_calendars |
| bizdays | Python > Calendars | 2022-01-20 | https://github.com/wilsonfreitas/python-bizdays | Business days calculations and utilities. | True | False | wilsonfreitas/python-bizdays |
| pandas_market_calendars | Python > Calendars | 2022-03-05 | 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 | 2022-01-30 | https://github.com/ranaroussi/yfinance | Yahoo! Finance market data downloader (+faster Pandas Datareader) | True | False | ranaroussi/yfinance |
| findatapy | Python > Data Sources | 2022-01-25 | https://github.com/cuemacro/findatapy | Python library to download market data via Bloomberg, Quandl, Yahoo etc. | True | False | cuemacro/findatapy |
| googlefinance | Python > Data Sources | 2018-09-23 | https://github.com/hongtaocai/googlefinance | Python module to get real-time stock data from Google Finance API. | True | False | hongtaocai/googlefinance |
| yahoo-finance | Python > Data Sources | 2021-12-15 | https://github.com/lukaszbanasiak/yahoo-finance | Python module to get stock data from Yahoo! Finance. | True | False | lukaszbanasiak/yahoo-finance |
| pandas-datareader | Python > Data Sources | 2022-03-16 | https://github.com/pydata/pandas-datareader | Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism. | True | False | pydata/pandas-datareader |
| pandas-finance | Python > Data Sources | 2021-08-08 | https://github.com/davidastephens/pandas-finance | High level API for access to and analysis of financial data. | True | False | davidastephens/pandas-finance |
| pyhoofinance | Python > Data Sources | 2016-10-07 | https://github.com/innes213/pyhoofinance | Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis. | True | False | innes213/pyhoofinance |
| yfinanceapi | Python > Data Sources | 2020-05-26 | https://github.com/Karthik005/yfinanceapi | Finance API for Python. | True | False | Karthik005/yfinanceapi |
| yql-finance | Python > Data Sources | 2015-08-29 | https://github.com/slawek87/yql-finance | yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL). | True | False | slawek87/yql-finance |
| ystockquote | Python > Data Sources | 2017-03-10 | https://github.com/cgoldberg/ystockquote | Retrieve stock quote data from Yahoo Finance. | True | False | cgoldberg/ystockquote |
| wallstreet | Python > Data Sources | 2022-02-12 | https://github.com/mcdallas/wallstreet | Real time stock and option data. | True | False | mcdallas/wallstreet |
| stock_extractor | Python > Data Sources | 2016-09-10 | https://github.com/ZachLiuGIS/stock_extractor | General Purpose Stock Extractors from Online Resources. | True | False | ZachLiuGIS/stock_extractor |
| Stockex | Python > Data Sources | 2021-09-15 | https://github.com/cttn/Stockex | Python wrapper for Yahoo! Finance API. | True | False | cttn/Stockex |
| finsymbols | Python > Data Sources | 2017-07-23 | https://github.com/skillachie/finsymbols | Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ. | True | False | skillachie/finsymbols |
| FRB | Python > Data Sources | 2018-12-22 | https://github.com/avelkoski/FRB | Python Client for FRED® API. | True | False | avelkoski/FRB |
| inquisitor | Python > Data Sources | 2019-10-10 | https://github.com/econdb/inquisitor | Python Interface to Econdb.com API. | True | False | econdb/inquisitor |
| yfi | Python > Data Sources | 2016-02-12 | https://github.com/nickelkr/yfi | Yahoo! YQL library. | True | False | nickelkr/yfi |
| chinesestockapi | Python > Data Sources | | https://pypi.org/project/chinesestockapi/ | Python API to get Chinese stock price. | False | False | |
| exchange | Python > Data Sources | 2015-07-07 | https://github.com/akarat/exchange | Get current exchange rate. | True | False | akarat/exchange |
| ticks | Python > Data Sources | 2016-01-08 | https://github.com/jamescnowell/ticks | Simple command line tool to get stock ticker data. | True | False | jamescnowell/ticks |
| pybbg | Python > Data Sources | 2015-01-20 | https://github.com/bpsmith/pybbg | Python interface to Bloomberg COM APIs. | True | False | bpsmith/pybbg |
| ccy | Python > Data Sources | 2021-01-09 | https://github.com/lsbardel/ccy | Python module for currencies. | True | False | lsbardel/ccy |
| tushare | Python > Data Sources | | https://pypi.org/project/tushare/ | A utility for crawling historical and Real-time Quotes data of China stocks. | False | False | |
| jsm | Python > Data Sources | | https://pypi.org/project/jsm/ | Get the japanese stock market data. | False | False | |
| cn_stock_src | Python > Data Sources | 2016-02-29 | https://github.com/jealous/cn_stock_src | Utility for retrieving basic China stock data from different sources. | True | False | jealous/cn_stock_src |
| coinmarketcap | Python > Data Sources | 2021-02-12 | https://github.com/barnumbirr/coinmarketcap | Python API for coinmarketcap. | True | False | barnumbirr/coinmarketcap |
