From 955fa46bebc280c14d89bb216d614c2bb9e20dda Mon Sep 17 00:00:00 2001 From: carpetmaker <105353680+carpetmaker@users.noreply.github.com> Date: Tue, 18 Oct 2022 08:26:42 +0200 Subject: [PATCH 1/8] docs: add `Barter` project to `Rust` section of `README.md` --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 82a46ad..0a5556d 100644 --- a/README.md +++ b/README.md @@ -433,6 +433,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Rust - [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk +- [Barter](https://github.com/barter-rs/barter-rs) - Open-source Rust framework for building event-driven live-trading & backtesting systems ## Reproducing Works, Training & Books From af0b5dcfe3bce78f51a3013393aefd32417c4ace Mon Sep 17 00:00:00 2001 From: carpetmaker <105353680+carpetmaker@users.noreply.github.com> Date: Tue, 18 Oct 2022 08:39:44 +0200 Subject: [PATCH 2/8] docs: add `Barter` project to `projects.md` --- projects.md | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/projects.md b/projects.md index 189a022..a83ee1c 100644 --- a/projects.md +++ b/projects.md @@ -331,4 +331,5 @@ | 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 | | 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 | | 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 | -| 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 | \ No newline at end of file +| 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 | +| 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 | From 3f6acd1c179ef7a9eced2583e33f4d0f2dccbf8d Mon Sep 17 00:00:00 2001 From: carpetmaker <105353680+carpetmaker@users.noreply.github.com> Date: Tue, 18 Oct 2022 08:43:23 +0200 Subject: [PATCH 3/8] docs: add `Barter` project to `projects.csv` --- projects.csv | 1 + 1 file changed, 1 insertion(+) diff --git a/projects.csv b/projects.csv index af3888b..c7408f1 100644 --- a/projects.csv +++ b/projects.csv @@ -331,3 +331,4 @@ value-investing-studies,"Reproducing Works, Training & Books",2021-10-26,https:/ 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 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 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 +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 From d10695dea94c76f9a2ab081273e3f47abdeae380 Mon Sep 17 00:00:00 2001 From: GrimyFishTank <36686278+grimyfishtank@users.noreply.github.com> Date: Wed, 2 Nov 2022 15:19:55 -0400 Subject: [PATCH 4/8] Add PENDAX SDK to Javascript Added PENDAX SDK to the Javascript section. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 82a46ad..f8ae97f 100644 --- a/README.md +++ b/README.md @@ -374,6 +374,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [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. - [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges. +- [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) | Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More ### Data Visualization From f63471a20160198237cd744fc85de09660a37a03 Mon Sep 17 00:00:00 2001 From: Gabriel Becedillas Date: Tue, 11 Apr 2023 20:41:00 -0300 Subject: [PATCH 5/8] Added basana. --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6a8e37e..d73a69e 100644 --- a/README.md +++ b/README.md @@ -81,6 +81,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [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. +- [basana](https://github.com/gbeced/basana) - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. - [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) From 34325bdf15cd497d89c29e36c39254c0dcb47c62 Mon Sep 17 00:00:00 2001 From: edtechre Date: Tue, 11 Apr 2023 17:48:50 -0700 Subject: [PATCH 6/8] Add PyBroker --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6a8e37e..d0eb28f 100644 --- a/README.md +++ b/README.md @@ -132,6 +132,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [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/). - [pytrendseries](https://github.com/rafa-rod/pytrendseries) - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater. - [PyLOB](https://github.com/DrAshBooth/PyLOB) - Fully functioning fast Limit Order Book written in Python. +- [PyBroker](https://github.com/edtechre/pybroker) - Algorithmic Trading with Machine Learning. ### Risk Analysis From 4c07ec339e9abfdb3a40e935af6082b08fcca5cc Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 13 Apr 2023 05:35:13 -0300 Subject: [PATCH 7/8] Added AbsBox Issue #147 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 6a8e37e..059ffd7 100644 --- a/README.md +++ b/README.md @@ -60,6 +60,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Q-Fin](https://github.com/RomanMichaelPaolucci/Q-Fin) - A Python library for mathematical finance. - [Quantsbin](https://github.com/quantsbin/Quantsbin) - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. - [finoptions](https://github.com/bbcho/finoptions-dev) - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. +- [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). ### Indicators From 13119732c3c737bea83a877ce2306cb4211da0b0 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 13 Apr 2023 05:38:29 -0300 Subject: [PATCH 8/8] Updated PENDAX --- README.md | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/README.md b/README.md index 04a5b49..b2073f5 100644 --- a/README.md +++ b/README.md @@ -385,7 +385,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [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. - [ccxt](https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges. -- [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) | Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More +- [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More. ### Data Visualization