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@@ -31,8 +31,8 @@ finta,Python > Indicators,2021-10-19,https://github.com/peerchemist/finta,Common
Tulipy,Python > Indicators,2019-04-11,https://github.com/cirla/tulipy,Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)),True,False,cirla/tulipy
lppls,Python > Indicators,2021-12-23,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.,True,False,Boulder-Investment-Technologies/lppls
Blankly,Python > Trading & Backtesting,2022-03-10,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
zipline,Python > Trading & Backtesting,,https://www.zipline.io,Pythonic algorithmic trading library.,False,False,
TA-Lib,Python > Trading & Backtesting,2022-02-12,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (http://ta-lib.org/).,True,False,mrjbq7/ta-lib
zipline,Python > Trading & Backtesting,2020-10-14,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,quantopian/zipline
QuantSoftware Toolkit,Python > Trading & Backtesting,2016-10-07,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,QuantSoftware/QuantSoftwareToolkit
quantitative,Python > Trading & Backtesting,2019-03-03,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,jeffrey-liang/quantitative
analyzer,Python > Trading & Backtesting,2015-12-22,https://github.com/llazzaro/analyzer,Python framework for real-time financial and backtesting trading strategies.,True,False,llazzaro/analyzer
@@ -56,7 +56,7 @@ zipline-extensions,Python > Trading & Backtesting,2018-09-17,https://github.com/
moonshot,Python > Trading & Backtesting,2021-04-13,https://github.com/quantrocket-llc/moonshot,Vectorized backtester and trading engine for QuantRocket based on Pandas.,True,False,quantrocket-llc/moonshot
PyPortfolioOpt,Python > Trading & Backtesting,2022-03-23,https://github.com/robertmartin8/PyPortfolioOpt,"Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.",True,False,robertmartin8/PyPortfolioOpt
Eiten,Python > Trading & Backtesting,2020-09-21,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.",True,False,tradytics/eiten
riskparity.py,Python > Trading & Backtesting,,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,
riskparity.py,Python > Trading & Backtesting,2022-03-18,https://github.com/dppalomar/riskparity.py,fast and scalable design of risk parity portfolios with TensorFlow 2.0,True,False,dppalomar/riskparity.py
mlfinlab,Python > Trading & Backtesting,2021-12-01,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)",True,False,hudson-and-thames/mlfinlab
pyqstrat,Python > Trading & Backtesting,2022-01-08,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,abbass2/pyqstrat
NowTrade,Python > Trading & Backtesting,2017-02-07,https://github.com/edouardpoitras/NowTrade,Python library for backtesting technical/mechanical strategies in the stock and currency markets.,True,False,edouardpoitras/NowTrade
@@ -67,7 +67,7 @@ catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/
quantstats,Python > Trading & Backtesting,2022-02-14,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats
qtpylib,Python > Trading & Backtesting,2021-03-24,https://github.com/ranaroussi/qtpylib,"QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>",True,False,ranaroussi/qtpylib
Quantdom,Python > Trading & Backtesting,2019-03-12,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:],True,False,constverum/Quantdom
freqtrade,Python > Trading & Backtesting,2022-03-26,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
freqtrade,Python > Trading & Backtesting,2022-03-28,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
algorithmic-trading-with-python,Python > Trading & Backtesting,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,chrisconlan/algorithmic-trading-with-python
DeepDow,Python > Trading & Backtesting,2022-03-11,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
Qlib,Python > Trading & Backtesting,2022-03-24,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.",True,False,microsoft/qlib
@@ -75,7 +75,7 @@ machine-learning-for-trading,Python > Trading & Backtesting,2022-03-08,https://g
AlphaPy,Python > Trading & Backtesting,2021-10-23,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy
jesse,Python > Trading & Backtesting,2022-03-23,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
rqalpha,Python > Trading & Backtesting,2022-02-05,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha
FinRL-Library,Python > Trading & Backtesting,2022-03-27,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
FinRL-Library,Python > Trading & Backtesting,2022-03-28,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
bulbea,Python > Trading & Backtesting,2017-03-19,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,achillesrasquinha/bulbea
ib_nope,Python > Trading & Backtesting,2021-04-22,https://github.com/ajhpark/ib_nope,Automated trading system for NOPE strategy over IBKR TWS.,True,False,ajhpark/ib_nope
OctoBot,Python > Trading & Backtesting,2022-02-09,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,Drakkar-Software/OctoBot
@@ -150,14 +150,15 @@ iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexf
pyEX,Python > Data Sources,2022-03-27,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.",True,False,timkpaine/pyEX
alpaca-trade-api,Python > Data Sources,2022-03-25,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.,True,False,alpacahq/alpaca-trade-api-python
metatrader5,Python > Data Sources,,https://pypi.org/project/MetaTrader5/,API Connector to MetaTrader 5 Terminal,False,False,
akshare,Python > Data Sources,2022-03-27,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
akshare,Python > Data Sources,2022-03-28,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