| after-hours | Python > Data Sources | 2020-06-22 | https://github.com/datawrestler/after-hours | Obtain pre market and after hours stock prices for a given symbol. | True | False | datawrestler/after-hours |
| bronto-python | Python > Data Sources | | https://pypi.org/project/bronto-python/ | Bronto API Integration for Python. | False | False | |
| pytdx | Python > Data Sources | 2020-04-15 | https://github.com/rainx/pytdx | Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. | True | False | rainx/pytdx |
| pdblp | Python > Data Sources | 2021-08-12 | https://github.com/matthewgilbert/pdblp | A simple interface to integrate pandas and the Bloomberg Open API. | True | False | matthewgilbert/pdblp |
| tiingo | Python > Data Sources | 2022-03-18 | https://github.com/hydrosquall/tiingo-python | Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. | True | False | hydrosquall/tiingo-python |
| iexfinance | Python > Data Sources | 2021-01-02 | https://github.com/addisonlynch/iexfinance | Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. | True | False | addisonlynch/iexfinance |
| pyEX | Python > Data Sources | 2022-03-27 | 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 | 2022-03-25 | 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 | 2022-03-27 | 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 | 2021-02-26 | https://github.com/dpguthrie/yahooquery | Python interface for retrieving data through unofficial Yahoo Finance API. | True | False | dpguthrie/yahooquery |
| investpy | Python > Data Sources | 2022-02-04 | 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 | 2021-06-14 | https://github.com/RomelTorres/alpha_vantage | A python wrapper for Alpha Vantage API for financial data. | True | False | RomelTorres/alpha_vantage |
| trafalgar | Python > Data Sources | 2022-02-04 | https://github.com/ssantoshp/trafalgar | Python library to make development of portfolio analysis faster and easier. | True | False | ssantoshp/trafalgar |
| FinanceDataReader | Python > Data Sources | 2022-03-14 | https://github.com/FinanceData/FinanceDataReader | Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks | True | False | FinanceData/FinanceDataReader |
| 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 |
| xlsxwriter | Python > Excel Integration | | https://xlsxwriter.readthedocs.io/ | Write files in the Excel 2007+ XLSX file format. | False | False | |
| xlwt | Python > Excel Integration | 2018-09-16 | https://github.com/python-excel/xlwt | Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. | True | False | python-excel/xlwt |
| DataNitro | Python > Excel Integration | | https://datanitro.com/ | DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. | False | False | |
| xlloop | Python > Excel Integration | | http://xlloop.sourceforge.net | XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). | False | False | |
| expy | Python > Excel Integration | | http://www.bnikolic.co.uk/expy/expy.html | The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions. | False | False | |
| pyxll | Python > Excel Integration | | https://www.pyxll.com | PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. | False | False | |
| D-Tale | Python > Visualization | 2022-03-24 | https://github.com/man-group/dtale | Visualizer for pandas dataframes and xarray datasets. | True | False | man-group/dtale |
| mplfinance | Python > Visualization | 2022-03-04 | https://github.com/matplotlib/mplfinance | matplotlib utilities for the visualization, and visual analysis, of financial data. | True | False | matplotlib/mplfinance |
| finplot | Python > Visualization | 2022-03-09 | https://github.com/highfestiva/finplot | Performant and effortless finance plotting for Python. | True | False | highfestiva/finplot |
| finvizfinance | Python > Visualization | 2022-03-02 | https://github.com/lit26/finvizfinance | Finviz analysis python library. | True | False | lit26/finvizfinance |
| xts | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/xts/index.html | 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. | False | True | |
| data.table | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/data.table/index.html | 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. | False | True | |
| 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 | |
| zoo | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/zoo/index.html | S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). | False | True | |
| tis | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tis/index.html | Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies. | False | True | |
| tfplot | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tfplot/index.html | Utilities for simple manipulation and quick plotting of time series data. | False | True | |
| tframe | R > Numerical Libraries & Data Structures | | https://cran.r-project.org/web/packages/tframe/index.html | A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. | False | True | |
