From d37a97bfe7c438e7e731a3f78e0309aae87bf365 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Sat, 28 Mar 2026 18:25:39 -0300 Subject: [PATCH] Remove periods from lines ending with [GitHub] links Lines that end with [GitHub](url) should not have a trailing period after the closing bracket. Co-Authored-By: Claude Haiku 4.5 --- README.md | 42 +++++++++++++++++++++--------------------- 1 file changed, 21 insertions(+), 21 deletions(-) diff --git a/README.md b/README.md index 65028c5..2d40d51 100644 --- a/README.md +++ b/README.md @@ -27,15 +27,15 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Numerical Libraries & Data Structures -- [numpy](https://www.numpy.org) - `Python` - NumPy is the fundamental package for scientific computing with Python. [GitHub](https://github.com/numpy/numpy). -- [scipy](https://www.scipy.org) - `Python` - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. [GitHub](https://github.com/scipy/scipy). -- [pandas](https://pandas.pydata.org) - `Python` - 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. [GitHub](https://github.com/pandas-dev/pandas). -- [polars](https://docs.pola.rs/) - `Python` - Polars is a blazingly fast DataFrame library for manipulating structured data. [GitHub](https://github.com/pola-rs/polars). +- [numpy](https://www.numpy.org) - `Python` - NumPy is the fundamental package for scientific computing with Python. [GitHub](https://github.com/numpy/numpy) +- [scipy](https://www.scipy.org) - `Python` - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. [GitHub](https://github.com/scipy/scipy) +- [pandas](https://pandas.pydata.org) - `Python` - 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. [GitHub](https://github.com/pandas-dev/pandas) +- [polars](https://docs.pola.rs/) - `Python` - Polars is a blazingly fast DataFrame library for manipulating structured data. [GitHub](https://github.com/pola-rs/polars) - [quantdsl](https://github.com/johnbywater/quantdsl) - `Python` - Domain specific language for quantitative analytics in finance and trading. - [statistics](https://docs.python.org/3/library/statistics.html) - `Python` - Builtin Python library for all basic statistical calculations. -- [sympy](https://www.sympy.org/) - `Python` - SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy). -- [pymc3](https://docs.pymc.io/) - `Python` - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. [GitHub](https://github.com/pymc-devs/pymc). -- [modelx](https://docs.modelx.io/) - `Python` - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. [GitHub](https://github.com/fumitoh/modelx). +- [sympy](https://www.sympy.org/) - `Python` - SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy) +- [pymc3](https://docs.pymc.io/) - `Python` - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. [GitHub](https://github.com/pymc-devs/pymc) +- [modelx](https://docs.modelx.io/) - `Python` - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. [GitHub](https://github.com/fumitoh/modelx) - [ArcticDB](https://github.com/man-group/ArcticDB) - `Python` - High performance datastore for time series and tick data. - [xts](https://github.com/joshuaulrich/xts) - `R` - 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://github.com/Rdatatable/data.table) - `R` - 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. @@ -82,7 +82,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [optionlab](https://github.com/rgaveiga/optionlab) - `Python` - A Python library for evaluating option trading strategies. - [flashalpha](https://github.com/FlashAlpha-lab/flashalpha-python) - `Python` - Python client for the FlashAlpha options analytics API. - [RQuantLib](https://github.com/eddelbuettel/rquantlib) - `R` - RQuantLib connects GNU R with QuantLib. -- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - `R` - Quantitative Financial Modelling Framework. [GitHub](https://github.com/joshuaulrich/quantmod). +- [quantmod](https://cran.r-project.org/web/packages/quantmod/index.html) - `R` - Quantitative Financial Modelling Framework. [GitHub](https://github.com/joshuaulrich/quantmod) - [Rmetrics](https://www.rmetrics.org) - `R` - 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. @@ -103,7 +103,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - `R` - Time Value of Money Functions. - [OptionPricing](https://cran.r-project.org/web/packages/OptionPricing/index.html) - `R` - Option Pricing with Efficient Simulation Algorithms. - [credule](https://github.com/blenezet/credule) - `R` - Credit Default Swap Functions. -- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - `R` - Functions and R Code to Accompany Derivatives Markets. [GitHub](https://github.com/rmcd1024/derivmkts). +- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - `R` - Functions and R Code to Accompany Derivatives Markets. [GitHub](https://github.com/rmcd1024/derivmkts) - [FinCal](https://github.com/felixfan/FinCal) - `R` - Package