yahooquery,Python > Data Sources,2021-02-26,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
investpy,Python > Data Sources,2022-02-04,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
investpy,Python > Data Sources,2022-03-28,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
yliveticker,Python > Data Sources,2021-04-29,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,yahoofinancelive/yliveticker
bbgbridge,Python > Data Sources,2020-01-07,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,ran404/bbgbridge
alpha_vantage,Python > Data Sources,2021-06-14,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
FinanceDataReader,Python > Data Sources,2022-03-14,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
pystlouisfed,Python > Data Sources,2022-02-23,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER",True,False,TomasKoutek/pystlouisfed
pystlouisfed,Python > Data Sources,2022-02-23,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,TomasKoutek/pystlouisfed
python-bcb,Python > Data Sources,2022-03-23,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/python-bcb
xlwings,Python > Excel Integration,,https://www.xlwings.org/,Make Excel fly with Python.,False,False,
openpyxl,Python > Excel Integration,,https://openpyxl.readthedocs.io/en/latest/,Read/Write Excel 2007 xlsx/xlsm files.,False,False,
xlrd,Python > Excel Integration,2021-08-19,https://github.com/python-excel/xlrd,Library for developers to extract data from Microsoft Excel spreadsheet files.,True,False,python-excel/xlrd
@@ -172,7 +173,7 @@ mplfinance,Python > Visualization,2022-03-04,https://github.com/matplotlib/mplfi
finplot,Python > Visualization,2022-03-09,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
finvizfinance,Python > Visualization,2022-03-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance
xts,R > Numerical Libraries & Data Structures,,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.",False,True,
data.table,R > Numerical Libraries & Data Structures,,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.",False,True,
data.table,R > Numerical Libraries & Data Structures,2022-03-16,https://github.com/Rdatatable/data.table,"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.",True,False,Rdatatable/data.table
sparseEigen,R > Numerical Libraries & Data Structures,2018-12-22,https://github.com/dppalomar/sparseEigen,Sparse pricipal component analysis.,True,False,dppalomar/sparseEigen
TSdbi,R > Numerical Libraries & Data Structures,,http://tsdbi.r-forge.r-project.org/,Provides a common interface to time series databases.,False,False,
tseries,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
@@ -181,13 +182,14 @@ tis,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/pa
tfplot,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tfplot/index.html,Utilities for simple manipulation and quick plotting of time series data.,False,True,
tframe,R > Numerical Libraries & Data Structures,,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.,False,True,
IBrokers,R > Data Sources,,https://cran.r-project.org/web/packages/IBrokers/index.html,Provides native R access to Interactive Brokers Trader Workstation API.,False,True,
Rblpapi,R > Data Sources,,https://cran.r-project.org/web/packages/Rblpapi/index.html,An R Interface to 'Bloomberg' is provided via the 'Blp API'.,False,True,
Rblpapi,R > Data Sources,2022-02-23,https://github.com/Rblp/Rblpapi,An R Interface to 'Bloomberg' is provided via the 'Blp API'.,True,False,Rblp/Rblpapi
Quandl,R > Data Sources,,https://www.quandl.com/tools/r,Get Financial Data Directly Into R.,False,False,
Rbitcoin,R > Data Sources,,https://cran.r-project.org/web/packages/Rbitcoin/index.html,"Unified markets API interface (bitstamp, kraken, btce, bitmarket).",False,True,
GetTDData,R > Data Sources,,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.,False,True,
GetHFData,R > Data Sources,,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.,False,True,
Reddit WallstreetBets API,R > Data Sources,,https://dashboard.nbshare.io/apps/reddit/api/,Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API,False,False,
td,R > Data Sources,,https://cran.r-project.org/package=td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies,False,True,
Rbitcoin,R > Data Sources,2016-10-25,https://github.com/jangorecki/Rbitcoin,"Unified markets API interface (bitstamp, kraken, btce, bitmarket).",True,False,jangorecki/Rbitcoin
GetTDData,R > Data Sources,2022-03-18,https://github.com/msperlin/GetTDData,Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.,True,False,msperlin/GetTDData
GetHFData,R > Data Sources,2020-06-30,https://github.com/msperlin/GetHFData,Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.,True,False,msperlin/GetHFData
Reddit WallstreetBets API,R > Data Sources,,https://dashboard.nbshare.io/apps/reddit/api/,Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API.,False,False,
td,R > Data Sources,2022-02-03,https://github.com/eddelbuettel/td,Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.,True,False,eddelbuettel/td
rbcb,R > Data Sources,2022-02-24,https://github.com/wilsonfreitas/rbcb,R interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/rbcb
RQuantLib,R > Financial Instruments and Pricing,,http://dirk.eddelbuettel.com/code/rquantlib.html,RQuantLib connects GNU R with QuantLib.,False,False,
quantmod,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/quantmod/index.html,Quantitative Financial Modelling Framework.,False,True,
Rmetrics,R > Financial Instruments and Pricing,,https://www.rmetrics.org,The premier open source software solution for teaching and training quantitative finance.,False,False,