| IBrokers | R > Data Sources | | https://cran.r-project.org/web/packages/IBrokers/index.html | Provides native R access to Interactive Brokers Trader Workstation API. | False | True | |
| Rblpapi | R > Data Sources | | https://cran.r-project.org/web/packages/Rblpapi/index.html | An R Interface to 'Bloomberg' is provided via the 'Blp API'. | False | True | |
| Quandl | R > Data Sources | | https://www.quandl.com/tools/r | Get Financial Data Directly Into R. | False | False | |
| Rbitcoin | R > Data Sources | | https://cran.r-project.org/web/packages/Rbitcoin/index.html | Unified markets API interface (bitstamp, kraken, btce, bitmarket). | False | True | |
| GetTDData | R > Data Sources | | https://cran.r-project.org/web/packages/GetTDData/index.html | Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. | False | True | |
| GetHFData | R > Data Sources | | https://cran.r-project.org/web/packages/GetHFData/index.html | Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. | False | True | |
| 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 | |
| RQuantLib | R > Financial Instruments and Pricing | | http://dirk.eddelbuettel.com/code/rquantlib.html | RQuantLib connects GNU R with QuantLib. | False | False | |
| quantmod | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/quantmod/index.html | Quantitative Financial Modelling Framework. | False | True | |
| Rmetrics | R > Financial Instruments and Pricing | | https://www.rmetrics.org | The premier open source software solution for teaching and training quantitative finance. | False | False | |
| fAsianOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fAsianOptions/index.html | EBM and Asian Option Valuation. | False | True | |
| fAssets | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fAssets/index.html | Analysing and Modelling Financial Assets. | False | True | |
| fBasics | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fBasics/index.html | Markets and Basic Statistics. | False | True | |
| fBonds | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fBonds/index.html | Bonds and Interest Rate Models. | False | True | |
| fExoticOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fExoticOptions/index.html | Exotic Option Valuation. | False | True | |
| fOptions | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fOptions/index.html | Pricing and Evaluating Basic Options. | False | True | |
| fPortfolio | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/fPortfolio/index.html | Portfolio Selection and Optimization. | False | True | |
| portfolio | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/portfolio/index.html | Analysing equity portfolios. | False | True | |
| portfolioSim | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/portfolioSim/index.html | Framework for simulating equity portfolio strategies. | False | True | |
| sparseIndexTracking | R > Financial Instruments and Pricing | 2019-06-13 | https://github.com/dppalomar/sparseIndexTracking | Portfolio design to track an index. | True | False | dppalomar/sparseIndexTracking |
| covFactorModel | R > Financial Instruments and Pricing | 2019-03-25 | https://github.com/dppalomar/covFactorModel | Covariance matrix estimation via factor models. | True | False | dppalomar/covFactorModel |
| riskParityPortfolio | R > Financial Instruments and Pricing | 2022-02-10 | https://github.com/dppalomar/riskParityPortfolio | Blazingly fast design of risk parity portfolios. | True | False | dppalomar/riskParityPortfolio |
| sde | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/sde/index.html | Simulation and Inference for Stochastic Differential Equations. | False | True | |
| YieldCurve | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/YieldCurve/index.html | Modelling and estimation of the yield curve. | False | True | |
| SmithWilsonYieldCurve | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html | Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates. | False | True | |
| ycinterextra | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/ycinterextra/index.html | Yield curve or zero-coupon prices interpolation and extrapolation. | False | True | |
| AmericanCallOpt | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/AmericanCallOpt/index.html | This package includes pricing function for selected American call options with underlying assets that generate payouts. | False | True | |
| VarSwapPrice | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/VarSwapPrice/index.html | Pricing a variance swap on an equity index. | False | True | |
| RND | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/RND/index.html | Risk Neutral Density Extraction Package. | False | True | |
| LSMonteCarlo | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/LSMonteCarlo/index.html | American options pricing with Least Squares Monte Carlo method. | False | True | |