for time value of money calculation, time series analysis and computational finance. - [r-quant](https://github.com/artyyouth/r-quant) - `R` - R code for quantitative analysis in finance. - [options.studies](https://github.com/taylorizing/options.studies) - `R` - options trading studies functions for use with options.data package and shiny. @@ -112,9 +112,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - `Julia` - Quantlib implementation in pure Julia. - [Ito.jl](https://github.com/aviks/Ito.jl) - `Julia` - A Julia package for quantitative finance. - [Miletus.jl](https://github.com/JuliaComputing/Miletus.jl) - `Julia` - A financial contract definition, modeling language, and valuation framework. -- [Strata](http://strata.opengamma.io/) - `Java` - Modern open-source analytics and market risk library designed and written in Java. [GitHub](https://github.com/OpenGamma/Strata). +- [Strata](http://strata.opengamma.io/) - `Java` - Modern open-source analytics and market risk library designed and written in Java. [GitHub](https://github.com/OpenGamma/Strata) - [JQuantLib](https://github.com/frgomes/jquantlib) - `Java` - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. -- [finmath.net](http://finmath.net) - `Java` - Java library with algorithms and methodologies related to mathematical finance. [GitHub](https://github.com/finmath/finmath-lib). +- [finmath.net](http://finmath.net) - `Java` - Java library with algorithms and methodologies related to mathematical finance. [GitHub](https://github.com/finmath/finmath-lib) - [quantcomponents](https://github.com/lsgro/quantcomponents) - `Java` - Free Java components for Quantitative Finance and Algorithmic Trading. - [DRIP](https://lakshmidrip.github.io/DRIP) - `Java` - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. - [finance.js](https://github.com/ebradyjobory/finance.js) - `JavaScript` - A JavaScript library for common financial calculations. @@ -320,7 +320,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Time Series Analysis - [ARCH](https://github.com/bashtage/arch) - `Python` - ARCH models in Python. -- [statsmodels](http://statsmodels.sourceforge.net) - `Python` - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. [GitHub](https://github.com/statsmodels/statsmodels). +- [statsmodels](http://statsmodels.sourceforge.net) - `Python` - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. [GitHub](https://github.com/statsmodels/statsmodels) - [dynts](https://github.com/quantmind/dynts) - `Python` - Python package for timeseries analysis and manipulation. - [PyFlux](https://github.com/RJT1990/pyflux) - `Python` - Python library for timeseries modelling and inference (frequentist and Bayesian) on models. - [tsfresh](https://github.com/blue-yonder/tsfresh) - `Python` - Automatic extraction of relevant features from time series. @@ -366,7 +366,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [wallstreet](https://github.com/mcdallas/wallstreet) - `Python` - Real time stock and option data. - [stock_extractor](https://github.com/ZachLiuGIS/stock_extractor) - `Python` - General Purpose Stock Extractors from Online Resources. - [Stockex](https://github.com/cttn/Stockex) - `Python` - Python wrapper for Yahoo! Finance API. -- [SwapAPI](https://swapapi.dev) - `Python` - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required. [GitHub](https://github.com/swap-api/swap-api). +- [SwapAPI](https://swapapi.dev) - `Python` - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required. [GitHub](https://github.com/swap-api/swap-api) - [finsymbols](https://github.com/skillachie/finsymbols) - `Python` - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ. - [FRB](https://github.com/avelkoski/FRB) - `Python` - Python Client for FRED® API. - [inquisitor](https://github.com/econdb/inquisitor) - `Python` - Python Interface to Econdb.com API. @@ -385,7 +385,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [coinmarketcap](https://github.com/barnumbirr/coinmarketcap) - `Python` - Python API for coinmarketcap. - [coinpulse](https://github.com/soutone/coinpulse-python) - `Python` - Python SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available. - [after-hours](https://github.com/datawrestler/after-hours) - `Python` - Obtain pre market and after hours stock prices for a given symbol. -- [bronto-python](https://pypi.org/project/bronto-python/) - `Python` - Bronto API Integration for Python. [GitHub](https://github.com/Scotts-Marketplace/bronto-python). +- [bronto-python](https://pypi.org/project/bronto-python/) - `Python` - Bronto API Integration for Python. [GitHub](https://github.com/Scotts-Marketplace/bronto-python) - [pytdx](https://github.com/rainx/pytdx) - `Python` - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes. - [pdblp](https://github.com/matthewgilbert/pdblp) - `Python` - A simple interface to