From 0b79c5f3856096f100a736a2c83cf679d69b98c2 Mon Sep 17 00:00:00 2001 From: rsheftel Date: Tue, 1 Jun 2021 13:58:09 -0400 Subject: [PATCH 01/34] Update README.md Change the deprecated trading_calendars to new active fork https://github.com/gerrymanoim/exchange_calendars --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index fb6743d..a8f5d93 100644 --- a/README.md +++ b/README.md @@ -145,7 +145,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Calendars -- [trading_calendars](https://github.com/quantopian/trading_calendars) - Stock Exchange Trading Calendars. +- [exchange_calendars](https://github.com/gerrymanoim/exchange_calendars) - Stock Exchange Trading Calendars. - [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities. - [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications. From 94eda29ffe0ec427a9f89c839ca5db725baf1a95 Mon Sep 17 00:00:00 2001 From: Santosh <61618641+ssantoshp@users.noreply.github.com> Date: Wed, 2 Jun 2021 18:46:19 +0200 Subject: [PATCH 02/34] Adding Empyrial Hey, I created Empyrial which was previously called Trafalgar and was already listed on this repo. It helps for portfolio management, analysis, and prediction! Best, --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index fb6743d..e620959 100644 --- a/README.md +++ b/README.md @@ -126,6 +126,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the perfomance of a portfolio. - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. +- [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. ### Factor Analysis @@ -192,7 +193,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [yliveticker](https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket. - [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. - [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. -- [trafalgar](https://github.com/ssantoshp/trafalgar) - Python library to make development of portfolio analysis faster and easier. - [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks ### Excel Integration From 5825c2f63d8e49e92312fdbf7c175dd5a1dedb72 Mon Sep 17 00:00:00 2001 From: Alex Golec Date: Sat, 5 Jun 2021 00:17:25 -0400 Subject: [PATCH 03/34] Adds tda-api --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index fb6743d..c9e0ec7 100644 --- a/README.md +++ b/README.md @@ -114,6 +114,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [OctoBot](https://github.com/Drakkar-Software/OctoBot) - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. - [bta-lib](https://github.com/mementum/bta-lib) - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. - [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. +- [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. ### Risk Analysis From 6e87e81c9d8f955cd0e835ed2edabfed0f2b317d Mon Sep 17 00:00:00 2001 From: Dirk Eddelbuettel Date: Sat, 5 Jun 2021 08:33:30 -0500 Subject: [PATCH 04/34] add 'td' CRAN package --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index fb6743d..d763903 100644 --- a/README.md +++ b/README.md @@ -237,6 +237,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [GetTDData](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. - [GetHFData](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. - [Reddit WallstreetBets API](https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API +- [td](https://cran.r-project.org/package=td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies ### Financial Instruments and Pricing From ae7677a65837bbf4e01189de93fa0bab3e9c2d97 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?C=C3=A9sar=20Vargas?= Date: Thu, 17 Jun 2021 12:18:07 -0300 Subject: [PATCH 05/34] add portfolio-allocation library PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 80b5afb..d14e67c 100644 --- a/README.md +++ b/README.md @@ -353,6 +353,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## JavaScript - [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. +- [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... ### Data Visualization From a8ce8546d976fb16369cf476a5e4119129d0d8fa Mon Sep 17 00:00:00 2001 From: Lachezar Lechev <8925621+elpiel@users.noreply.github.com> Date: Tue, 22 Jun 2021 17:53:21 +0300 Subject: [PATCH 06/34] Add Rust to table of content --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index d14e67c..868e98e 100644 --- a/README.md +++ b/README.md @@ -19,6 +19,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Golang](#golang) - [CPP](#cpp) - [CSharp](#csharp) +- [Rust](#rust) - [Frameworks](#frameworks) - frameworks that support different languages - [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples From 9b89cfadfc7a66650c492035cd56bb0251d5899c Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Wed, 30 Jun 2021 19:02:13 -0600 Subject: [PATCH 07/34] added risktools --- .ipynb_checkpoints/README-checkpoint.md | 429 ++++++++++++++++++++++++ README.md | 1 + 2 files changed, 430 insertions(+) create mode 100644 .ipynb_checkpoints/README-checkpoint.md diff --git a/.ipynb_checkpoints/README-checkpoint.md b/.ipynb_checkpoints/README-checkpoint.md new file mode 100644 index 0000000..b1a8838 --- /dev/null +++ b/.ipynb_checkpoints/README-checkpoint.md @@ -0,0 +1,429 @@ +# awesome-quant + +[![Awesome](https://awesome.re/badge.svg)](https://awesome.re) + +A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance) + +## Languages + +- [Python](#python) +- [R](#r) +- [Matlab](#matlab) +- [Julia](#julia) +- [Java](#java) +- [JavaScript](#javascript) +- [Haskell](#haskell) +- [Scala](#scala) +- [Ruby](#ruby) +- [Elixir/Erlang](#elixirerlang) +- [Golang](#golang) +- [CPP](#cpp) +- [CSharp](#csharp) +- [Rust](#rust) +- [Frameworks](#frameworks) - frameworks that support different languages +- [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples + +## Python + +### Numerical Libraries & Data Structures + +- [numpy](https://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](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. +- [quantdsl](https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading. +- [statistics](https://docs.python.org/3/library/statistics.html) - Builtin Python library for all basic statistical calculations. +- [sympy](https://www.sympy.org/) - SymPy is a Python library for symbolic mathematics. +- [pymc3](https://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. + +### Financial Instruments and Pricing + +- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port. +- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python. [ARCHIVED] +- [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. +- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - Python tools for Finance. +- [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python. +- [pynance](https://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. +- [hasura/base-python-dash](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. +- [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. +- [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. +- [FinancePy](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. +- [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance +- [willowtree](https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. +- [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python. +- [optlib](https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python. +- [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance. + +### Indicators + +- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. +- [finta](https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas. +- [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) +- [lppls](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. + +### Trading & Backtesting + +- [TA-Lib](https://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](https://www.zipline.io) - Pythonic algorithmic trading library. +- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - 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/backtrader/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.