diff --git a/index.html b/index.html
index 4ce2cd6..3e6d21f 100644
--- a/index.html
+++ b/index.html
@@ -190,7 +190,7 @@ ul.task-list li input[type="checkbox"] {
     <div>
     <div class="quarto-title-meta-heading">Modified</div>
     <div class="quarto-title-meta-contents">
-      <p class="date-modified">October 14, 2025</p>
+      <p class="date-modified">October 15, 2025</p>
     </div>
   </div>
     
diff --git a/projects.html b/projects.html
index 3acb988..6d2f1fe 100644
--- a/projects.html
+++ b/projects.html
@@ -158,8 +158,8 @@ ul.task-list li input[type="checkbox"] {
 Table&nbsp;1: Projects
 </figcaption>
 <div aria-describedby="tbl-projects-caption-0ceaefa1-69ba-4598-a22c-09a6ac19f8ca">
-<div class="datatables html-widget html-fill-item" id="htmlwidget-e0ada48b557612030e3d" style="width:100%;height:auto;"></div>
-<script type="application/json" data-for="htmlwidget-e0ada48b557612030e3d">{"x":{"filter":"none","vertical":false,"data":[["1","2","3","4","5","6","7","8","9","10","11","12","13","14","15","16","17","18","19","20","21","22","23","24","25","26","27","28","29","30","31","32","33","34","35","36","37","38","39","40","41","42","43","44","45","46","47","48","49","50","51","52","53","54","55","56","57","58","59","60","61","62","63","64","65","66","67","68","69","70","71","72","73","74","75","76","77","78","79","80","81","82","83","84","85","86","87","88","89","90","91","92","93","94","95","96","97","98","99","100","101","102","103","104","105","106","107","108","109","110","111","112","113","114","115","116","117","118","119","120","121","122","123","124","125","126","127","128","129","130","131","132","133","134","135","136","137","138","139","140","141","142","143","144","145","146","147","148","149","150","151","152","153","154","155","156","157","158","159","160","161","162","163","164","165","166","167","168","169","170","171","172","173","174","175","176","177","178","179","180","181","182","183","184","185","186","187","188","189","190","191","192","193","194","195","196","197","198","199","200","201","202","203","204","205","206","207","208","209","210","211","212","213","214","215","216","217","218","219","220","221","222","223","224","225","226","227","228","229","230","231","232","233","234","235","236","237","238","239","240","241","242","243","244","245","246","247","248","249","250","251","252","253","254","255","256","257","258","259","260","261","262","263","264","265","266","267","268","269","270","271","272","273","274","275","276","277","278","279","280","281","282","283","284","285","286","287","288","289","290","291","292","293","294","295","296","297","298","299","300","301","302","303","304","305","306","307","308","309","310","311","312","313","314","315","316","317","318","319","320","321","322","323","324","325","326","327","328","329","330","331","332","333","334","335","336","337","338","339","340","341","342"],["<a href='https://github.com/nautechsystems/nautilus_trader'>nautilus_trader<\/a>","<a href='https://github.com/man-group/ArcticDB'>ArcticDB<\/a>","<a href='https://github.com/OpenBB-finance/OpenBBTerminal'>OpenBB Terminal<\/a>","<a href='https://github.com/Fincept-Corporation/FinceptTerminal'>Fincept Terminal<\/a>","<a href='https://github.com/goldmansachs/gs-quant'>gs-quant<\/a>","<a href='https://github.com/freqtrade/freqtrade'>freqtrade<\/a>","<a href='https://github.com/jesse-ai/jesse'>jesse<\/a>","<a href='https://github.com/QuantConnect/Lean'>Lean<\/a>","<a href='https://github.com/bashtage/arch'>ARCH<\/a>","<a href='https://github.com/gerrymanoim/exchange_calendars'>exchange_calendars<\/a>","<a href='https://github.com/jindaxiang/akshare'>akshare<\/a>","<a href='https://github.com/ghostfolio/ghostfolio'>Ghostfolio<\/a>","<a href='https://github.com/ccxt/ccxt'>ccxt<\/a>","<a