| OptHedging | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/OptHedging/index.html | Estimation of value and hedging strategy of call and put options. | False | True | |
| tvm | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/tvm/index.html | Time Value of Money Functions. | False | True | |
| OptionPricing | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/OptionPricing/index.html | Option Pricing with Efficient Simulation Algorithms. | False | True | |
| credule | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/credule/index.html | Credit Default Swap Functions. | False | True | |
| derivmkts | R > Financial Instruments and Pricing | | https://cran.r-project.org/web/packages/derivmkts/index.html | Functions and R Code to Accompany Derivatives Markets. | False | True | |
| FinCal | R > Financial Instruments and Pricing | 2017-04-12 | https://github.com/felixfan/FinCal | Package for time value of money calculation, time series analysis and computational finance. | True | False | felixfan/FinCal |
| r-quant | R > Financial Instruments and Pricing | 2014-02-19 | https://github.com/artyyouth/r-quant | R code for quantitative analysis in finance. | True | False | artyyouth/r-quant |
| options.studies | R > Financial Instruments and Pricing | | https://github.com/taylorizing/options.studies | options trading studies functions for use with options.data package and shiny. | True | False | |
| PortfolioAnalytics | R > Portfolio Optimization | | https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf | Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios | False | True | |
| TA-Lib | R > Trading | | https://ta-lib.org | perform technical analysis of financial market data. | False | False | |
| backtest | R > Trading | | https://cran.r-project.org/web/packages/backtest/index.html | Exploring Portfolio-Based Conjectures About Financial Instruments. | False | True | |
| pa | R > Trading | | https://cran.r-project.org/web/packages/pa/index.html | Performance Attribution for Equity Portfolios. | False | True | |
| TTR | R > Trading | | https://cran.r-project.org/web/packages/TTR/index.html | Technical Trading Rules. | False | True | |
| QuantTools | R > Trading | | https://quanttools.bitbucket.io/_site/index.html | Enhanced Quantitative Trading Modelling. | False | False | |
| blotter | R > Trading | 2021-03-06 | https://github.com/braverock/blotter | Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed. | True | False | braverock/blotter |
| quantstrat | R > Backtesting | 2021-03-05 | https://github.com/braverock/quantstrat | Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research. | True | False | braverock/quantstrat |
| PerformanceAnalytics | R > Risk Analysis | | https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html | Econometric tools for performance and risk analysis. | False | True | |
| FactorAnalytics | R > Factor Analysis | 2022-03-26 | https://github.com/braverock/FactorAnalytics | The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models. | True | False | braverock/FactorAnalytics |
| Expected Returns | R > Factor Analysis | 2022-03-27 | https://github.com/JustinMShea/ExpectedReturns | Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen. | True | False | JustinMShea/ExpectedReturns |
| tseries | R > Time Series | | https://cran.r-project.org/web/packages/tseries/index.html | Time Series Analysis and Computational Finance. | False | True | |
| zoo | R > Time Series | | https://cran.r-project.org/web/packages/zoo/index.html | S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). | False | True | |
| xts | R > Time Series | | https://cran.r-project.org/web/packages/xts/index.html | eXtensible Time Series. | False | True | |
| fGarch | R > Time Series | | https://cran.r-project.org/web/packages/fGarch/index.html | Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. | False | True | |
| timeSeries | R > Time Series | | https://cran.r-project.org/web/packages/timeSeries/index.html | Rmetrics - Financial Time Series Objects. | False | True | |
| rugarch | R > Time Series | | https://cran.r-project.org/web/packages/rugarch/index.html | Univariate GARCH Models. | False | True | |
| rmgarch | R > Time Series | | https://cran.r-project.org/web/packages/rmgarch/index.html | Multivariate GARCH Models. | False | True | |
| tidypredict | R > Time Series | 2021-09-28 | https://github.com/edgararuiz/tidypredict | Run predictions inside the database <https://tidypredict.netlify.com/>. | True | False | edgararuiz/tidypredict |
| tidyquant | R > Time Series | 2021-12-30 | https://github.com/business-science/tidyquant | Bringing financial analysis to the tidyverse. | True | False | business-science/tidyquant |
| timetk | R > Time Series | 2022-01-19 | https://github.com/business-science/timetk | A toolkit for working with time series in R. | True | False | business-science/timetk |