@@ -198,8 +200,7 @@ fBonds,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/pac
fExoticOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fExoticOptions/index.html,Exotic Option Valuation.,False,True,
fOptions,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fOptions/index.html,Pricing and Evaluating Basic Options.,False,True,
fPortfolio,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/fPortfolio/index.html,Portfolio Selection and Optimization.,False,True,
portfolio,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/portfolio/index.html,Analysing equity portfolios.,False,True,
portfolioSim,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/portfolioSim/index.html,Framework for simulating equity portfolio strategies.,False,True,
portfolio,R > Financial Instruments and Pricing,2021-07-09,https://github.com/dgerlanc/portfolio,Analysing equity portfolios.,True,False,dgerlanc/portfolio
sparseIndexTracking,R > Financial Instruments and Pricing,2019-06-13,https://github.com/dppalomar/sparseIndexTracking,Portfolio design to track an index.,True,False,dppalomar/sparseIndexTracking
covFactorModel,R > Financial Instruments and Pricing,2019-03-25,https://github.com/dppalomar/covFactorModel,Covariance matrix estimation via factor models.,True,False,dppalomar/covFactorModel
riskParityPortfolio,R > Financial Instruments and Pricing,2022-02-10,https://github.com/dppalomar/riskParityPortfolio,Blazingly fast design of risk parity portfolios.,True,False,dppalomar/riskParityPortfolio
@@ -214,29 +215,30 @@ LSMonteCarlo,R > Financial Instruments and Pricing,,https://cran.r-project.org/w
OptHedging,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/OptHedging/index.html,Estimation of value and hedging strategy of call and put options.,False,True,
tvm,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/tvm/index.html,Time Value of Money Functions.,False,True,
OptionPricing,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/OptionPricing/index.html,Option Pricing with Efficient Simulation Algorithms.,False,True,
credule,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/credule/index.html,Credit Default Swap Functions.,False,True,
credule,R > Financial Instruments and Pricing,2015-08-05,https://github.com/blenezet/credule,Credit Default Swap Functions.,True,False,blenezet/credule
derivmkts,R > Financial Instruments and Pricing,,https://cran.r-project.org/web/packages/derivmkts/index.html,Functions and R Code to Accompany Derivatives Markets.,False,True,
FinCal,R > Financial Instruments and Pricing,2017-04-12,https://github.com/felixfan/FinCal,"Package for time value of money calculation, time series analysis and computational finance.",True,False,felixfan/FinCal
r-quant,R > Financial Instruments and Pricing,2014-02-19,https://github.com/artyyouth/r-quant,R code for quantitative analysis in finance.,True,False,artyyouth/r-quant
options.studies,R > Financial Instruments and Pricing,,https://github.com/taylorizing/options.studies,options trading studies functions for use with options.data package and shiny.,True,False,
PortfolioAnalytics,R > Portfolio Optimization,,https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf,"Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios",False,True,
TA-Lib,R > Trading,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
options.studies,R > Financial Instruments and Pricing,2015-12-17,https://github.com/taylorizing/options.studies,options trading studies functions for use with options.data package and shiny.,True,False,taylorizing/options.studies
PortfolioAnalytics,R > Financial Instruments and Pricing,2021-05-09,https://github.com/braverock/PortfolioAnalytics,"Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.",True,False,braverock/PortfolioAnalytics
fmbasics,R > Financial Instruments and Pricing,2019-12-03,https://github.com/imanuelcostigan/fmbasics,Financial Market Building Blocks.,True,False,imanuelcostigan/fmbasics
R-fixedincome,R > Financial Instruments and Pricing,2022-03-21,https://github.com/wilsonfreitas/R-fixedincome,Fixed income tools for R.,True,False,wilsonfreitas/R-fixedincome
backtest,R > Trading,,https://cran.r-project.org/web/packages/backtest/index.html,Exploring Portfolio-Based Conjectures About Financial Instruments.,False,True,
pa,R > Trading,,https://cran.r-project.org/web/packages/pa/index.html,Performance Attribution for Equity Portfolios.,False,True,
TTR,R > Trading,,https://cran.r-project.org/web/packages/TTR/index.html,Technical Trading Rules.,False,True,
TTR,R > Trading,2021-12-11,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,joshuaulrich/TTR
QuantTools,R > Trading,,https://quanttools.bitbucket.io/_site/index.html,Enhanced Quantitative Trading Modelling.,False,False,
blotter,R > Trading,2021-03-06,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.",True,False,braverock/blotter
quantstrat,R > Backtesting,2021-03-05,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.,True,False,braverock/quantstrat
PerformanceAnalytics,R > Risk Analysis,,https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html,Econometric tools for performance and risk analysis.,False,True,
PerformanceAnalytics,R > Risk Analysis,2022-01-07,https://github.com/braverock/PerformanceAnalytics,Econometric tools for performance and risk analysis.,True,False,braverock/PerformanceAnalytics
FactorAnalytics,R > Factor Analysis,2022-03-26,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.",True,False,braverock/FactorAnalytics
Expected Returns,R > Factor Analysis,2022-03-27,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.",True,False,JustinMShea/ExpectedReturns
tseries,R > Time Series,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