href='https://github.com/rburkholder/trade-frame'>TradeFrame<\/a>","<a href='https://github.com/QuantConnect/Lean'>QuantConnect<\/a>","<a href='https://github.com/StockSharp/StockSharp'>StockSharp<\/a>","<a href='https://github.com/coding-kitties/investing-algorithm-framework'>Investing algorithm framework<\/a>","<a href='https://github.com/asavinov/intelligent-trading-bot'>Intelligent Trading Bot<\/a>","<a href='https://github.com/JerBouma/FinanceDatabase'>FinanceDatabase<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot'>OctoBot<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/fortitudo-tech/fortitudo.tech'>fortitudo.tech<\/a>","<a href='https://github.com/john-friedman/datamule-python'>datamule-python<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/skfolio/skfolio'>skfolio<\/a>","<a href='https://github.com/Rdatatable/data.table'>data.table<\/a>","<a href='https://github.com/ta4j/ta4j'>ta4j<\/a>","<a href='https://github.com/auto-differentiation/xad'>XAD<\/a>","<a href='https://github.com/nkaz001/hftbacktest'>hftbacktest<\/a>","<a href='https://github.com/polygon-io/client-python'>polygon.io<\/a>","<a href='https://github.com/Nnamdi-sys/finalytics'>finalytics<\/a>","<a href='https://github.com/quarkfin/qf-lib'>qf-lib<\/a>","<a href='https://github.com/ArturSepp/QuantInvestStrats'>QuantInvestStrats<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/domokane/FinancePy'>FinancePy<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/AI4Finance-LLC/FinRL-Library'>FinRL-Library<\/a>","<a href='https://github.com/pmorissette/ffn'>ffn<\/a>","<a href='https://github.com/pmorissette/bt'>bt<\/a>","<a href='https://github.com/maread99/market_prices'>market-prices<\/a>","<a href='https://github.com/maread99/market_analy'>market-analy<\/a>","<a href='https://github.com/femtotrader/IncTA.jl'>IncTA.jl<\/a>","<a href='https://github.com/edtechre/pybroker'>PyBroker<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Cpp'>QuantLibRisks<\/a>","<a href='https://github.com/barter-rs/barter-rs'>Barter<\/a>","<a href='https://github.com/cinar/indicator'>IndicatorGo<\/a>","<a href='https://github.com/robcarver17/pysystemtrade'>pysystemtrade<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/ricequant/rqalpha'>rqalpha<\/a>","<a href='https://github.com/zvtvz/zvt'>zvt<\/a>","<a href='https://github.com/yellowbean/AbsBox'>AbsBox<\/a>","<a href='https://github.com/polakowo/vectorbt'>vectorbt<\/a>","<a href='https://github.com/ranaroussi/yfinance'>yfinance<\/a>","<a href='https://github.com/facebook/prophet'>Facebook Prophet<\/a>","<a href='https://github.com/tradingstrategy-ai/getting-started'>Trading Strategy<\/a>","<a href='https://github.com/microsoft/qlib'>Qlib<\/a>","<a href='https://github.com/ssantoshp/Empyrial'>Empyrial<\/a>","<a href='https://github.com/enricoschumann/NMOF'>NMOF<\/a>","<a href='https://github.com/Marigold/universal-portfolios'>universal-portfolios<\/a>","<a href='https://github.com/nardew/talipp'>talipp<\/a>","<a href='https://github.com/JuliaData/DataFrames.jl'>DataFrames.jl<\/a>","<a href='https://github.com/timkpaine/aat'>aat<\/a>","<a href='https://github.com/oliviermilla/Lucky.jl'>Lucky.jl<\/a>","<a href='https://github.com/lit26/finvizfinance'>finvizfinance<\/a>","<a href='https://github.com/jgatheral/RoughVolatilityWorkshop'>RoughVolatilityWorkshop<\/a>","<a href='https://github.com/ranaroussi/quantstats'>quantstats<\/a>","<a href='https://github.com/mrjbq7/ta-lib'>TA-Lib<\/a>","<a href='https://github.com/JuliaStats/TimeSeries.jl'>TimeSeries.jl<\/a>","<a href='https://github.com/gbeced/basana'>basana<\/a>","<a href='https://github.com/PythonCharmers/QuantFinance'>QuantFinance<\/a>","<a href='https://github.com/avhz/RustQuant'>RustQuant<\/a>","<a href='https://github.com/rsheftel/pandas_market_calendars'>pandas_market_calendars<\/a>","<a href='https://github.com/alexiosg/rmgarch'>rmgarch<\/a>","<a