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. +- [Pandas TA](https://github.com/twopirllc/pandas-ta) - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. +- [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python) +- [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. +- [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. +- [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. +- [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style. +- [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market. +- [zvt](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. +- [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library. +- [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading. +- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. +- [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. +- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. +- [Eiten](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. +- [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0 +- [mlfinlab](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) +- [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies. +- [NowTrade](https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets. +- [pinkfish](https://github.com/fja05680/pinkfish) - A backtester and spreadsheet library for security analysis. +- [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine +- [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python +- [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python +- [quantstats](https://github.com/ranaroussi/quantstats) - Portfolio analytics for quants, written in Python +- [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading +- [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] +- [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot +- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. +- [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning +- [Qlib](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. +- [machine-learning-for-trading](https://github.com/stefan-jansen/machine-learning-for-trading) - Code and resources for Machine Learning for Algorithmic Trading +- [AlphaPy](https://github.com/ScottfreeLLC/AlphaPy) - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost +- [jesse](https://github.com/jesse-ai/jesse) - An advanced crypto trading bot written in Python +- [rqalpha](https://github.com/ricequant/rqalpha) - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. +- [FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library) - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. +- [bulbea](https://github.com/achillesrasquinha/bulbea) - Deep Learning based Python Library for Stock Market Prediction and Modelling. +- [ib_nope](https://github.com/ajhpark/ib_nope) - Automated trading system for NOPE strategy over IBKR TWS. +- [OctoBot](https://github.com/Drakkar-Software/OctoBot) - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. +- [bta-lib](https://github.com/mementum/bta-lib) - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. +- [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. +- [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. + +### Risk Analysis + +- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. +- [empyrical](https://github.com/quantopian/empyrical) - Common financial risk and performance metrics. +- [fecon235](https://github.com/rsvp/fecon235) - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. +- [finance](https://pypi.org/project/finance/) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. +- [qfrm](https://pypi.org/project/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. +- [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. +- [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. +- [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the Oil and Refined Products trading space. + +### Factor Analysis + +- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. +- [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester + +### 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. +- [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models. +- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series. +- [hasura/quandl-metabase](https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. +- [Facebook Prophet](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. +- [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way. + +### Calendars + +- [exchange_calendars](https://github.com/gerrymanoim/exchange_calendars) - Stock Exchange Trading Calendars. +- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities. +- [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications. + +### Data Sources + +- [yfinance](https://github.com/ranaroussi/yfinance) - Yahoo! Finance market data downloader (+faster Pandas Datareader) +- [findatapy](https://github.com/cuemacro/findatapy) - Python library to download market data via Bloomberg, Quandl, Yahoo etc. +- [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-datareader](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. +- [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. 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/econdb/inquisitor) - Python Interface to Econdb.com API. +- [yfi](https://github.com/nickelkr/yfi) - Yahoo! YQL library. +- [chinesestockapi](https://pypi.org/project/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.org/project/tushare/) - A utility for crawling historical and Real-time Quotes data of China stocks. +- [jsm](https://pypi.org/project/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/barnumbirr/coinmarketcap) - 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://pypi.org/project/bronto-python/) - Bronto API Integration for Python. +- [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. +- [pdblp](https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API. +- [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. +- [iexfinance](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. +- [pyEX](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. +- [alpaca-trade-api](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. +- [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal +- [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! +- [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. +- [investpy](https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! +- [yliveticker](https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket. +- [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. +- [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. +- [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks + +### Excel Integration + +- [xlwings](https://www.xlwings.org/) - Make Excel fly with Python. +- [openpyxl](https://openpyxl.readthedocs.io/en/latest/) - Read/Write Excel 2007 xlsx/xlsm files. +- [xlrd](https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files. +- [xlsxwriter](https://xlsxwriter.readthedocs.io/) - Write files in the Excel 2007+ XLSX file format. +- [xlwt](https://github.com/python-excel/xlwt) - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. +- [DataNitro](https://datanitro.com/) - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. +- [xlloop](http://xlloop.sourceforge.net) - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). +- [expy](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. +- [pyxll](https://www.pyxll.com) - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. + +### Visualization + +- [D-Tale](https://github.com/man-group/dtale) - Visualizer for pandas dataframes and xarray datasets. +- [mplfinance](https://github.com/matplotlib/mplfinance) - matplotlib utilities for the visualization, and visual analysis, of financial data. +- [finplot](https://github.com/highfestiva/finplot) - Performant and effortless finance plotting for Python. +- [finvizfinance](https://github.com/lit26/finvizfinance) - Finviz analysis python library. + +## R + +### Numerical Libraries & Data Structures + +- [xts](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. +- [data.table](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. +- [sparseEigen](https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis. +- [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. +- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. +- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). +- [tis](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. +- [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data. +- [tframe](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. + +### Data Sources + +- [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - Provides native R access to Interactive Brokers Trader Workstation API. +- [Rblpapi](https://cran.r-project.org/web/packages/Rblpapi/index.html) - An R Interface to 'Bloomberg' is provided via the 'Blp API'. +- [Quandl](https://www.quandl.com/tools/r) - Get Financial Data Directly Into R. +- [Rbitcoin](https://cran.r-project.org/web/packages/Rbitcoin/index.html) - Unified markets API interface (bitstamp, kraken, btce, bitmarket). +- [GetTDData](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. +- [GetHFData](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. +- [Reddit WallstreetBets API](https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API +- [td](https://cran.r-project.org/package=td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies + +### Financial Instruments and Pricing + +- [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - RQuantLib connects GNU R with QuantLib. +- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - Quantitative Financial Modelling Framework. +- [Rmetrics](https://www.rmetrics.org) - The premier open source software solution for teaching and training quantitative finance. + - [fAsianOptions](https://cran.r-project.org/web/packages/fAsianOptions/index.html) - EBM and Asian Option Valuation. + - [fAssets](https://cran.r-project.org/web/packages/fAssets/index.html) - Analysing and Modelling Financial Assets. + - [fBasics](https://cran.r-project.org/web/packages/fBasics/index.html) - Markets and Basic Statistics. + - [fBonds](https://cran.r-project.org/web/packages/fBonds/index.html) - Bonds and Interest Rate