zoo,R > Time Series,,https://cran.r-project.org/web/packages/zoo/index.html,S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).,False,True,
xts,R > Time Series,,https://cran.r-project.org/web/packages/xts/index.html,eXtensible Time Series.,False,True,
xts,R > Time Series,2022-03-27,https://github.com/joshuaulrich/xts,eXtensible Time Series.,True,False,joshuaulrich/xts
fGarch,R > Time Series,,https://cran.r-project.org/web/packages/fGarch/index.html,Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.,False,True,
timeSeries,R > Time Series,,https://cran.r-project.org/web/packages/timeSeries/index.html,Rmetrics - Financial Time Series Objects.,False,True,
rugarch,R > Time Series,,https://cran.r-project.org/web/packages/rugarch/index.html,Univariate GARCH Models.,False,True,
rmgarch,R > Time Series,,https://cran.r-project.org/web/packages/rmgarch/index.html,Multivariate GARCH Models.,False,True,
rugarch,R > Time Series,2022-02-04,https://github.com/alexiosg/rugarch,Univariate GARCH Models.,True,False,alexiosg/rugarch
rmgarch,R > Time Series,2022-03-05,https://github.com/alexiosg/rmgarch,Multivariate GARCH Models.,True,False,alexiosg/rmgarch
tidypredict,R > Time Series,2021-09-28,https://github.com/edgararuiz/tidypredict,Run predictions inside the database <https://tidypredict.netlify.com/>.,True,False,edgararuiz/tidypredict
tidyquant,R > Time Series,2021-12-30,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
timetk,R > Time Series,2022-01-19,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
@@ -244,27 +246,26 @@ tibbletime,R > Time Series,2021-02-18,https://github.com/business-science/tibble
matrixprofile,R > Time Series,2021-06-26,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
garchmodels,R > Time Series,2021-08-10,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
timeDate,R > Calendars,,https://cran.r-project.org/web/packages/timeDate/index.html,Chronological and Calendar Objects,False,True,
bizdays,R > Calendars,,https://cran.r-project.org/web/packages/bizdays/index.html,Business days calculations and utilities,False,True,
bizdays,R > Calendars,2022-03-20,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
QUANTAXIS,Matlab > FrameWorks,2022-02-08,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
QuantLib.jl,Julia,,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,
FinancialMarkets.jl,Julia,,https://github.com/imanuelcostigan/FinancialMarkets.jl,Describe and model financial markets objects using Julia.,True,False,
Ito.jl,Julia,,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,
TALib.jl,Julia,,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,
QuantLib.jl,Julia,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,pazzo83/QuantLib.jl
Ito.jl,Julia,2017-03-21,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,aviks/Ito.jl
TALib.jl,Julia,2017-08-22,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,femtotrader/TALib.jl
Miletus.jl,Julia,,https://juliacomputing.com/docs/miletus/index.html,"A financial contract definition, modeling language, and valuation framework.",False,False,
Temporal.jl,Julia,,https://github.com/dysonance/Temporal.jl,Flexible and efficient time series class & methods.,True,False,
Indicators.jl,Julia,,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,
Strategems.jl,Julia,,https://github.com/dysonance/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,
TimeSeries.jl,Julia,,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,
MarketTechnicals.jl,Julia,,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,
MarketData.jl,Julia,,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,
TimeFrames.jl,Julia,,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,
Temporal.jl,Julia,2021-12-28,https://github.com/dysonance/Temporal.jl,Flexible and efficient time series class & methods.,True,False,dysonance/Temporal.jl
Indicators.jl,Julia,2021-12-28,https://github.com/dysonance/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,dysonance/Indicators.jl
Strategems.jl,Julia,2021-04-06,https://github.com/dysonance/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,dysonance/Strategems.jl
TimeSeries.jl,Julia,2022-01-11,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,JuliaStats/TimeSeries.jl
MarketTechnicals.jl,Julia,2021-07-12,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,JuliaQuant/MarketTechnicals.jl
MarketData.jl,Julia,2022-02-01,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl
TimeFrames.jl,Julia,2019-02-16,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,femtotrader/TimeFrames.jl
Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False,
JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False,
finmath.net,Java,,http://finmath.net,Java library with algorithms and methodologies related to mathematical finance.,False,False,
quantcomponents,Java,2015-10-07,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,lsgro/quantcomponents
DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.",False,False,
ta4j,Java,2021-10-11,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
finance.js,JavaScript,,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,
finance.js,JavaScript,2018-10-11,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,ebradyjobory/finance.js
portfolio-allocation,JavaScript,2020-10-09,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...",True,False,lequant40/portfolio_allocation_js
Ghostfolio,JavaScript,2022-03-26,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.",True,False,ghostfolio/ghostfolio
IndicatorTS,JavaScript,2022-01-29,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts
@@ -290,12 +291,12 @@ QuantLibAddin,Frameworks,,https://www.quantlib.org/quantlibaddin/,Excel support.