href='https://github.com/blue-yonder/tsfresh'>tsfresh<\/a>","<a href='https://github.com/business-science/timetk'>timetk<\/a>","<a href='https://github.com/business-science/tidyquant'>tidyquant<\/a>","<a href='https://github.com/FinanceData/FinanceDataReader'>FinanceDataReader<\/a>","<a href='https://github.com/ScottfreeLLC/AlphaPy'>AlphaPy<\/a>","<a href='https://github.com/MathisWellmann/sliding_features-rs'>SlidingFeatures<\/a>","<a href='https://github.com/braverock/PerformanceAnalytics'>PerformanceAnalytics<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models'>Autoencoder-Asset-Pricing-Models<\/a>","<a href='https://github.com/awslabs/gluon-ts'>gluon-ts<\/a>","<a href='https://github.com/matthiasgomolka/simfinapi'>simfinapi<\/a>","<a href='https://github.com/attack68/rateslib'>rateslib<\/a>","<a href='https://github.com/JustinMShea/ExpectedReturns'>Expected Returns<\/a>","<a href='https://github.com/stefan-jansen/zipline-reloaded'>zipline-reloaded<\/a>","<a href='https://github.com/dcajasn/Riskfolio-Lib'>Riskfolio-Lib<\/a>","<a href='https://github.com/joshuaulrich/xts'>xts<\/a>","<a href='https://github.com/ropensci/rb3'>rb3<\/a>","<a href='https://github.com/amaggiulli/qlnet'>QLNet<\/a>","<a href='https://github.com/man-group/dtale'>D-Tale<\/a>","<a href='https://github.com/stefan-jansen/empyrical-reloaded'>empyrical-reloaded<\/a>","<a href='https://github.com/RomelTorres/alpha_vantage'>alpha_vantage<\/a>","<a href='https://github.com/cuemacro/findatapy'>findatapy<\/a>","<a href='https://github.com/MathisWellmann/trade_aggregation-rs'>TradeAggregation<\/a>","<a href='https://github.com/felixfan/FinCal'>FinCal<\/a>","<a href='https://github.com/akashaero/Intrinsic-Value-Calculator'>Intrinsic-Value-Calculator<\/a>","<a href='https://github.com/hydrosquall/tiingo-python'>tiingo<\/a>","<a href='https://github.com/tidy-finance/r-tidyfinance'>tidyfinance<\/a>","<a href='https://github.com/vnpy/vnpy'>vnpy<\/a>","<a href='https://github.com/alexiosg/rugarch'>rugarch<\/a>","<a href='https://github.com/python-excel/xlrd'>xlrd<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot-Script'>OctoBot Script<\/a>","<a href='https://github.com/MathisWellmann/lfest-rs'>LFEST<\/a>","<a href='https://github.com/yhilpisch/py4fi2nd'>py4fi2nd<\/a>","<a href='https://github.com/stefan-jansen/pyfolio-reloaded'>pyfolio-reloaded<\/a>","<a href='https://github.com/stefan-jansen/alphalens-reloaded'>alphalens-reloaded<\/a>","<a href='https://github.com/msperlin/GetTDData'>GetTDData<\/a>","<a href='https://github.com/dpguthrie/yahooquery'>yahooquery<\/a>","<a href='https://github.com/crypto-lake/lake-api'>lake-api<\/a>","<a href='https://github.com/joshuaulrich/TTR'>TTR<\/a>","<a href='https://github.com/dedwards25/Python_Option_Pricing'>Python_Option_Pricing<\/a>","<a href='https://github.com/fja05680/pinkfish'>pinkfish<\/a>","<a href='https://github.com/shashankvemuri/Finance'>Finance<\/a>","<a href='https://github.com/braverock/PortfolioAnalytics'>PortfolioAnalytics<\/a>","<a href='https://github.com/wilsonfreitas/R-fixedincome'>R-fixedincome<\/a>","<a href='https://github.com/kieran-mackle/AutoTrader'>AutoTrader<\/a>","<a href='https://github.com/LastAncientOne/Stock_Analysis_For_Quant'>Stock_Analysis_For_Quant<\/a>","<a href='https://github.com/highfestiva/finplot'>finplot<\/a>","<a href='https://github.com/mr-easy/streaming_indicators'>streaming_indicators<\/a>","<a href='https://github.com/wilsonfreitas/python-bcb'>python-bcb<\/a>","<a href='https://github.com/JuliaQuant/MarketData.jl'>MarketData.jl<\/a>","<a href='https://github.com/Heerozh/spectre'>Spectre<\/a>","<a href='https://github.com/LechGrzelak/QuantFinanceBook'>QuantFinanceBook<\/a>","<a href='https://github.com/yhilpisch/dx'>dx<\/a>","<a href='https://github.com/pydata/pandas-datareader'>pandas-datareader<\/a>","<a