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Merge branch 'master' into add-tessa-pypme
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Wilson Freitas
@@ -61,6 +61,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [Quantsbin](https://github.com/quantsbin/Quantsbin) - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
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- [finoptions](https://github.com/bbcho/finoptions-dev) - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
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- [pypme](https://github.com/ymyke/pypme) - PME (Public Market Equivalent) calculation.
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- [AbsBox](https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
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### Indicators
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@@ -82,6 +83,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [pythalesians](https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.
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- [pybacktest](https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
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- [pyalgotrade](https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library.
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- [basana](https://github.com/gbeced/basana) - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
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- [tradingWithPython](https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading.
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- [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.
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- [ta](https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python)
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@@ -133,6 +135,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/).
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- [pytrendseries](https://github.com/rafa-rod/pytrendseries) - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
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- [PyLOB](https://github.com/DrAshBooth/PyLOB) - Fully functioning fast Limit Order Book written in Python.
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- [PyBroker](https://github.com/edtechre/pybroker) - Algorithmic Trading with Machine Learning.
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### Risk Analysis
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@@ -386,6 +389,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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- [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.
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- [IndicatorTS](https://github.com/cinar/indicatorts) - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
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- [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
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- [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
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### Data Visualization
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@@ -445,6 +449,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
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## Rust
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- [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk
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- [Barter](https://github.com/barter-rs/barter-rs) - Open-source Rust framework for building event-driven live-trading & backtesting systems
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## Reproducing Works, Training & Books
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@@ -331,3 +331,4 @@ value-investing-studies,"Reproducing Works, Training & Books",2021-10-26,https:/
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machine-learning-asset-management,"Reproducing Works, Training & Books",2021-12-17,https://github.com/firmai/machine-learning-asset-management,Machine Learning in Asset Management (by @firmai).,True,False,firmai/machine-learning-asset-management
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Deep-Learning-Machine-Learning-Stock,"Reproducing Works, Training & Books",2022-06-01,https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock,Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.,True,False,LastAncientOne/Deep-Learning-Machine-Learning-Stock
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Technical_Analysis_and_Feature_Engineering,"Reproducing Works, Training & Books",2021-08-19,https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering,Feature Engineering and Feature Importance of Machine Learning in Financial Market.,True,False,jo-cho/Technical_Analysis_and_Feature_Engineering
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Barter,Rust,2022-10-18,https://github.com/barter-rs/barter-rs,Open-source Rust framework for building event-driven live-trading & backtesting systems,True,False,barter-rs/barter-rs
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@@ -331,4 +331,5 @@
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| value-investing-studies | Reproducing Works, Training & Books | 2021-10-26 | 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. | True | False | euclidjda/value-investing-studies |
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| machine-learning-asset-management | Reproducing Works, Training & Books | 2021-12-17 | https://github.com/firmai/machine-learning-asset-management | Machine Learning in Asset Management (by @firmai). | True | False | firmai/machine-learning-asset-management |
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| Deep-Learning-Machine-Learning-Stock | Reproducing Works, Training & Books | 2022-06-01 | https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock | Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders. | True | False | LastAncientOne/Deep-Learning-Machine-Learning-Stock |
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| Technical_Analysis_and_Feature_Engineering | Reproducing Works, Training & Books | 2021-08-19 | https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering | Feature Engineering and Feature Importance of Machine Learning in Financial Market. | True | False | jo-cho/Technical_Analysis_and_Feature_Engineering |
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| Technical_Analysis_and_Feature_Engineering | Reproducing Works, Training & Books | 2021-08-19 | https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering | Feature Engineering and Feature Importance of Machine Learning in Financial Market. | True | False | jo-cho/Technical_Analysis_and_Feature_Engineering |
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| Barter | Rust | 2022-10-18 | https://github.com/barter-rs/barter-rs | Open-source Rust framework for building event-driven live-trading & backtesting systems | True | False | barter-rs/barter-rs |
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