integrate pandas and the Bloomberg Open API. - [tiingo](https://github.com/hydrosquall/tiingo-python) - `Python` - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. @@ -419,7 +419,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [fedfred](https://nikhilxsunder.github.io/fedfred/) - `Python` - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes. - [edgar-sec](https://nikhilxsunder.github.io/edgar-sec/) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs. - [edgartools](https://github.com/dgunning/edgartools) - `Python` - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames. -- [FXMacroData](https://fxmacrodata.com/) - `Python` - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements. [GitHub](https://github.com/fxmacrodata/fxmacrodata). +- [FXMacroData](https://fxmacrodata.com/) - `Python` - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements. [GitHub](https://github.com/fxmacrodata/fxmacrodata) - [uk-sic-codes](https://github.com/borschai/uk-sic-codes) - `Python` - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections. [PyPI](https://pypi.org/project/uk-sic-codes/). - [uk-company-number](https://github.com/borschai/uk-company-number) - `Python` - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes. [PyPI](https://pypi.org/project/uk-company-number/). - [IBrokers](https://cran.r-project.org/web/packages/IBrokers/index.html) - `R` - Provides native R access to Interactive Brokers Trader Workstation API. @@ -471,12 +471,12 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Excel & Spreadsheet Integration -- [xlwings](https://www.xlwings.org/) - `Python` - Make Excel fly with Python. [GitHub](https://github.com/xlwings/xlwings). +- [xlwings](https://www.xlwings.org/) - `Python` - Make Excel fly with Python. [GitHub](https://github.com/xlwings/xlwings) - [openpyxl](https://openpyxl.readthedocs.io/en/latest/) - `Python` - Read/Write Excel 2007 xlsx/xlsm files. - [xlrd](https://github.com/python-excel/xlrd) - `Python` - Library for developers to extract data from Microsoft Excel spreadsheet files. -- [xlsxwriter](https://xlsxwriter.readthedocs.io/) - `Python` - Write files in the Excel 2007+ XLSX file format. [GitHub](https://github.com/jmcnamara/XlsxWriter). +- [xlsxwriter](https://xlsxwriter.readthedocs.io/) - `Python` - Write files in the Excel 2007+ XLSX file format. [GitHub](https://github.com/jmcnamara/XlsxWriter) - [xlwt](https://github.com/python-excel/xlwt) - `Python` - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform. -- [xlloop](http://xlloop.sourceforge.net) - `Python` - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). [GitHub](https://github.com/poidasmith/xlloop). +- [xlloop](http://xlloop.sourceforge.net) - `Python` - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). [GitHub](https://github.com/poidasmith/xlloop) - [expy](http://www.bnikolic.co.uk/expy/expy.html) - `Python` - 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) - `Python` - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. @@ -486,7 +486,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Cross-Language Frameworks -- [RunMat](https://runmat.org) - High performance, Open Source, MATLAB syntax runtime. [GitHub](https://github.com/runmat-org/runmat). +- [RunMat](https://runmat.org) - High performance, Open Source, MATLAB syntax runtime. [GitHub](https://github.com/runmat-org/runmat) - [QuantLib](https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. - [QuantLibRisks](https://github.com/auto-differentiation/QuantLib-Risks-Cpp) - Fast risks with QuantLib in C++. - [XAD](https://github.com/auto-differentiation/xad) - Automatic Differentation (AAD) Library. @@ -501,7 +501,7 @@ 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. - [QuantLib-Python Documentation](https://quantlib-python-docs.readthedocs.io/) - Documentation for the Python bindings for the QuantLib library. -- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. [GitHub](https://github.com/TA-Lib/ta-lib). +- [TA-Lib](https://ta-lib.org) - perform technical analysis of financial market data. [GitHub](https://github.com/TA-Lib/ta-lib) - [ta-lib-python](https://github.com/TA-Lib/ta-lib-python). - [ta-lib](https://github.com/TA-Lib/ta-lib). - [RunMat](https://github.com/runmat-org/runmat) - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations. @@ -559,7 +559,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. - [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. - [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. -- [Portfolio Optimization Book](https://portfoliooptimizationbook.com/) - Prof. Daniel Palomar's Portfolio Optimization Book. [GitHub](https://github.com/dppalomar/pob). +- [Portfolio Optimization Book](https://portfoliooptimizationbook.com/) - Prof. Daniel Palomar's Portfolio Optimization Book. [GitHub](https://github.com/dppalomar/pob) ## Commercial & Proprietary Services