Models. + - [fExoticOptions](https://cran.r-project.org/web/packages/fExoticOptions/index.html) - Exotic Option Valuation. + - [fOptions](https://cran.r-project.org/web/packages/fOptions/index.html) - Pricing and Evaluating Basic Options. + - [fPortfolio](https://cran.r-project.org/web/packages/fPortfolio/index.html) - Portfolio Selection and Optimization. +- [portfolio](https://cran.r-project.org/web/packages/portfolio/index.html) - Analysing equity portfolios. +- [portfolioSim](https://cran.r-project.org/web/packages/portfolioSim/index.html) - Framework for simulating equity portfolio strategies. +- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index. +- [covFactorModel](https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models. +- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios. +- [sde](https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations. +- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve. +- [SmithWilsonYieldCurve](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. +- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation. +- [AmericanCallOpt](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. +- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index. +- [RND](https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package. +- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method. +- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options. +- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions. +- [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms. +- [credule](https://cran.r-project.org/web/packages/credule/index.html) - Credit Default Swap Functions. +- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - Functions and R Code to Accompany Derivatives Markets. +- [FinCal](https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance. +- [r-quant](https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance. +- [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny. + +### Portfolio Optimization + +- [PortfolioAnalytics](https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios + +### Trading + +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. +- [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments. +- [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios. +- [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules. +- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling. +- [blotter](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. + +### Backtesting + +- [quantstrat](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. + +### Risk Analysis + +- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis. + +### Factor Analysis + +- [FactorAnalytics](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. +- [Expected Returns](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. + +### Time Series + +- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. +- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). +- [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series. +- [fGarch](https://cran.r-project.org/web/packages/fGarch/index.html) - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. +- [timeSeries](https://cran.r-project.org/web/packages/timeSeries/index.html) - Rmetrics - Financial Time Series Objects. +- [rugarch](https://cran.r-project.org/web/packages/rugarch/index.html) - Univariate GARCH Models. +- [rmgarch](https://cran.r-project.org/web/packages/rmgarch/index.html) - Multivariate GARCH Models. +- [tidypredict](https://github.com/edgararuiz/tidypredict) - Run predictions inside the database . +- [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse. +- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R. +- [tibbletime](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. +- [matrixprofile](https://github.com/matrix-profile-foundation/matrixprofile) - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. +- [garchmodels](https://github.com/AlbertoAlmuinha/garchmodels) - A parsnip backend for GARCH models. + +### Calendars + +- [timeDate](https://cran.r-project.org/web/packages/timeDate/index.html) - Chronological and Calendar Objects +- [bizdays](https://cran.r-project.org/web/packages/bizdays/index.html) - Business days calculations and utilities + +## Matlab + +### FrameWorks + +- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. + +## Julia + +- [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. +- [FinancialMarkets.jl](https://github.com/imanuelcostigan/FinancialMarkets.jl) - Describe and model financial markets objects using Julia. +- [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance. +- [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib. +- [Miletus.jl](https://juliacomputing.com/docs/miletus/index.html) - A financial contract definition, modeling language, and valuation framework. +- [Temporal.jl](https://github.com/dysonance/Temporal.jl) - Flexible and efficient time series class & methods. +- [Indicators.jl](https://github.com/dysonance/Indicators.jl) - Financial market technical analysis & indicators on top of Temporal. +- [Strategems.jl](https://github.com/dysonance/Strategems.jl) - Quantitative systematic trading strategy development and backtesting. +- [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) - Time series toolkit for Julia. +- [MarketTechnicals.jl](https://github.com/JuliaQuant/MarketTechnicals.jl) - Technical analysis of financial time series on top of TimeSeries. +- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data. +- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries). + +## Java + +- [Strata](http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java. +- [JQuantLib](http://www.jquantlib.org) - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. +- [finmath.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. +- [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading. +- [DRIP](https://lakshmidrip.github.io/DRIP) - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. + +## JavaScript + +- [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. +- [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... + +### Data Visualization + +- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) an awesome visualization center based on quantaxis. + +## Haskell + +- [quantfin](https://github.com/boundedvariation/quantfin) - quant finance in pure haskell. +- [hqfl](https://github.com/co-category/hqfl) - Haskell Quantitative Finance Library. +- [Haxcel](https://github.com/MarcusRainbow/Haxcel) - Excel Addin for Haskell + +## Scala + +- [QuantScale](https://github.com/choucrifahed/quantscale) - Scala Quantitative Finance Library. +- [Scala Quant](https://github.com/frankcash/Scala-Quant) Scala library for working with stock data from IFTTT recipes or Google Finance. + +## Ruby + +- [Jiji](https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API. +- + +## Elixir/Erlang + +- [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. +- [Workbench](https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster + +## Golang + +- [Kelp](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). +- [marketstore](https://github.com/alpacahq/marketstore) - DataFrame Server for Financial Timeseries Data. + +## CPP + +- [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. + +## Frameworks + +- [QuantLib](https://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. + - [JQuantLib](http://www.jquantlib.org) - Java port. + - [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - R port. + - [QuantLibAddin](https://www.quantlib.org/quantlibaddin/) - Excel support. + - [QuantLibXL](https://www.quantlib.org/quantlibxl/) - Excel support. + - [QLNet](https://github.com/amaggiulli/qlnet) - .Net port. + - [PyQL](https://github.com/enthought/pyql) - Python port. + - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port. +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. + +## CSharp + +- [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. +- [StockSharp](https://github.com/StockSharp/StockSharp) - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). +- [TDAmeritrade.DotNetCore](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. + +## Rust + +- [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk + +## Reproducing Works + +- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman. +- [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. +- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. +- [fecon235](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. +- [Quantitative-Notebooks](https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy +- [QuantEcon](https://quantecon.org/) - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks +- [FinanceHub](https://github.com/Finance-Hub/FinanceHub) - Resources for Quantitative Finance +- [Python_Option_Pricing](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. +- [python-training](https://github.com/jpmorganchase/python-training) - J.P. Morgan's Python training for business analysts and traders. +- [Stock_Analysis_For_Quant](https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. +- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan. +- [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. diff --git a/README.md b/README.md index 868e98e..b1a8838 100644 --- a/README.md +++ b/README.md @@ -129,6 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the Oil and Refined Products trading space. ### Factor Analysis From 1731c490f871fb1df504d0fa6ae5921e0ca16ee9 Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Wed, 30 Jun 2021 19:04:04 -0600 Subject: [PATCH 08/34] change oil to crude --- .ipynb_checkpoints/README-checkpoint.md | 2 +- README.