| tibbletime | R > Time Series | 2021-02-18 | https://github.com/business-science/tibbletime | Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. | True | False | business-science/tibbletime |
| matrixprofile | R > Time Series | 2021-06-26 | https://github.com/matrix-profile-foundation/matrixprofile | Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. | True | False | matrix-profile-foundation/matrixprofile |
| garchmodels | R > Time Series | 2021-08-10 | https://github.com/AlbertoAlmuinha/garchmodels | A parsnip backend for GARCH models. | True | False | AlbertoAlmuinha/garchmodels |
| timeDate | R > Calendars | | https://cran.r-project.org/web/packages/timeDate/index.html | Chronological and Calendar Objects | False | True | |
| bizdays | R > Calendars | | https://cran.r-project.org/web/packages/bizdays/index.html | Business days calculations and utilities | False | True | |
| QUANTAXIS | Matlab > FrameWorks | 2022-02-08 | https://github.com/yutiansut/quantaxis | Integrated Quantitative Toolbox with Matlab. | True | False | yutiansut/quantaxis |
| QuantLib.jl | Julia | | https://github.com/pazzo83/QuantLib.jl | Quantlib implementation in pure Julia. | True | False | |
| FinancialMarkets.jl | Julia | | https://github.com/imanuelcostigan/FinancialMarkets.jl | Describe and model financial markets objects using Julia. | True | False | |
| Ito.jl | Julia | | https://github.com/aviks/Ito.jl | A Julia package for quantitative finance. | True | False | |
| TALib.jl | Julia | | https://github.com/femtotrader/TALib.jl | A Julia wrapper for TA-Lib. | True | False | |
| Miletus.jl | Julia | | https://juliacomputing.com/docs/miletus/index.html | A financial contract definition, modeling language, and valuation framework. | False | False | |
| Temporal.jl | Julia | | https://github.com/dysonance/Temporal.jl | Flexible and efficient time series class & methods. | True | False | |
| Indicators.jl | Julia | | https://github.com/dysonance/Indicators.jl | Financial market technical analysis & indicators on top of Temporal. | True | False | |
| Strategems.jl | Julia | | https://github.com/dysonance/Strategems.jl | Quantitative systematic trading strategy development and backtesting. | True | False | |
| TimeSeries.jl | Julia | | https://github.com/JuliaStats/TimeSeries.jl | Time series toolkit for Julia. | True | False | |
| MarketTechnicals.jl | Julia | | https://github.com/JuliaQuant/MarketTechnicals.jl | Technical analysis of financial time series on top of TimeSeries. | True | False | |
| MarketData.jl | Julia | | https://github.com/JuliaQuant/MarketData.jl | Time series market data. | True | False | |
| TimeFrames.jl | Julia | | https://github.com/femtotrader/TimeFrames.jl | A Julia library that defines TimeFrame (essentially for resampling TimeSeries). | True | False | |
| Strata | Java | | http://strata.opengamma.io/ | Modern open-source analytics and market risk library designed and written in Java. | False | False | |
| JQuantLib | Java | | http://www.jquantlib.org | JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. | False | False | |
| finmath.net | Java | | http://finmath.net | Java library with algorithms and methodologies related to mathematical finance. | False | False | |
| quantcomponents | Java | 2015-10-07 | https://github.com/lsgro/quantcomponents | Free Java components for Quantitative Finance and Algorithmic Trading. | True | False | lsgro/quantcomponents |
| DRIP | Java | | https://lakshmidrip.github.io/DRIP | Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. | False | False | |
| finance.js | JavaScript | | https://github.com/ebradyjobory/finance.js | A JavaScript library for common financial calculations. | True | False | |
| 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 |
| hqfl | Haskell | 2018-10-03 | https://github.com/co-category/hqfl | Haskell Quantitative Finance Library. | True | False | co-category/hqfl |
| Haxcel | Haskell | 2020-09-01 | https://github.com/MarcusRainbow/Haxcel | Excel Addin for Haskell | True | False | MarcusRainbow/Haxcel |
| QuantScale | Scala | 2014-01-14 | https://github.com/choucrifahed/quantscale | Scala Quantitative Finance Library. | True | False | choucrifahed/quantscale |
| Scala Quant | Scala | 2017-05-06 | https://github.com/frankcash/Scala-Quant | Scala library for working with stock data from IFTTT recipes or Google Finance. | True | False | frankcash/Scala-Quant |
| Jiji | Ruby | 2019-01-22 | https://github.com/unageanu/jiji2 | Open Source Forex algorithmic trading framework using OANDA REST API. | True | False | unageanu/jiji2 |
| Tai | Elixir/Erlang | 2022-03-21 | https://github.com/fremantle-capital/tai | Open Source composable, real time, market data and trade execution toolkit. | True | False | fremantle-capital/tai |