QuantLibXL,Frameworks,,https://www.quantlib.org/quantlibxl/,Excel support.,False,False,
QLNet,Frameworks,2021-12-07,https://github.com/amaggiulli/qlnet,.Net port.,True,False,amaggiulli/qlnet
PyQL,Frameworks,2022-01-27,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
QuantLib.jl,Frameworks,,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,
QuantLib.jl,Frameworks,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,pazzo83/QuantLib.jl
TA-Lib,Frameworks,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
Portfolio Optimizer,Frameworks,,https://portfoliooptimizer.io/,Portfolio Optimizer is a Web API for portfolio analysis and optimization.,False,False,
QuantConnect,CSharp,2022-03-18,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,QuantConnect/Lean
StockSharp,CSharp,2022-03-21,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp
TDAmeritrade.DotNetCore,CSharp,,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.",True,False,
TDAmeritrade.DotNetCore,CSharp,2021-09-26,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.",True,False,NVentimiglia/TDAmeritrade.DotNetCore
QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath
Derman Papers,"Reproducing Works, Training & Books",2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers
ML-Quant,"Reproducing Works, Training & Books",,https://www.ml-quant.com/,"Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.",False,False,
1 project section last_commit url description github cran repo
31 Tulipy Python > Indicators 2019-04-11 https://github.com/cirla/tulipy Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) True False cirla/tulipy
32 lppls Python > Indicators 2021-12-23 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. True False Boulder-Investment-Technologies/lppls
33 Blankly Python > Trading & Backtesting 2022-03-10 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
34 TA-Lib Python > Trading & Backtesting 2022-02-12 https://ta-lib.org https://github.com/mrjbq7/ta-lib perform technical analysis of financial market data. Python wrapper for TA-Lib (http://ta-lib.org/). False True False mrjbq7/ta-lib
35 zipline Python > Trading & Backtesting 2020-10-14 https://www.zipline.io https://github.com/quantopian/zipline Pythonic algorithmic trading library. False True False quantopian/zipline
36 QuantSoftware Toolkit Python > Trading & Backtesting 2016-10-07 https://github.com/QuantSoftware/QuantSoftwareToolkit Python-based open source software framework designed to support portfolio construction and management. True False QuantSoftware/QuantSoftwareToolkit
37 quantitative Python > Trading & Backtesting 2019-03-03 https://github.com/jeffrey-liang/quantitative Quantitative finance, and backtesting library. True False jeffrey-liang/quantitative
38 analyzer Python > Trading & Backtesting 2015-12-22 https://github.com/llazzaro/analyzer Python framework for real-time financial and backtesting trading strategies. True False llazzaro/analyzer
56 moonshot Python > Trading & Backtesting 2021-04-13 https://github.com/quantrocket-llc/moonshot Vectorized backtester and trading engine for QuantRocket based on Pandas. True False quantrocket-llc/moonshot
57 PyPortfolioOpt Python > Trading & Backtesting 2022-03-23 https://github.com/robertmartin8/PyPortfolioOpt Financial portfolio optimisation in python, including classical efficient frontier and advanced methods. True False robertmartin8/PyPortfolioOpt
58 Eiten Python > Trading & Backtesting 2020-09-21 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. True False tradytics/eiten
59 riskparity.py Python > Trading & Backtesting 2022-03-18 https://github.com/dppalomar/riskparity.py fast and scalable design of risk parity portfolios with TensorFlow 2.0 True False dppalomar/riskparity.py
60 mlfinlab Python > Trading & Backtesting 2021-12-01 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) True False hudson-and-thames/mlfinlab
61 pyqstrat Python > Trading & Backtesting 2022-01-08 https://github.com/abbass2/pyqstrat A fast, extensible, transparent python library for backtesting quantitative strategies. True False abbass2/pyqstrat
62 NowTrade Python > Trading & Backtesting 2017-02-07 https://github.com/edouardpoitras/NowTrade Python library for backtesting technical/mechanical strategies in the stock and currency markets. True False edouardpoitras/NowTrade
67 quantstats Python > Trading & Backtesting 2022-02-14 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
68 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
69 Quantdom Python > Trading & Backtesting 2019-03-12 https://github.com/constverum/Quantdom Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] True False constverum/Quantdom
70 freqtrade Python > Trading & Backtesting 2022-03-26 2022-03-28 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
71 algorithmic-trading-with-python Python > Trading & Backtesting 2021-06-01 https://github.com/chrisconlan/algorithmic-trading-with-python Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. True False chrisconlan/algorithmic-trading-with-python
72 DeepDow Python > Trading & Backtesting 2022-03-11 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
73 Qlib Python > Trading & Backtesting 2022-03-24 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. True False microsoft/qlib
75 AlphaPy Python > Trading & Backtesting 2021-10-23 https://github.com/ScottfreeLLC/AlphaPy Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost True False ScottfreeLLC/AlphaPy
76 jesse Python > Trading & Backtesting 2022-03-23 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
77 rqalpha Python > Trading & Backtesting 2022-02-05 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
78 FinRL-Library Python > Trading & Backtesting 2022-03-27 2022-03-28 https://github.com/AI4Finance-LLC/FinRL-Library A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. True False AI4Finance-LLC/FinRL-Library