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.ipynb_checkpoints/README-checkpoint.md b/.ipynb_checkpoints/README-checkpoint.md index b1a8838..27f269c 100644 --- a/.ipynb_checkpoints/README-checkpoint.md +++ b/.ipynb_checkpoints/README-checkpoint.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the Oil and Refined Products trading space. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementations of R's PerformanceAnalytics. ### Factor Analysis diff --git a/README.md b/README.md index b1a8838..27f269c 100644 --- a/README.md +++ b/README.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the Oil and Refined Products trading space. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementations of R's PerformanceAnalytics. ### Factor Analysis From edf728a3748c13d159da16d4c3aef37d0d7028bf Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Wed, 30 Jun 2021 19:05:20 -0600 Subject: [PATCH 09/34] typo --- .ipynb_checkpoints/README-checkpoint.md | 2 +- README.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.ipynb_checkpoints/README-checkpoint.md b/.ipynb_checkpoints/README-checkpoint.md index 27f269c..a94f6be 100644 --- a/.ipynb_checkpoints/README-checkpoint.md +++ b/.ipynb_checkpoints/README-checkpoint.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementations of R's PerformanceAnalytics. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementation of R's PerformanceAnalytics. ### Factor Analysis diff --git a/README.md b/README.md index 27f269c..a94f6be 100644 --- a/README.md +++ b/README.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementations of R's PerformanceAnalytics. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementation of R's PerformanceAnalytics. ### Factor Analysis From 747a61e1820e8cc8338417fdecce18e67a3b52db Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Wed, 30 Jun 2021 20:25:18 -0600 Subject: [PATCH 10/34] another typo --- .ipynb_checkpoints/README-checkpoint.md | 2 +- README.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/.ipynb_checkpoints/README-checkpoint.md b/.ipynb_checkpoints/README-checkpoint.md index a94f6be..09a69e3 100644 --- a/.ipynb_checkpoints/README-checkpoint.md +++ b/.ipynb_checkpoints/README-checkpoint.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementation of R's PerformanceAnalytics. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. ### Factor Analysis diff --git a/README.md b/README.md index a94f6be..09a69e3 100644 --- a/README.md +++ b/README.md @@ -129,7 +129,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading with partial implementation of R's PerformanceAnalytics. +- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. ### Factor Analysis From 5703a66b157336a4f98cb831ed4fe59fe8b29faf Mon Sep 17 00:00:00 2001 From: Thomas <4159106+dtslvr@users.noreply.github.com> Date: Mon, 26 Jul 2021 10:00:18 +0200 Subject: [PATCH 11/34] Add ghostfolio Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 868e98e..11028f2 100644 --- a/README.md +++ b/README.md @@ -355,6 +355,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. - [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... +- [Ghostfolio](https://github.com/ghostfolio/ghostfolio) - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. ### Data Visualization From a7bdae3f17aee66061101bb08467ef8848af5dcb Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Sat, 7 Aug 2021 10:05:19 -0600 Subject: [PATCH 12/34] removed checkpoints --- .ipynb_checkpoints/README-checkpoint.md | 429 ------------------------ 1 file changed, 429 deletions(-) delete mode 100644 .ipynb_checkpoints/README-checkpoint.md diff --git a/.ipynb_checkpoints/README-checkpoint.md b/.ipynb_checkpoints/README-checkpoint.md deleted file mode 100644 index 09a69e3..0000000 --- a/.ipynb_checkpoints/README-checkpoint.md +++ /dev/null @@ -1,429 +0,0 @@ -# awesome-quant - -[![Awesome](https://awesome.re/badge.svg)](https://awesome.re) - -A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance) - -## Languages - -- [Python](#python) -- [R](#r) -- [Matlab](#matlab) -- [Julia](#julia) -- [Java](#java) -- [JavaScript](#javascript) -- [Haskell](#haskell) -- [Scala](#scala) -- [Ruby](#ruby) -- [Elixir/Erlang](#elixirerlang) -- [Golang](#golang) -- [CPP](#cpp) -- [CSharp](#csharp) -- [Rust](#rust) -- [Frameworks](#frameworks) - frameworks that support different languages -- [Reproducing Works](#reproducing-works) - repositories that reproduce books and papers results or implement examples - -## Python - -### Numerical Libraries & Data Structures - -- [numpy](https://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](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. -- [quantdsl](https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading. -- [statistics](https://docs.python.org/3/library/statistics.html) - Builtin Python library for all basic statistical calculations. -- [sympy](https://www.sympy.org/) - SymPy is a Python library for symbolic mathematics. -- [pymc3](https://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. - -### Financial Instruments and Pricing - -- [PyQL](https://github.com/enthought/pyql) - QuantLib's Python port. -- [pyfin](https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python. [ARCHIVED] -- [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. -- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - Python tools for Finance. -- [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python. -- [pynance](https://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. -- [hasura/base-python-dash](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. -- [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library. -- [pysabr](https://github.com/ynouri/pysabr) - SABR model Python implementation. -- [FinancePy](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. -- [gs-quant](https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance -- [willowtree](https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. -- [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python. -- [optlib](https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python. -- [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance. - -### Indicators - -- [pandas_talib](https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators. -- [finta](https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas. -- [Tulipy](https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) -- [lppls](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. - -### Trading & Backtesting - -- [TA-Lib](https://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](https://www.zipline.io) - Pythonic algorithmic trading library. -- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - 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/backtrader/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.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading. -- [Pandas TA](https://github.com/twopirllc/pandas-ta) - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. -- [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python) -- [algobroker](https://github.com/joequant/algobroker) - This is an execution engine for algo trading. -- [pysentosa](https://pypi.org/project/pysentosa/) - Python API for sentosa trading system. -- [finmarketpy](https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets. -- [binary-martingale](https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style. -- [fooltrader](https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market. -- [zvt](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. -- [pylivetrader](https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library. -- [pipeline-live](https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading. -- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket. -- [moonshot](https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas. -- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. -- [Eiten](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. -- [riskparity.py](https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0 -- [mlfinlab](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) -- [pyqstrat](https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies. -- [NowTrade](https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets. -- [pinkfish](https://github.com/fja05680/pinkfish) - A backtester and spreadsheet library for security analysis. -- [aat](https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine -- [Backtesting.py](https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python -- [catalyst](https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python -- [quantstats](https://github.com/ranaroussi/quantstats) - Portfolio