href='https://github.com/ymyke/pypme'>pypme<\/a>","<a href='https://github.com/Rblp/Rblpapi'>Rblpapi<\/a>","<a href='https://github.com/focus1691/orderflow'>orderflow<\/a>","<a href='https://github.com/jensnesten/rust_bt'>rust_bt<\/a>","<a href='https://github.com/google/tf-quant-finance'>tf-quant-finance<\/a>","<a href='https://github.com/ymyke/tessa'>tessa<\/a>","<a href='https://github.com/cuemacro/finmarketpy'>finmarketpy<\/a>","<a href='https://github.com/femtotrader/TimeFrames.jl'>TimeFrames.jl<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/jkirkby3/fypy'>fypy<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/robertmartin8/PyPortfolioOpt'>PyPortfolioOpt<\/a>","<a href='https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab'>PROJ_Option_Pricing_Matlab<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/boyboi86/AFML'>AFML<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/KVignesh122/AssetNewsSentimentAnalyzer'>Asset News Sentiment Analyzer<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/functime-org/functime'>functime<\/a>","<a href='https://github.com/gnzsnz/jupyter-quant'>Jupyter Quant<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/auto-differentiation/xad-py'>XAD<\/a>","<a href='https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization'>Statistical-Learning-based-Portfolio-Optimization<\/a>","<a href='https://github.com/bsdz/yabte'>YABTE<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Py'>QuantLibRisks<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/JoaoJungblut/QuantFinanceTraining'>QuantFinanceTraining<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/enzoampil/fastquant'>fastquant<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/attack68/book_irds3'>book_irds3<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/ram-ki/101_formulaic_alphas'>101_formulaic_alphas<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a href='https://github.com/lukaszbanasiak/yahoo-finance'>yahoo-finance<\/a>","<a href='https://github.com/hudson-and-thames/mlfinlab'>mlfinlab<\/a>","<a href='https://github.com/MarcusRainbow/Ffinar'>Ffinar<\/a>","<a href='https://github.com/stellar/kelp'>Kelp<\/a>","<a href='https://github.com/euclidjda/value-investing-studies'>Value Investing Studies<\/a>","<a href='https://github.com/edgararuiz/tidypredict'>tidypredict<\/a>","<a href='https://github.com/enigmampc/catalyst'>catalyst<\/a>","<a href='https://github.com/cttn/Stockex'>Stockex<\/a>","<a href='https://github.com/JuliaQuant/MarketTechnicals.jl'>MarketTechnicals.jl<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/Finance-Hub/FinanceHub'>FinanceHub<\/a>","<a href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a href='https://github.com/LongOnly/Quantitative-Notebooks'>Quantitative-Notebooks<\/a>","<a href='https://github.com/msperlin/GetHFData'>GetHFData<\/a>","<a href='https://github.com/datawrestler/after-hours'>after-hours<\/a>","<a href='https://github.com/mfrdixon/ML_Finance_Codes'>ML_Finance_Codes<\/a>","<a href='https://github.com/MarcusRainbow/QuantMath'>QuantMath<\/a>","<a href='https://github.com/Karthik005/yfinanceapi'>yfinanceapi<\/a>","<a href='https://github.com/quantopian/alphalens'>alphalens<\/a>","<a href='https://github.com/rainx/pytdx'>pytdx<\/a>","<a href='https://github.com/mementum/bta-lib'>bta-lib<\/a>","<a href='https://github.com/quantopian/pyfolio'>pyfolio<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/ran404/bbgbridge'>bbgbridge<\/a>","<a href='https://github.com/imanuelcostigan/fmbasics'>fmbasics<\/a>","<a href='https://github.com/econdb/inquisitor'>inquisitor<\/a>","<a href='https://github.com/ematvey/pybacktest'>pybacktest<\/a>","<a href='https://github.com/cirla/tulipy'>Tulipy<\/a>","<a href='https://github.com/boundedvariation/quantfin'>quantfin<\/a>","<a