79 bulbea Python > Trading & Backtesting 2017-03-19 https://github.com/achillesrasquinha/bulbea Deep Learning based Python Library for Stock Market Prediction and Modelling. True False achillesrasquinha/bulbea
80 ib_nope Python > Trading & Backtesting 2021-04-22 https://github.com/ajhpark/ib_nope Automated trading system for NOPE strategy over IBKR TWS. True False ajhpark/ib_nope
81 OctoBot Python > Trading & Backtesting 2022-02-09 https://github.com/Drakkar-Software/OctoBot Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. True False Drakkar-Software/OctoBot
150 pyEX Python > Data Sources 2022-03-27 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. True False timkpaine/pyEX
151 alpaca-trade-api Python > Data Sources 2022-03-25 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. True False alpacahq/alpaca-trade-api-python
152 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
153 akshare Python > Data Sources 2022-03-27 2022-03-28 https://github.com/jindaxiang/akshare AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io> True False jindaxiang/akshare
154 yahooquery Python > Data Sources 2021-02-26 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
155 investpy Python > Data Sources 2022-02-04 2022-03-28 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
156 yliveticker Python > Data Sources 2021-04-29 https://github.com/yahoofinancelive/yliveticker Live stream of market data from Yahoo Finance websocket. True False yahoofinancelive/yliveticker
157 bbgbridge Python > Data Sources 2020-01-07 https://github.com/ran404/bbgbridge Easy to use Bloomberg Desktop API wrapper for Python. True False ran404/bbgbridge
158 alpha_vantage Python > Data Sources 2021-06-14 https://github.com/RomelTorres/alpha_vantage A python wrapper for Alpha Vantage API for financial data. True False RomelTorres/alpha_vantage
159 FinanceDataReader Python > Data Sources 2022-03-14 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
160 pystlouisfed Python > Data Sources 2022-02-23 https://github.com/TomasKoutek/pystlouisfed Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. True False TomasKoutek/pystlouisfed
161 python-bcb Python > Data Sources 2022-03-23 https://github.com/wilsonfreitas/python-bcb Python interface to Brazilian Central Bank web services. True False wilsonfreitas/python-bcb
162 xlwings Python > Excel Integration https://www.xlwings.org/ Make Excel fly with Python. False False
163 openpyxl Python > Excel Integration https://openpyxl.readthedocs.io/en/latest/ Read/Write Excel 2007 xlsx/xlsm files. False False
164 xlrd Python > Excel Integration 2021-08-19 https://github.com/python-excel/xlrd Library for developers to extract data from Microsoft Excel spreadsheet files. True False python-excel/xlrd
173 finplot Python > Visualization 2022-03-09 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
174 finvizfinance Python > Visualization 2022-03-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
175 xts R > Numerical Libraries & Data Structures 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. False True
176 data.table R > Numerical Libraries & Data Structures 2022-03-16 https://cran.r-project.org/web/packages/data.table/index.html https://github.com/Rdatatable/data.table 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. False True True False Rdatatable/data.table
177 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
178 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
179 tseries R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
182 tfplot R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tfplot/index.html Utilities for simple manipulation and quick plotting of time series data. False True
183 tframe R > Numerical Libraries & Data Structures 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. False True
184 IBrokers R > Data Sources https://cran.r-project.org/web/packages/IBrokers/index.html Provides native R access to Interactive Brokers Trader Workstation API. False True
185 Rblpapi R > Data Sources 2022-02-23 https://cran.r-project.org/web/packages/Rblpapi/index.html https://github.com/Rblp/Rblpapi An R Interface to 'Bloomberg' is provided via the 'Blp API'. False True True False Rblp/Rblpapi
186 Quandl R > Data Sources https://www.quandl.com/tools/r Get Financial Data Directly Into R. False False
187 Rbitcoin R > Data Sources 2016-10-25 https://cran.r-project.org/web/packages/Rbitcoin/index.html https://github.com/jangorecki/Rbitcoin Unified markets API interface (bitstamp, kraken, btce, bitmarket). False True True False jangorecki/Rbitcoin
188 GetTDData R > Data Sources 2022-03-18 https://cran.r-project.org/web/packages/GetTDData/index.html https://github.com/msperlin/GetTDData Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto. False True True False msperlin/GetTDData
189 GetHFData R > Data Sources 2020-06-30 https://cran.r-project.org/web/packages/GetHFData/index.html https://github.com/msperlin/GetHFData Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site. False True True False msperlin/GetHFData
190 Reddit WallstreetBets API R > Data Sources https://dashboard.nbshare.io/apps/reddit/api/ Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API. False False
191 td R > Data Sources 2022-02-03 https://cran.r-project.org/package=td https://github.com/eddelbuettel/td Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies. False True True False eddelbuettel/td
192 rbcb R > Data Sources 2022-02-24 https://github.com/wilsonfreitas/rbcb R interface to Brazilian Central Bank web services. True False wilsonfreitas/rbcb
193 RQuantLib R > Financial Instruments and Pricing http://dirk.eddelbuettel.com/code/rquantlib.html RQuantLib connects GNU R with QuantLib. False False
194 quantmod R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/quantmod/index.html Quantitative Financial Modelling Framework. False True
195 Rmetrics R > Financial Instruments and Pricing https://www.rmetrics.org The premier open source software solution for teaching and training quantitative finance. False False