analytics for quants, written in Python -- [qtpylib](https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading -- [Quantdom](https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] -- [freqtrade](https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot -- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. -- [DeepDow](https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning -- [Qlib](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. -- [machine-learning-for-trading](https://github.com/stefan-jansen/machine-learning-for-trading) - Code and resources for Machine Learning for Algorithmic Trading -- [AlphaPy](https://github.com/ScottfreeLLC/AlphaPy) - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost -- [jesse](https://github.com/jesse-ai/jesse) - An advanced crypto trading bot written in Python -- [rqalpha](https://github.com/ricequant/rqalpha) - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. -- [FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library) - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. -- [bulbea](https://github.com/achillesrasquinha/bulbea) - Deep Learning based Python Library for Stock Market Prediction and Modelling. -- [ib_nope](https://github.com/ajhpark/ib_nope) - Automated trading system for NOPE strategy over IBKR TWS. -- [OctoBot](https://github.com/Drakkar-Software/OctoBot) - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. -- [bta-lib](https://github.com/mementum/bta-lib) - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. -- [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. -- [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. - -### Risk Analysis - -- [pyfolio](https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python. -- [empyrical](https://github.com/quantopian/empyrical) - Common financial risk and performance metrics. -- [fecon235](https://github.com/rsvp/fecon235) - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios. -- [finance](https://pypi.org/project/finance/) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload. -- [qfrm](https://pypi.org/project/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. -- [universal-portfolios](https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection. -- [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. -- [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. -- [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. - -### Factor Analysis - -- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors. -- [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester - -### 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. -- [PyFlux](https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models. -- [tsfresh](https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series. -- [hasura/quandl-metabase](https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. -- [Facebook Prophet](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. -- [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way. - -### Calendars - -- [exchange_calendars](https://github.com/gerrymanoim/exchange_calendars) - Stock Exchange Trading Calendars. -- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities. -- [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications. - -### Data Sources - -- [yfinance](https://github.com/ranaroussi/yfinance) - Yahoo! Finance market data downloader (+faster Pandas Datareader) -- [findatapy](https://github.com/cuemacro/findatapy) - Python library to download market data via Bloomberg, Quandl, Yahoo etc. -- [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-datareader](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. -- [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. 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/econdb/inquisitor) - Python Interface to Econdb.com API. -- [yfi](https://github.com/nickelkr/yfi) - Yahoo! YQL library. -- [chinesestockapi](https://pypi.org/project/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.org/project/tushare/) - A utility for crawling historical and Real-time Quotes data of China stocks. -- [jsm](https://pypi.org/project/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/barnumbirr/coinmarketcap) - 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://pypi.org/project/bronto-python/) - Bronto API Integration for Python. -- [pytdx](https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. -- [pdblp](https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API. -- [tiingo](https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. -- [iexfinance](https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. -- [pyEX](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. -- [alpaca-trade-api](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. -- [metatrader5](https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal -- [akshare](https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! -- [yahooquery](https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API. -- [investpy](https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! -- [yliveticker](https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket. -- [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. -- [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. -- [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks - -### Excel Integration - -- [xlwings](https://www.xlwings.org/) - Make Excel fly with Python. -- [openpyxl](https://openpyxl.readthedocs.io/en/latest/) - Read/Write Excel 2007 xlsx/xlsm files. -- [xlrd](https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files. -- [xlsxwriter](https://xlsxwriter.readthedocs.io/) - Write files in the Excel 2007+ XLSX file format. -- [xlwt](https://github.com/python-excel/xlwt) - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. -- [DataNitro](https://datanitro.com/) - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license. -- [xlloop](http://xlloop.sourceforge.net) - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). -- [expy](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. -- [pyxll](https://www.pyxll.com) - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. - -### Visualization - -- [D-Tale](https://github.com/man-group/dtale) - Visualizer for pandas dataframes and xarray datasets. -- [mplfinance](https://github.com/matplotlib/mplfinance) - matplotlib utilities for the visualization, and visual analysis, of financial data. -- [finplot](https://github.com/highfestiva/finplot) - Performant and effortless finance plotting for Python. -- [finvizfinance](https://github.com/lit26/finvizfinance) - Finviz analysis python library. - -## R - -### Numerical Libraries & Data Structures - -- [xts](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. -- [data.table](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. -- [sparseEigen](https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis. -- [TSdbi](http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases. -- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. -- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). -- [tis](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. -- [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data. -- [tframe](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. - -### Data Sources - -- [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - Provides native R access to Interactive Brokers Trader Workstation API. -- [Rblpapi](https://cran.r-project.org/web/packages/Rblpapi/index.html) - An R Interface to 'Bloomberg' is provided via the 'Blp API'. -- [Quandl](https://www.quandl.com/tools/r) - Get Financial Data Directly Into R. -- [Rbitcoin](https://cran.r-project.org/web/packages/Rbitcoin/index.html) - Unified markets API interface (bitstamp, kraken, btce, bitmarket). -- [GetTDData](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. -- [GetHFData](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. -- [Reddit WallstreetBets API](https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API -- [td](https://cran.r-project.org/package=td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies - -### Financial Instruments and Pricing - -- [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - RQuantLib connects GNU R with QuantLib. -- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - Quantitative Financial Modelling Framework. -- [Rmetrics](https://www.rmetrics.org) - The premier open source software solution for teaching and training quantitative finance. - - [fAsianOptions](https://cran.r-project.org/web/packages/fAsianOptions/index.html) - EBM and Asian Option Valuation. - - [fAssets](https://cran.r-project.org/web/packages/fAssets/index.html) - Analysing and Modelling Financial Assets. - - [fBasics](https://cran.r-project.org/web/packages/fBasics/index.html) - Markets and Basic Statistics. - - [fBonds](https://cran.r-project.org/web/packages/fBonds/index.html) - Bonds and Interest Rate Models. - - [fExoticOptions](https://cran.r-project.org/web/packages/fExoticOptions/index.html) - Exotic Option Valuation. - - [fOptions](https://cran.r-project.org/web/packages/fOptions/index.html) - Pricing