href='https://github.com/dppalomar/covFactorModel'>covFactorModel<\/a>","<a href='https://github.com/constverum/Quantdom'>Quantdom<\/a>","<a href='https://github.com/jeffrey-liang/quantitative'>quantitative<\/a>","<a href='https://github.com/deltaray-io/kelly-criterion'>Kelly-Criterion<\/a>","<a href='https://github.com/unageanu/jiji2'>Jiji<\/a>","<a href='https://github.com/avelkoski/FRB'>FRB<\/a>","<a href='https://github.com/dppalomar/sparseEigen'>sparseEigen<\/a>","<a href='https://github.com/RJT1990/pyflux'>PyFlux<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/mgroncki/IPythonScripts'>IPythonScripts<\/a>","<a href='https://github.com/ebradyjobory/finance.js'>finance.js<\/a>","<a href='https://github.com/hongtaocai/googlefinance'>googlefinance<\/a>","<a href='https://github.com/quantrocket-llc/zipline-extensions'>zipline-extensions<\/a>","<a href='https://github.com/ryanmccrickerd/rough_bergomi'>rough_bergomi<\/a>","<a href='https://github.com/python-excel/xlwt'>xlwt<\/a>","<a href='https://github.com/federicomariamassari/willowtree'>willowtree<\/a>","<a href='https://github.com/femtotrader/pandas_talib'>pandas_talib<\/a>","<a href='https://github.com/ryanmccrickerd/frh-fx'>frh-fx<\/a>","<a href='https://github.com/robcarver17/pysystemtrade_examples'>pysystemtrade_examples<\/a>","<a href='https://github.com/jsmidt/QuantPy'>QuantPy<\/a>","<a href='https://github.com/federicomariamassari/financial-engineering'>financial-engineering<\/a>","<a href='https://github.com/johnbywater/quantdsl'>quantdsl<\/a>","<a href='https://github.com/MarcosCarreira/DermanPapers'>Derman Papers<\/a>","<a href='https://github.com/metaperl/binary-martingale'>binary-martingale<\/a>","<a href='https://github.com/femtotrader/TALib.jl'>TALib.jl<\/a>","<a href='https://github.com/yutiansut/QUANTAXIS_Webkit'>QUANTAXIS_Webkit<\/a>","<a href='https://github.com/skillachie/finsymbols'>finsymbols<\/a>","<a href='https://github.com/bpsmith/tia'>tia<\/a>","<a href='https://github.com/frankcash/Scala-Quant'>Scala Quant<\/a>","<a href='https://github.com/aviks/Ito.jl'>Ito.jl<\/a>","<a href='https://github.com/achillesrasquinha/bulbea'>bulbea<\/a>","<a href='https://github.com/cgoldberg/ystockquote'>ystockquote<\/a>","<a href='https://github.com/wegamekinglc/VisualPortfolio'>VisualPortfolio<\/a>","<a href='https://github.com/edouardpoitras/NowTrade'>NowTrade<\/a>","<a href='https://github.com/quantmind/dynts'>dynts<\/a>","<a href='https://github.com/jangorecki/Rbitcoin'>Rbitcoin<\/a>","<a href='https://github.com/QuantSoftware/QuantSoftwareToolkit'>QuantSoftware Toolkit<\/a>","<a href='https://github.com/innes213/pyhoofinance'>pyhoofinance<\/a>","<a href='https://github.com/thalesians/pythalesians'>pythalesians<\/a>","<a href='https://github.com/ZachLiuGIS/stock_extractor'>stock_extractor<\/a>","<a href='https://github.com/joequant/algobroker'>algobroker<\/a>","<a href='https://github.com/jealous/cn_stock_src'>cn_stock_src<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/nickelkr/yfi'>yfi<\/a>","<a href='https://github.com/jamescnowell/ticks'>ticks<\/a>","<a href='https://github.com/llazzaro/analyzer'>analyzer<\/a>","<a href='https://github.com/taylorizing/options.studies'>options.studies<\/a>","<a href='https://github.com/lsgro/quantcomponents'>quantcomponents<\/a>","<a href='https://github.com/slawek87/yql-finance'>yql-finance<\/a>","<a href='https://github.com/blenezet/credule'>credule<\/a>","<a href='https://github.com/paulperry/quant'>quant<\/a>","<a href='https://github.com/akarat/exchange'>exchange<\/a>","<a href='https://github.com/benjaminmgross/visualize-wealth'>visualize-wealth<\/a>","<a href='https://github.com/bpsmith/pybbg'>pybbg<\/a>","<a href='https://github.com/opendoor-labs/pyfin'>pyfin<\/a>","<a href='https://github.com/artyyouth/r-quant'>r-quant<\/a>","<a