200 fExoticOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fExoticOptions/index.html Exotic Option Valuation. False True
201 fOptions R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fOptions/index.html Pricing and Evaluating Basic Options. False True
202 fPortfolio R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/fPortfolio/index.html Portfolio Selection and Optimization. False True
203 portfolio R > Financial Instruments and Pricing 2021-07-09 https://cran.r-project.org/web/packages/portfolio/index.html https://github.com/dgerlanc/portfolio Analysing equity portfolios. False True True False dgerlanc/portfolio
portfolioSim R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/portfolioSim/index.html Framework for simulating equity portfolio strategies. False True
204 sparseIndexTracking R > Financial Instruments and Pricing 2019-06-13 https://github.com/dppalomar/sparseIndexTracking Portfolio design to track an index. True False dppalomar/sparseIndexTracking
205 covFactorModel R > Financial Instruments and Pricing 2019-03-25 https://github.com/dppalomar/covFactorModel Covariance matrix estimation via factor models. True False dppalomar/covFactorModel
206 riskParityPortfolio R > Financial Instruments and Pricing 2022-02-10 https://github.com/dppalomar/riskParityPortfolio Blazingly fast design of risk parity portfolios. True False dppalomar/riskParityPortfolio
215 OptHedging R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/OptHedging/index.html Estimation of value and hedging strategy of call and put options. False True
216 tvm R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/tvm/index.html Time Value of Money Functions. False True
217 OptionPricing R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/OptionPricing/index.html Option Pricing with Efficient Simulation Algorithms. False True
218 credule R > Financial Instruments and Pricing 2015-08-05 https://cran.r-project.org/web/packages/credule/index.html https://github.com/blenezet/credule Credit Default Swap Functions. False True True False blenezet/credule
219 derivmkts R > Financial Instruments and Pricing https://cran.r-project.org/web/packages/derivmkts/index.html Functions and R Code to Accompany Derivatives Markets. False True
220 FinCal R > Financial Instruments and Pricing 2017-04-12 https://github.com/felixfan/FinCal Package for time value of money calculation, time series analysis and computational finance. True False felixfan/FinCal
221 r-quant R > Financial Instruments and Pricing 2014-02-19 https://github.com/artyyouth/r-quant R code for quantitative analysis in finance. True False artyyouth/r-quant
222 options.studies R > Financial Instruments and Pricing 2015-12-17 https://github.com/taylorizing/options.studies options trading studies functions for use with options.data package and shiny. True False taylorizing/options.studies
223 PortfolioAnalytics R > Portfolio Optimization R > Financial Instruments and Pricing 2021-05-09 https://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdf https://github.com/braverock/PortfolioAnalytics Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios. False True True False braverock/PortfolioAnalytics
224 TA-Lib fmbasics R > Trading R > Financial Instruments and Pricing 2019-12-03 https://ta-lib.org https://github.com/imanuelcostigan/fmbasics perform technical analysis of financial market data. Financial Market Building Blocks. False True False imanuelcostigan/fmbasics
225 R-fixedincome R > Financial Instruments and Pricing 2022-03-21 https://github.com/wilsonfreitas/R-fixedincome Fixed income tools for R. True False wilsonfreitas/R-fixedincome
226 backtest R > Trading https://cran.r-project.org/web/packages/backtest/index.html Exploring Portfolio-Based Conjectures About Financial Instruments. False True
227 pa R > Trading https://cran.r-project.org/web/packages/pa/index.html Performance Attribution for Equity Portfolios. False True
228 TTR R > Trading 2021-12-11 https://cran.r-project.org/web/packages/TTR/index.html https://github.com/joshuaulrich/TTR Technical Trading Rules. False True True False joshuaulrich/TTR
229 QuantTools R > Trading https://quanttools.bitbucket.io/_site/index.html Enhanced Quantitative Trading Modelling. False False
230 blotter R > Trading 2021-03-06 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. True False braverock/blotter
231 quantstrat R > Backtesting 2021-03-05 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. True False braverock/quantstrat
232 PerformanceAnalytics R > Risk Analysis 2022-01-07 https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html https://github.com/braverock/PerformanceAnalytics Econometric tools for performance and risk analysis. False True True False braverock/PerformanceAnalytics
233 FactorAnalytics R > Factor Analysis 2022-03-26 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. True False braverock/FactorAnalytics
234 Expected Returns R > Factor Analysis 2022-03-27 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. True False JustinMShea/ExpectedReturns
235 tseries R > Time Series https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
236 zoo R > Time Series https://cran.r-project.org/web/packages/zoo/index.html S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations). False True
237 xts R > Time Series 2022-03-27 https://cran.r-project.org/web/packages/xts/index.html https://github.com/joshuaulrich/xts eXtensible Time Series. False True True False joshuaulrich/xts
238 fGarch R > Time Series https://cran.r-project.org/web/packages/fGarch/index.html Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. False True
239 timeSeries R > Time Series https://cran.r-project.org/web/packages/timeSeries/index.html Rmetrics - Financial Time Series Objects. False True
240 rugarch R > Time Series 2022-02-04 https://cran.r-project.org/web/packages/rugarch/index.html https://github.com/alexiosg/rugarch Univariate GARCH Models. False True True False alexiosg/rugarch
