More Python links

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wilsonfreitas
2016-06-24 07:57:10 -03:00
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@@ -19,38 +19,85 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [numpy](http://www.numpy.org) - NumPy is the fundamental package for scientific computing with Python.
- [scipy](https://www.scipy.org) - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.
- [pandas](http://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.
- [quantdsl](https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading
### Financial Instruments
- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port
- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python
- [vollib](https://github.com/vollib/vollib) - vollib is a python library for calculating option prices, implied volatility and greeks.
- [QuantPy](https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python.
- [QuantPy](https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python
- [Finance-Python](https://github.com/wegamekinglc/Finance-Python) - Python tools for Finance
- [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python
- [pynance](http://pynance.net) - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.
- [tia](https://github.com/bpsmith/tia) - Toolkit for integration and analysis
### Trading
### Trading & Backtesting
- [TA-Lib](http://ta-lib.org) - perform technical analysis of financial market data
- [trade](https://github.com/rochars/trade) - trade is a Python framework for the development of financial applications.
- [zipline](http://www.zipline.io) - Pythonic algorithmic trading library
- [QuantSoftware Toolkit](http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit) - Python-based open source software framework designed to support portfolio construction and management.
- [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library
- [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies
- [bt](https://github.com/pmorissette/bt) - Flexible Backtesting for Python
- [backtrader](https://github.com/mementum/backtrader) - Python Backtesting library for trading strategies
- [pythalesians](https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.
- [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library
- [tradingWithPython](https://pypi.python.org/pypi/tradingWithPython) - A collection of functions and classes for Quantitative trading
- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators
- [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading
- [pysentosa](https://pypi.python.org/pypi/pysentosa) - Python API for sentosa trading system
### Risk Analysis
- Python
- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python
- [qrisk](https://github.com/quantopian/qrisk) - Common financial risk and performance metrics.
- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python
- [qrisk](https://github.com/quantopian/qrisk) - Common financial risk and performance metrics
- [finance](https://pypi.python.org/pypi/finance) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
- [qfrm](https://pypi.python.org/pypi/qfrm) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis
- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio
### Time Series
- [ARCH](https://github.com/bashtage/arch) - ARCH models in Python
- [statsmodels](http://statsmodels.sourceforge.net) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
- [dynts](https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation
### Calendars
- [tradingcalendar](https://github.com/quantopian/tradingcalendar) - Stock Exchange Trading Calendar
- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities
### Data Sources
- [googlefinance](https://github.com/hongtaocai/googlefinance) - Python module to get real-time stock data from Google Finance API
- [yahoo-finance](https://github.com/lukaszbanasiak/yahoo-finance) - Python module to get stock data from Yahoo! Finance
- [pandas-finance](https://github.com/davidastephens/pandas-finance) - High level API for access to and analysis of financial data
- [pyhoofinance](https://github.com/innes213/pyhoofinance) - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis
- [yfinanceapi](https://github.com/Karthik005/yfinanceapi) - Finance API for Python
- [yql-finance](https://github.com/slawek87/yql-finance) - yql-finance is simple and fast https://developer.yahoo.com/yql/console/ python API. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
- [ystockquote](https://github.com/cgoldberg/ystockquote) - Retrieve stock quote data from Yahoo Finance
- [wallstreet](https://github.com/mcdallas/wallstreet) - Real time stock and option data
- [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources
- [Stockex](https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API
- [finsymbols](https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
- [FRB](https://github.com/avelkoski/FRB) - Python Client for FRED® API
- [inquisitor](https://github.com/inquirim/inquisitor) - Python Interface to Inquirim.com API
- [yfi](https://github.com/nickelkr/yfi) - Yahoo! YQL library
- [chinesestockapi](https://pypi.python.org/pypi/chinesestockapi) - Python API to get Chinese stock price
- [exchange](https://github.com/akarat/exchange) - Get current exchange rate
- [ticks](https://github.com/jamescnowell/ticks) - Simple command line tool to get stock ticker data
- [pybbg](https://github.com/bpsmith/pybbg) - Python interface to Bloomberg COM APIs
- [ccy](https://github.com/lsbardel/ccy) - Python module for currencies
- [tushare](https://pypi.python.org/pypi/tushare) - A utility for crawling historical and Real-time Quotes data of China stocks
- [jsm](https://pypi.python.org/pypi/jsm) - Get the japanese stock market data
- [cn_stock_src](https://github.com/jealous/cn_stock_src) - Utility for retrieving basic China stock data from different sources
- [coinmarketcap](https://github.com/mrsmn/coinmarketcap-api) - Python API for coinmarketcap
- [after-hours](https://github.com/datawrestler/after-hours) - Obtain pre market and after hours stock prices for a given symbol
- [bronto-python](https://github.com/Scotts-Marketplace/bronto-python/) - Bronto API Integration for Python
## R
### Numerical Libraries & Data Structures