and Evaluating Basic Options. - - [fPortfolio](https://cran.r-project.org/web/packages/fPortfolio/index.html) - Portfolio Selection and Optimization. -- [portfolio](https://cran.r-project.org/web/packages/portfolio/index.html) - Analysing equity portfolios. -- [portfolioSim](https://cran.r-project.org/web/packages/portfolioSim/index.html) - Framework for simulating equity portfolio strategies. -- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index. -- [covFactorModel](https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models. -- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios. -- [sde](https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations. -- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve. -- [SmithWilsonYieldCurve](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. -- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation. -- [AmericanCallOpt](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. -- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index. -- [RND](https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package. -- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method. -- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options. -- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions. -- [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms. -- [credule](https://cran.r-project.org/web/packages/credule/index.html) - Credit Default Swap Functions. -- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - Functions and R Code to Accompany Derivatives Markets. -- [FinCal](https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance. -- [r-quant](https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance. -- [options.studies](https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny. - -### Portfolio Optimization - -- [PortfolioAnalytics](https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios - -### Trading - -- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. -- [backtest](https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments. -- [pa](https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios. -- [TTR](https://cran.r-project.org/web/packages/TTR/index.html) - Technical Trading Rules. -- [QuantTools](https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling. -- [blotter](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. - -### Backtesting - -- [quantstrat](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. - -### Risk Analysis - -- [PerformanceAnalytics](https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html) - Econometric tools for performance and risk analysis. - -### Factor Analysis - -- [FactorAnalytics](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. -- [Expected Returns](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. - -### Time Series - -- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance. -- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). -- [xts](https://cran.r-project.org/web/packages/xts/index.html) - eXtensible Time Series. -- [fGarch](https://cran.r-project.org/web/packages/fGarch/index.html) - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. -- [timeSeries](https://cran.r-project.org/web/packages/timeSeries/index.html) - Rmetrics - Financial Time Series Objects. -- [rugarch](https://cran.r-project.org/web/packages/rugarch/index.html) - Univariate GARCH Models. -- [rmgarch](https://cran.r-project.org/web/packages/rmgarch/index.html) - Multivariate GARCH Models. -- [tidypredict](https://github.com/edgararuiz/tidypredict) - Run predictions inside the database . -- [tidyquant](https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse. -- [timetk](https://github.com/business-science/timetk) - A toolkit for working with time series in R. -- [tibbletime](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. -- [matrixprofile](https://github.com/matrix-profile-foundation/matrixprofile) - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. -- [garchmodels](https://github.com/AlbertoAlmuinha/garchmodels) - A parsnip backend for GARCH models. - -### Calendars - -- [timeDate](https://cran.r-project.org/web/packages/timeDate/index.html) - Chronological and Calendar Objects -- [bizdays](https://cran.r-project.org/web/packages/bizdays/index.html) - Business days calculations and utilities - -## Matlab - -### FrameWorks - -- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. - -## Julia - -- [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia. -- [FinancialMarkets.jl](https://github.com/imanuelcostigan/FinancialMarkets.jl) - Describe and model financial markets objects using Julia. -- [Ito.jl](https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance. -- [TALib.jl](https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib. -- [Miletus.jl](https://juliacomputing.com/docs/miletus/index.html) - A financial contract definition, modeling language, and valuation framework. -- [Temporal.jl](https://github.com/dysonance/Temporal.jl) - Flexible and efficient time series class & methods. -- [Indicators.jl](https://github.com/dysonance/Indicators.jl) - Financial market technical analysis & indicators on top of Temporal. -- [Strategems.jl](https://github.com/dysonance/Strategems.jl) - Quantitative systematic trading strategy development and backtesting. -- [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) - Time series toolkit for Julia. -- [MarketTechnicals.jl](https://github.com/JuliaQuant/MarketTechnicals.jl) - Technical analysis of financial time series on top of TimeSeries. -- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - Time series market data. -- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries). - -## Java - -- [Strata](http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java. -- [JQuantLib](http://www.jquantlib.org) - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. -- [finmath.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. -- [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading. -- [DRIP](https://lakshmidrip.github.io/DRIP) - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. - -## JavaScript - -- [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. -- [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... - -### Data Visualization - -- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) an awesome visualization center based on quantaxis. - -## Haskell - -- [quantfin](https://github.com/boundedvariation/quantfin) - quant finance in pure haskell. -- [hqfl](https://github.com/co-category/hqfl) - Haskell Quantitative Finance Library. -- [Haxcel](https://github.com/MarcusRainbow/Haxcel) - Excel Addin for Haskell - -## Scala - -- [QuantScale](https://github.com/choucrifahed/quantscale) - Scala Quantitative Finance Library. -- [Scala Quant](https://github.com/frankcash/Scala-Quant) Scala library for working with stock data from IFTTT recipes or Google Finance. - -## Ruby - -- [Jiji](https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API. -- - -## Elixir/Erlang - -- [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. -- [Workbench](https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster - -## Golang - -- [Kelp](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). -- [marketstore](https://github.com/alpacahq/marketstore) - DataFrame Server for Financial Timeseries Data. - -## CPP - -- [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. - -## Frameworks - -- [QuantLib](https://www.quantlib.org) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. - - [JQuantLib](http://www.jquantlib.org) - Java port. - - [RQuantLib](http://dirk.eddelbuettel.com/code/rquantlib.html) - R port. - - [QuantLibAddin](https://www.quantlib.org/quantlibaddin/) - Excel support. - - [QuantLibXL](https://www.quantlib.org/quantlibxl/) - Excel support. - - [QLNet](https://github.com/amaggiulli/qlnet) - .Net port. - - [PyQL](https://github.com/enthought/pyql) - Python port. - - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port. -- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. - -## CSharp - -- [QuantConnect](https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. -- [StockSharp](https://github.com/StockSharp/StockSharp) - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). -- [TDAmeritrade.DotNetCore](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. - -## Rust - -- [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk - -## Reproducing Works - -- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman. -- [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. -- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. -- [fecon235](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. -- [Quantitative-Notebooks](https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy -- [QuantEcon](https://quantecon.org/) - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks -- [FinanceHub](https://github.com/Finance-Hub/FinanceHub) - Resources for Quantitative Finance -- [Python_Option_Pricing](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. -- [python-training](https://github.com/jpmorganchase/python-training) - J.P. Morgan's Python