| Workbench | Elixir/Erlang | 2022-03-27 | https://github.com/fremantle-industries/workbench | From Idea to Execution - Manage your trading operation across a globally distributed cluster | True | False | fremantle-industries/workbench |
| 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 | 2022-03-16 | https://github.com/alpacahq/marketstore | DataFrame Server for Financial Timeseries Data. | True | False | alpacahq/marketstore |
| TradeFrame | CPP | 2022-01-03 | https://github.com/rburkholder/trade-frame | C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library. | True | False | rburkholder/trade-frame |
| QuantLib | Frameworks | | https://www.quantlib.org | The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. | False | False | |
| JQuantLib | Frameworks | | http://www.jquantlib.org | Java port. | False | False | |
| RQuantLib | Frameworks | | http://dirk.eddelbuettel.com/code/rquantlib.html | R port. | False | False | |
| QuantLibAddin | Frameworks | | https://www.quantlib.org/quantlibaddin/ | Excel support. | False | False | |
| QuantLibXL | Frameworks | | https://www.quantlib.org/quantlibxl/ | Excel support. | False | False | |
| QLNet | Frameworks | 2021-12-07 | https://github.com/amaggiulli/qlnet | .Net port. | True | False | amaggiulli/qlnet |
| PyQL | Frameworks | 2022-01-27 | https://github.com/enthought/pyql | Python port. | True | False | enthought/pyql |
| QuantLib.jl | Frameworks | | https://github.com/pazzo83/QuantLib.jl | Julia port. | True | False | |
| TA-Lib | Frameworks | | https://ta-lib.org | perform technical analysis of financial market data. | False | False | |
| QuantConnect | CSharp | 2022-03-18 | 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 | 2022-03-21 | 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 | | 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 | |
| QuantMath | Rust | 2020-05-28 | https://github.com/MarcusRainbow/QuantMath | Financial maths library for risk-neutral pricing and risk | True | False | MarcusRainbow/QuantMath |
| Derman Papers | Reproducing Works and Training | 2017-10-21 | https://github.com/MarcosCarreira/DermanPapers | Notebooks that replicate original quantitative finance papers from Emanuel Derman. | True | False | MarcosCarreira/DermanPapers |
| volatility-trading | Reproducing Works and Training | 2021-11-29 | https://github.com/jasonstrimpel/volatility-trading | A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. | True | False | jasonstrimpel/volatility-trading |
| quant | Reproducing Works and Training | 2015-07-14 | https://github.com/paulperry/quant | Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. | True | False | paulperry/quant |
| fecon235 | Reproducing Works and Training | 2018-12-03 | https://github.com/rsvp/fecon235 | Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively. | True | False | rsvp/fecon235 |
| Quantitative-Notebooks | Reproducing Works and Training | 2020-07-02 | https://github.com/LongOnly/Quantitative-Notebooks | Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy | True | False | LongOnly/Quantitative-Notebooks |
| QuantEcon | Reproducing Works and Training | | https://quantecon.org/ | Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks | False | False | |
| FinanceHub | Reproducing Works and Training | 2021-05-25 | https://github.com/Finance-Hub/FinanceHub | Resources for Quantitative Finance | True | False | Finance-Hub/FinanceHub |
| Python_Option_Pricing | Reproducing Works and Training | 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 and Training | 2022-02-10 | 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 and Training | 2022-03-25 | 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 and Training | 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 and Training | 2022-03-23 | 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 and Training | 2022-03-12 | https://github.com/PythonCharmers/QuantFinance | Training materials in quantitative finance. | True | False | PythonCharmers/QuantFinance |
| MarketAnalysis | Reproducing Works and Training | 2020-08-06 | https://github.com/Poseyy/MarketAnalysis | Implementing many different methods and popular analysis tools in Python. | True | False | Poseyy/MarketAnalysis |
| IPythonScripts | Reproducing Works and Training | 2018-11-18 | https://github.com/mgroncki/IPythonScripts | Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning. | True | False | mgroncki/IPythonScripts |
| Computational-Finance-Course | Reproducing Works and Training | 2021-10-12 | https://github.com/LechGrzelak/Computational-Finance-Course | Materials for the course of Computational Finance. | True | False | LechGrzelak/Computational-Finance-Course |
| Machine-Learning-for-Asset-Managers | Reproducing Works and Training | 2021-09-01 | https://github.com/emoen/Machine-Learning-for-Asset-Managers | Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado. | True | False | emoen/Machine-Learning-for-Asset-Managers |