241 rmgarch R > Time Series 2022-03-05 https://cran.r-project.org/web/packages/rmgarch/index.html https://github.com/alexiosg/rmgarch Multivariate GARCH Models. False True True False alexiosg/rmgarch
242 tidypredict R > Time Series 2021-09-28 https://github.com/edgararuiz/tidypredict Run predictions inside the database <https://tidypredict.netlify.com/>. True False edgararuiz/tidypredict
243 tidyquant R > Time Series 2021-12-30 https://github.com/business-science/tidyquant Bringing financial analysis to the tidyverse. True False business-science/tidyquant
244 timetk R > Time Series 2022-01-19 https://github.com/business-science/timetk A toolkit for working with time series in R. True False business-science/timetk
246 matrixprofile R > Time Series 2021-06-26 https://github.com/matrix-profile-foundation/matrixprofile Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. True False matrix-profile-foundation/matrixprofile
247 garchmodels R > Time Series 2021-08-10 https://github.com/AlbertoAlmuinha/garchmodels A parsnip backend for GARCH models. True False AlbertoAlmuinha/garchmodels
248 timeDate R > Calendars https://cran.r-project.org/web/packages/timeDate/index.html Chronological and Calendar Objects False True
249 bizdays R > Calendars 2022-03-20 https://cran.r-project.org/web/packages/bizdays/index.html https://github.com/wilsonfreitas/R-bizdays Business days calculations and utilities False True True False wilsonfreitas/R-bizdays
250 QUANTAXIS Matlab > FrameWorks 2022-02-08 https://github.com/yutiansut/quantaxis Integrated Quantitative Toolbox with Matlab. True False yutiansut/quantaxis
251 QuantLib.jl Julia 2020-02-18 https://github.com/pazzo83/QuantLib.jl Quantlib implementation in pure Julia. True False pazzo83/QuantLib.jl
252 FinancialMarkets.jl Ito.jl Julia 2017-03-21 https://github.com/imanuelcostigan/FinancialMarkets.jl https://github.com/aviks/Ito.jl Describe and model financial markets objects using Julia. A Julia package for quantitative finance. True False aviks/Ito.jl
253 Ito.jl TALib.jl Julia 2017-08-22 https://github.com/aviks/Ito.jl https://github.com/femtotrader/TALib.jl A Julia package for quantitative finance. A Julia wrapper for TA-Lib. True False femtotrader/TALib.jl
TALib.jl Julia https://github.com/femtotrader/TALib.jl A Julia wrapper for TA-Lib. True False
254 Miletus.jl Julia https://juliacomputing.com/docs/miletus/index.html A financial contract definition, modeling language, and valuation framework. False False
255 Temporal.jl Julia 2021-12-28 https://github.com/dysonance/Temporal.jl Flexible and efficient time series class & methods. True False dysonance/Temporal.jl
256 Indicators.jl Julia 2021-12-28 https://github.com/dysonance/Indicators.jl Financial market technical analysis & indicators on top of Temporal. True False dysonance/Indicators.jl
257 Strategems.jl Julia 2021-04-06 https://github.com/dysonance/Strategems.jl Quantitative systematic trading strategy development and backtesting. True False dysonance/Strategems.jl
258 TimeSeries.jl Julia 2022-01-11 https://github.com/JuliaStats/TimeSeries.jl Time series toolkit for Julia. True False JuliaStats/TimeSeries.jl
259 MarketTechnicals.jl Julia 2021-07-12 https://github.com/JuliaQuant/MarketTechnicals.jl Technical analysis of financial time series on top of TimeSeries. True False JuliaQuant/MarketTechnicals.jl
260 MarketData.jl Julia 2022-02-01 https://github.com/JuliaQuant/MarketData.jl Time series market data. True False JuliaQuant/MarketData.jl
261 TimeFrames.jl Julia 2019-02-16 https://github.com/femtotrader/TimeFrames.jl A Julia library that defines TimeFrame (essentially for resampling TimeSeries). True False femtotrader/TimeFrames.jl
262 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
263 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
264 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
265 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
266 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
267 ta4j Java 2021-10-11 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
268 finance.js JavaScript 2018-10-11 https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False ebradyjobory/finance.js
269 portfolio-allocation JavaScript 2020-10-09 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... True False lequant40/portfolio_allocation_js
270 Ghostfolio JavaScript 2022-03-26 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. True False ghostfolio/ghostfolio
271 IndicatorTS JavaScript 2022-01-29 https://github.com/cinar/indicatorts Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicatorts
291 QuantLibXL Frameworks https://www.quantlib.org/quantlibxl/ Excel support. False False
292 QLNet Frameworks 2021-12-07 https://github.com/amaggiulli/qlnet .Net port. True False amaggiulli/qlnet
293 PyQL Frameworks 2022-01-27 https://github.com/enthought/pyql Python port. True False enthought/pyql
294 QuantLib.jl Frameworks 2020-02-18 https://github.com/pazzo83/QuantLib.jl Julia port. True False pazzo83/QuantLib.jl
295 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
296 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
297 QuantConnect CSharp 2022-03-18 https://github.com/QuantConnect/Lean Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. True False QuantConnect/Lean
298 StockSharp CSharp 2022-03-21 https://github.com/StockSharp/StockSharp Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). True False StockSharp/StockSharp
299 TDAmeritrade.DotNetCore CSharp 2021-09-26 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. True False NVentimiglia/TDAmeritrade.DotNetCore
300 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
301 Derman Papers Reproducing Works, Training & Books 2017-10-21 https://github.com/MarcosCarreira/DermanPapers Notebooks that replicate original quantitative finance papers from Emanuel Derman. True False MarcosCarreira/DermanPapers
302 ML-Quant Reproducing Works, Training & Books https://www.ml-quant.com/ Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs. False False