training for business analysts and traders. -- [Stock_Analysis_For_Quant](https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. -- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan. -- [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. From 6aec1c7b2e6952360ade805123b53afaa4e78939 Mon Sep 17 00:00:00 2001 From: alex Date: Thu, 9 Sep 2021 11:08:08 -0700 Subject: [PATCH 13/34] Add prop to Elixir/Erlang An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 11028f2..e8bdd37 100644 --- a/README.md +++ b/README.md @@ -381,6 +381,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Tai](https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit. - [Workbench](https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster +- [Prop](https://github.com/fremantle-industries/prop) - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation. ## Golang From 54c79e05a8aa502249762006d54d07ec4c60c26f Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Tue, 19 Oct 2021 07:16:18 -0300 Subject: [PATCH 14/34] Added Python-for-Finance-Cookbook Added Python-for-Finance-Cookbook to Reproducing Works section --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index e5c8c10..4093f3a 100644 --- a/README.md +++ b/README.md @@ -429,3 +429,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Stock_Analysis_For_Quant](https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan. - [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. +- [Python-for-Finance-Cookbook](https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt. From 1a09a0822f4d000c5398eda69e754c9f5b541b08 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sun, 24 Oct 2021 08:04:19 -0300 Subject: [PATCH 15/34] Added modelos_vol_derivativos --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 4093f3a..5cbbb96 100644 --- a/README.md +++ b/README.md @@ -430,3 +430,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan. - [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. - [Python-for-Finance-Cookbook](https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt. +- [modelos_vol_derivativos](https://github.com/ysaporito/modelos_vol_derivativos) - "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks From 9a8205f5b14db450b845af955eebfe3596486243 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Tue, 26 Oct 2021 16:21:11 -0300 Subject: [PATCH 16/34] Added NMOF --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 5cbbb96..0de8c75 100644 --- a/README.md +++ b/README.md @@ -415,7 +415,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk -## Reproducing Works +## Reproducing Works & Books - [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman. - [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. @@ -431,3 +431,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [MEDIUM_NoteBook](https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. - [Python-for-Finance-Cookbook](https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt. - [modelos_vol_derivativos](https://github.com/ysaporito/modelos_vol_derivativos) - "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks +- [NMOF](https://github.com/enricoschumann/NMOF) - Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). From 8f0cd6a4fa6b814b3dcc56fb844b054510628068 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 9 Dec 2021 10:05:40 -0300 Subject: [PATCH 17/34] Added pmdarima --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 0de8c75..c82f957 100644 --- a/README.md +++ b/README.md @@ -146,6 +146,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [hasura/quandl-metabase](https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase. - [Facebook Prophet](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. - [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way. +- [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. ### Calendars From 68bf7630cebe92e72025d2a2bbf9daafc5c38d1a Mon Sep 17 00:00:00 2001 From: Derek Snow Date: Fri, 17 Dec 2021 02:08:29 -0500 Subject: [PATCH 18/34] Update with resource Adding a resource to research links, let me know if it sticks. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index c82f957..da0b166 100644 --- a/README.md +++ b/README.md @@ -419,6 +419,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Reproducing Works & Books - [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman. +- [ML-Quant](https://www.ml-quant.com/) - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs. - [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. - [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas. - [fecon235](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. From c869082405fca41fe2636551583f5da87b24f64a Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Fri, 17 Dec 2021 15:13:35 -0300 Subject: [PATCH 19/34] Added Yves Hilpisch projects --- README.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/README.md b/README.md index c82f957..71d4904 100644 --- a/README.md +++ b/README.md @@ -433,3 +433,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Python-for-Finance-Cookbook](https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt. - [modelos_vol_derivativos](https://github.com/ysaporito/modelos_vol_derivativos) - "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks - [NMOF](https://github.com/enricoschumann/NMOF) - Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). +- [py4fi2nd](https://github.com/yhilpisch/py4fi2nd) - Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch. +- [aiif](https://github.com/yhilpisch/aiif) - Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch. +- [py4at](https://github.com/yhilpisch/py4at) - Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch. +- [dawp](https://github.com/yhilpisch/dawp) - Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch. +- [dx](https://github.com/yhilpisch/dx) - DX Analytics | Financial and Derivatives Analytics with Python. + From e405a94429cf120a44c38f517216cd247a6e76a5 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 23 Dec 2021 12:33:16 -0300 Subject: [PATCH 20/34] Added RiskFolio-Lib --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 71d4904..1fbb4d3 100644 --- a/README.md +++ b/README.md @@ -130,6 +130,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [FinQuant](https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation. - [Empyrial](https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions. - [risktools](https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. +- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. ### Factor Analysis From b33f67398983ccd3a1391f30144f65e1d1ffeb38 Mon Sep 17 00:00:00 2001 From: Ben Cho Date: Mon, 27 Dec 2021 15:05:07 -0700 Subject: [PATCH 21/34] added finoptions to python pricing section --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 3564722..174cc08 100644 --- a/README.md +++ b/README.md @@ -54,6 +54,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python. - [optlib](https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python. - [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance. +- [finoptions](https://github.com/bbcho/finoptions-dev) - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. ### Indicators From 33595a3cc5099ad1c84e6728ec8c70743951430c Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Fri, 31 Dec 2021 18:27:44 -0300 Subject: [PATCH 22/34] Added vectorbt --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 174cc08..e21f063 100644 --- a/README.md +++ b/README.md @@ -116,7 +116,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [OctoBot](https://github.com/Drakkar-Software/OctoBot) - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. - [bta-lib](https://github.com/mementum/bta-lib) - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. - [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. -- [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. +- [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. +- [vectorbt](https://github.com/polakowo/vectorbt) - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. ### Risk Analysis From 047be7c700595616fb0d6ffd6023527a239f119b Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sat, 1 Jan 2022 23:47:32 -0300 Subject: [PATCH 23/34] Added Computational-Finance-Course and QuantFinanceBook --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index e21f063..c385b75 100644 --- a/README.md +++ b/README.md @@ -442,4 +442,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [py4at](https://github.com/yhilpisch/py4at) - Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch. - [dawp](https://github.com/yhilpisch/dawp) - Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch. - [dx](https://github.com/yhilpisch/dx) - DX Analytics | Financial and Derivatives Analytics with Python. +- [QuantFinanceBook](https://github.com/LechGrzelak/QuantFinanceBook) - Quantitative Finance book. +- [Computational-Finance-Course](https://github.com/LechGrzelak/Computational-Finance-Course) - Here you will find materials for the course of Computational Finance. From ebf4cb8f5883b5b5005bfbfaf1cc3ebb80a3521d Mon Sep 17 00:00:00 2001 From: Onur Cinar Date: Wed, 12 Jan 2022 13:44:51 -0800 Subject: [PATCH 24/34] Adding