href='https://github.com/choucrifahed/quantscale'>QuantScale<\/a>"],["Python > Trading & Backtesting","Python > Numerical Libraries & Data Structures","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Time Series","Python > Calendars","Python > Data Sources","JavaScript","JavaScript","CPP","CSharp","CSharp","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Trading & Backtesting","CPP","Python > Risk Analysis","Python > Data Sources","CPP","Frameworks","Python > Trading & Backtesting","R > Numerical Libraries & Data Structures","Java","CPP","Python > Trading & Backtesting","Python > Data Sources","Rust","Python > Trading & Backtesting","Python > Visualization","Matlab > FrameWorks","Python > Financial Instruments and Pricing","R > Data Sources","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Visualization","Julia","Python > Trading & Backtesting","CPP","Rust","Golang","Python > Trading & Backtesting","R > Financial Instruments and Pricing","Frameworks","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Time Series","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Indicators","Julia","Python > Trading & Backtesting","Julia","Python > Visualization","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Rust","Python > Calendars","R > Time Series","Python > Time Series","R > Time Series","R > Time Series","Python > Data Sources","Python > Trading & Backtesting","Rust","R > Risk Analysis","Python > Financial Instruments and Pricing","Frameworks","Reproducing Works, Training & Books","Python > Time Series","R > Data Sources","Python > Financial Instruments and Pricing","R > Factor Analysis","Python > Trading & Backtesting","Python > Risk Analysis","R > Numerical Libraries & Data Structures","R > Data Sources","Frameworks","Python > Visualization","Python > Risk Analysis","Python > Data Sources","Python > Data Sources","Rust","R > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Data Sources","R > Data Sources","Python > Trading & Backtesting","R > Time Series","Python > Excel Integration","Python > Trading & Backtesting","Rust","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Factor Analysis","R > Data Sources","Python > Data Sources","Python > Data Sources","R > Trading","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Visualization","Python > Indicators","Python > Data Sources","Julia","Python > Factor Analysis","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Python > Financial Instruments and Pricing","R > Data Sources","JavaScript","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Julia","Python > Data Sources","Python > Financial Instruments and Pricing","JavaScript","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Data Sources","R > Calendars","Python > Calendars","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","R > Trading","R > Factor Analysis","Python > Risk Analysis","Elixir/Erlang","Python > Indicators","Python > Data Sources","R > Time Series","Python > Trading & Backtesting","Matlab > FrameWorks","Python > Time Series","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Sentiment Analysis","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Python > Time Series","Python > Quant Research Environment","Python > Trading & Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","Python > Trading & Backtesting","JavaScript","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Visualization","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","R > Data Sources","Python > Data Sources","Python > Data Sources","Python > Financial Instruments and Pricing","Julia","Reproducing Works, Training & Books","Python > Time Series","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","R > Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","CSharp","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","Julia","R > Time Series","Python > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Haskell","R > Time Series","JavaScript","Python > Indicators","Reproducing Works, Training & Books","Python > Data Sources","Elixir/Erlang","Elixir/Erlang","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Julia","Reproducing Works, Training & Books","Python > Data Sources","Python > Trading & Backtesting","Haskell","Golang","Reproducing Works, Training & Books","R > Time Series","Python > Trading & Backtesting","Python > Data Sources","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Data Sources","Python > Data Sources","Reproducing Works, Training & Books","Rust","Python > Data Sources","Python > Factor Analysis","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Julia","Frameworks","Python > Data Sources","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Indicators","Haskell","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Ruby","Python > Data Sources","R > Numerical Libraries & Data Structures","Python > Time Series","Python > Risk Analysis","Reproducing Works, Training & Books","Reproducing Works, Training & Books","JavaScript","Python > Data Sources","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Excel Integration","Python > Financial Instruments and Pricing","Python > Indicators","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Numerical Libraries & Data Structures","Reproducing Works, Training & Books","Python > Trading & Backtesting","Julia","JavaScript > Data Visualization","Python > Data Sources","Python > Financial Instruments and Pricing","Scala","Julia","Python > Trading & Backtesting","Python > Data Sources","Python > Risk Analysis","Python > Trading & Backtesting","Python > Time Series","R > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Java","Frameworks","Python > Data Sources","Python > Data Sources","Python > Trading & Backtesting","R > Financial Instruments and Pricing","Java","Python > Data Sources","R > Financial Instruments and Pricing","Reproducing Works, Training & Books","Python > Data Sources","Python > Risk Analysis","Python > Data Sources","Python > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Scala"],["2025-10-14","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-12","2025-10-12","2025-10-12","2025-10-11","2025-10-11","2025-10-11","2025-10-10","2025-10-10","2025-10-10","2025-10-10","2025-10-09","2025-10-09","2025-10-09","2025-10-09","2025-10-07","2025-10-07","2025-10-07","2025-10-06","2025-10-06","2025-10-06","2025-10-05","2025-10-04","2025-10-03","2025-10-02","2025-10-02","2025-10-02","2025-10-02","2025-10-02","2025-10-01","2025-09-28","2025-09-28","2025-09-27","2025-09-25","2025-09-25","2025-09-25","2025-09-24","2025-09-21","2025-09-19","2025-09-18","2025-09-18","2025-09-17","2025-09-16","2025-09-15","2025-09-14","2025-09-12","2025-09-11","2025-09-09","2025-09-09","2025-09-08","2025-09-08","2025-09-06","2025-09-06","2025-09-05","2025-09-04","2025-09-04","2025-09-02","2025-09-02","2025-09-01","2025-08-31","2025-08-31","2025-08-30","2025-08-29","2025-08-28","2025-08-27","2025-08-24","2025-08-24","2025-08-21","2025-08-20","2025-08-20","2025-08-17","2025-08-14","2025-08-13","2025-08-12","2025-08-12","2025-08-06","2025-08-05","2025-08-04","2025-08-04","2025-07-31","2025-07-30","2025-07-29","2025-07-27","2025-07-15","2025-07-08","2025-07-07","2025-07-02","2025-06-22","2025-06-18","2025-06-17","2025-06-16","2025-06-14","2025-06-09","2025-06-08","2025-06-06","2025-06-02","2025-06-02","2025-05-19","2025-05-15","2025-05-15","2025-05-13","2025-05-13","2025-05-12","2025-05-12","2025-05-11","2025-05-10","2025-05-04","2025-05-04","2025-05-01","2025-04-27","2025-04-21","2025-04-20","2025-04-15","2025-04-14","2025-04-05","2025-04-03","2025-03-31","2025-03-31","2025-03-31","2025-03-28","2025-03-21","2025-03-14","2025-03-