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Merged projects
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Wilson Freitas
@@ -309,7 +309,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [rbcb](https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services.
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- [rb3](https://github.com/ropensci/rb3) - A bunch of downloaders and parsers for data delivered from B3.
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- [simfinapi](https://github.com/matthiasgomolka/simfinapi) - Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.
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- [tidyfinance](https://cran.r-project.org/web/packages/tidyfinance/index.html) - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including
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- [tidyfinance](https://github.com/tidy-finance/r-tidyfinance) - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including
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date conversion, scaling factor values, and filtering by the specified date.
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### Financial Instruments and Pricing
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@@ -32,6 +32,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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### Financial Instruments and Pricing
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- [OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) - Terminal for investment research for everyone.
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- [Fincept Terminal](https://github.com/Fincept-Corporation/FinceptTerminal) - Advance Data Based A.I Terminal for all Types of Financial Asset Research.
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- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port.
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- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python. *ARCHIVED*
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- [vollib](https://github.com/vollib/vollib) - vollib is a python library for calculating option prices, implied volatility and greeks.
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@@ -142,6 +143,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [fastquant](https://github.com/enzoampil/fastquant) - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.
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- [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) - A high-performance algorithmic trading platform and event-driven backtester.
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- [YABTE](https://github.com/bsdz/yabte) - Yet Another (Python) BackTesting Engine.
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- [Trading Strategy](https://github.com/tradingstrategy-ai/getting-started) - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance
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- [Hikyuu](https://github.com/fasiondog/hikyuu) - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.
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### Risk Analysis
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@@ -248,6 +251,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [cif](https://github.com/LenkaV/CIF) - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
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- [finagg](https://github.com/theOGognf/finagg) - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.
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- [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
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- [Trading Strategy](https://github.com/tradingstrategy-ai/trading-strategy/) - download price data for decentralised exchanges and lending protocols (DeFi)
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### Excel Integration
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@@ -296,6 +300,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [rbcb](https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services.
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- [rb3](https://github.com/ropensci/rb3) - A bunch of downloaders and parsers for data delivered from B3.
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- [simfinapi](https://github.com/matthiasgomolka/simfinapi) - Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.
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- [tidyfinance](https://github.com/tidy-finance/r-tidyfinance) - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including
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date conversion, scaling factor values, and filtering by the specified date.
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### Financial Instruments and Pricing
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@@ -452,6 +458,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [QuantLibRisks](https://github.com/auto-differentiation/QuantLib-Risks-Cpp) - Fast risks with QuantLib in C++
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- [XAD](https://github.com/auto-differentiation/xad) - Automatic Differentation (AAD) Library
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- [TradeFrame](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.
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- [Hikyuu](https://github.com/fasiondog/hikyuu) - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.
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## Frameworks
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@@ -540,3 +547,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [Autoencoder-Asset-Pricing-Models](https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)).
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- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
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- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
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- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
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