IndicatorGo and IndicatorTS. --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index c385b75..b9ac3ab 100644 --- a/README.md +++ b/README.md @@ -361,6 +361,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [finance.js](https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations. - [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... - [Ghostfolio](https://github.com/ghostfolio/ghostfolio) - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. +- [IndicatorTS](https://github.com/cinar/indicatorts) - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. ### Data Visualization @@ -392,6 +393,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Kelp](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). - [marketstore](https://github.com/alpacahq/marketstore) - DataFrame Server for Financial Timeseries Data. +- [IndicatorGo](https://github.com/cinar/indicator) - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. ## CPP From ba35e3d7c544bfc935df8995ee6a73bb9c4c94e6 Mon Sep 17 00:00:00 2001 From: Emerson Dove <52636744+EmersonDove@users.noreply.github.com> Date: Sat, 22 Jan 2022 20:48:33 -0500 Subject: [PATCH 25/34] Add blankly --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index b9ac3ab..50bcfce 100644 --- a/README.md +++ b/README.md @@ -65,6 +65,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ### Trading & Backtesting +- [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment. - [TA-Lib](https://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](https://www.zipline.io) - Pythonic algorithmic trading library. From fe75b46d749bde1d11c68a1b4f8bee14d618ea8f Mon Sep 17 00:00:00 2001 From: Le Quant 40 Date: Thu, 27 Jan 2022 20:24:50 +0100 Subject: [PATCH 26/34] Added Portfolio Optimizer API in Frameworks --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 50bcfce..5eb174f 100644 --- a/README.md +++ b/README.md @@ -411,6 +411,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [PyQL](https://github.com/enthought/pyql) - Python port. - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - Julia port. - [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. +- [Portfolio Optimizer](https://portfoliooptimizer.io/) - Portfolio Optimizer is a Web API for portfolio analysis and optimization. ## CSharp From 6e00c4bf0c11a57cbb0e3671ecde0b0ca7a0add9 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Fri, 4 Feb 2022 11:26:47 -0300 Subject: [PATCH 27/34] Added rough_bergomi and frh-fx ryanmccrickerd's repositories implementing volatility models. --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 5eb174f..7a7f1ef 100644 --- a/README.md +++ b/README.md @@ -448,4 +448,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [dx](https://github.com/yhilpisch/dx) - DX Analytics | Financial and Derivatives Analytics with Python. - [QuantFinanceBook](https://github.com/LechGrzelak/QuantFinanceBook) - Quantitative Finance book. - [Computational-Finance-Course](https://github.com/LechGrzelak/Computational-Finance-Course) - Here you will find materials for the course of Computational Finance. +- [rough_bergomi](https://github.com/ryanmccrickerd/rough_bergomi) - A Python implementation of the rough Bergomi model. +- [frh-fx](https://github.com/ryanmccrickerd/frh-fx) - A python implementation of the fast-reversion Heston model of Mechkov for FX purposes. From c97aff857e6cfd05ab98bd67325ac3d0bc7fd8d1 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Tue, 8 Feb 2022 14:37:55 -0300 Subject: [PATCH 28/34] Added repo value-investing-studies --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 7a7f1ef..ea9e43d 100644 --- a/README.md +++ b/README.md @@ -450,4 +450,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Computational-Finance-Course](https://github.com/LechGrzelak/Computational-Finance-Course) - Here you will find materials for the course of Computational Finance. - [rough_bergomi](https://github.com/ryanmccrickerd/rough_bergomi) - A Python implementation of the rough Bergomi model. - [frh-fx](https://github.com/ryanmccrickerd/frh-fx) - A python implementation of the fast-reversion Heston model of Mechkov for FX purposes. - +- [value-investing-studies](https://github.com/euclidjda/value-investing-studies) - A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time. From cc0a4892c662773b53a3c8450c7e363fe17a3bde Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Tom=C3=A1=C5=A1=20Koutek?= <32526025+TomasKoutek@users.noreply.github.com> Date: Fri, 11 Feb 2022 12:05:06 +0100 Subject: [PATCH 29/34] add pystlouisfed --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index ea9e43d..5bd1169 100644 --- a/README.md +++ b/README.md @@ -202,6 +202,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [bbgbridge](https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python. - [alpha_vantage](https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data. - [FinanceDataReader](https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks +- [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER ### Excel Integration From fd07e65ff9dced0c35e45c070764dcc65fdaec19 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 24 Feb 2022 10:03:56 -0300 Subject: [PATCH 30/34] Added QuantConnect/Lean Issue #131 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 5bd1169..d98b478 100644 --- a/README.md +++ b/README.md @@ -119,6 +119,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. - [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. - [vectorbt](https://github.com/polakowo/vectorbt) - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. +- [Lean](https://github.com/QuantConnect/Lean) - Lean Algorithmic Trading Engine by QuantConnect (Python, C#). ### Risk Analysis From 345baf1fd6b8dcf6db1de91a179fc007ff369d1c Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 24 Feb 2022 10:06:13 -0300 Subject: [PATCH 31/34] Added ta4j Issued #132 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index d98b478..ce50abc 100644 --- a/README.md +++ b/README.md @@ -358,6 +358,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [finmath.net](http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance. - [quantcomponents](https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading. - [DRIP](https://lakshmidrip.github.io/DRIP) - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. +- [ta4j](https://github.com/ta4j/ta4j) - A Java library for technical analysis. ## JavaScript From b6646241f452dce813a6eea5f8c9a30982464358 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 24 Feb 2022 10:09:57 -0300 Subject: [PATCH 32/34] Added fast-trade Issue #121 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index ce50abc..21cff51 100644 --- a/README.md +++ b/README.md @@ -120,6 +120,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tda-api](https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade. - [vectorbt](https://github.com/polakowo/vectorbt) - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. - [Lean](https://github.com/QuantConnect/Lean) - Lean Algorithmic Trading Engine by QuantConnect (Python, C#). +- [fast-trade](https://github.com/jrmeier/fast-trade) - Low code backtesting library utilizing pandas and technical analysis indicators. ### Risk Analysis From bd4012966eed7a6fe8d8c90624982c0d3cac6ddb Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 24 Feb 2022 10:15:07 -0300 Subject: [PATCH 33/34] Added Ffinar Issue #122 --- README.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 21cff51..0ba37d9 100644 --- a/README.md +++ b/README.md @@ -376,7 +376,8 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [quantfin](https://github.com/boundedvariation/quantfin) - quant finance in pure haskell. - [hqfl](https://github.com/co-category/hqfl) - Haskell Quantitative Finance Library. -- [Haxcel](https://github.com/MarcusRainbow/Haxcel) - Excel Addin for Haskell +- [Haxcel](https://github.com/MarcusRainbow/Haxcel) - Excel Addin for Haskell. +- [Ffinar](https://github.com/MarcusRainbow/Ffinar) - A financial maths library in Haskell. ## Scala From 51ef1e1b65800d50b603064e805b5f2a937e0ca9 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Fri, 11 Mar 2022 15:33:04 -0300 Subject: [PATCH 34/34] Updated pynance link The link pynance.net has been discontinued, but the project seems to be active. --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 0ba37d9..eca4b0b 100644 --- a/README.md +++ b/README.md @@ -43,7 +43,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantPy](https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python. - [Finance-Python](https://github.com/alpha-miner/Finance-Python) - Python tools for Finance. - [ffn](https://github.com/pmorissette/ffn) - A financial function library for Python. -- [pynance](https://pynance.net) - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets. +- [pynance](https://github.com/GriffinAustin/pynance) - Lightweight Python library for assembling and analysing financial data. - [tia](https://github.com/bpsmith/tia) - Toolkit for integration and analysis. - [hasura/base-python-dash](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. - [hasura/base-python-bokeh](https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library.