From a8c7fe7f01b6f81da703231d55047a02fbafb3d1 Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Fri, 24 Jun 2016 07:57:10 -0300 Subject: [PATCH] More Python links --- README.md | 57 ++++++++++++++++++++++++++++++++++++++++++++++++++----- 1 file changed, 52 insertions(+), 5 deletions(-) diff --git a/README.md b/README.md index 7fcdf5f..d1423cb 100644 --- a/README.md +++ b/README.md @@ -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