10","2025-03-09","2025-03-07","2025-02-27","2025-02-26","2025-02-21","2025-02-21","2025-02-06","2025-01-29","2025-01-13","2025-01-08","2025-01-05","2024-12-31","2024-12-30","2024-12-14","2024-12-13","2024-12-12","2024-12-07","2024-12-06","2024-12-05","2024-12-05","2024-12-03","2024-12-01","2024-11-19","2024-11-07","2024-10-21","2024-09-22","2024-09-05","2024-08-26","2024-08-19","2024-08-14","2024-07-27","2024-06-24","2024-06-18","2024-06-16","2024-06-15","2024-06-14","2024-05-27","2024-05-21","2024-05-14","2024-05-11","2024-05-09","2024-04-06","2024-04-04","2024-04-02","2024-03-09","2024-03-01","2024-03-01","2024-02-20","2024-02-16","2024-02-05","2024-02-01","2024-01-24","2024-01-23","2024-01-12","2024-01-09","2024-01-01","2023-12-07","2023-11-27","2023-11-23","2023-11-16","2023-11-05","2023-11-02","2023-10-13","2023-10-09","2023-10-09","2023-09-15","2023-09-14","2023-09-03","2023-08-19","2023-05-28","2023-05-23","2023-04-19","2023-04-07","2023-04-01","2023-03-10","2023-03-05","2023-03-05","2023-02-25","2023-01-18","2023-01-18","2023-01-01","2022-12-06","2022-11-25","2022-11-18","2022-11-15","2022-10-29","2022-10-05","2022-10-02","2022-09-13","2022-08-11","2022-08-11","2022-07-24","2022-07-11","2022-06-18","2022-06-06","2022-06-06","2022-04-21","2022-04-11","2022-04-11","2021-12-28","2021-12-17","2021-12-15","2021-12-01","2021-11-26","2021-11-26","2021-10-26","2021-09-28","2021-09-22","2021-09-15","2021-07-12","2021-06-01","2021-06-01","2021-05-25","2021-05-23","2021-04-29","2021-04-22","2021-04-06","2021-03-24","2021-02-22","2021-02-03","2021-01-05","2021-01-02","2020-10-14","2020-10-14","2020-09-21","2020-07-22","2020-07-19","2020-07-02","2020-06-30","2020-06-22","2020-06-13","2020-05-28","2020-05-26","2020-04-27","2020-04-15","2020-03-11","2020-02-28","2020-02-18","2020-02-18","2020-01-07","2019-12-03","2019-10-10","2019-09-09","2019-04-11","2019-04-06","2019-03-25","2019-03-12","2019-03-03","2019-02-16","2019-01-22","2018-12-22","2018-12-22","2018-12-16","2018-12-03","2018-12-03","2018-11-18","2018-10-11","2018-09-23","2018-09-17","2018-09-17","2018-09-16","2018-07-14","2018-05-30","2018-05-24","2018-02-21","2017-11-28","2017-11-20","2017-10-26","2017-10-21","2017-10-16","2017-08-22","2017-07-30","2017-07-23","2017-06-05","2017-05-06","2017-03-21","2017-03-19","2017-03-10","2017-02-28","2017-02-07","2016-11-02","2016-10-25","2016-10-07","2016-10-07","2016-09-23","2016-09-10","2016-03-31","2016-02-29","2016-02-26","2016-02-26","2016-02-12","2016-01-08","2015-12-22","2015-12-17","2015-10-07","2015-08-29","2015-08-05","2015-07-14","2015-07-07","2015-06-10","2015-01-20","2014-12-03","2014-02-19","2014-01-14"]],"container":"<table class=\"display\">\n  <thead>\n    <tr>\n      <th> <\/th>\n      <th>project<\/th>\n      <th>section<\/th>\n      <th>last_commit<\/th>\n    <\/tr>\n  <\/thead>\n<\/table>","options":{"pageLength":50,"columnDefs":[{"orderable":false,"targets":0},{"name":" ","targets":0},{"name":"project","targets":1},{"name":"section","targets":2},{"name":"last_commit","targets":3}],"order":[],"autoWidth":false,"orderClasses":false}},"evals":[],"jsHooks":[]}</script>
+<div class="datatables html-widget html-fill-item" id="htmlwidget-a60bac3af3c08ead0610" style="width:100%;height:auto;"></div>
+<script type="application/json" data-for="htmlwidget-a60bac3af3c08ead0610">{"x":{"filter":"none","vertical":false,"data":[["1","2","3","4","5","6","7","8","9","10","11","12","13","14","15","16","17","18","19","20","21","22","23","24","25","26","27","28","29","30","31","32","33","34","35","36","37","38","39","40","41","42","43","44","45","46","47","48","49","50","51","52","53","54","55","56","57","58","59","60","61","62","63","64","65","66","67","68","69","70","71","72","73","74","75","76","77","78","79","80","81","82","83","84","85","86","87","88","89","90","91","92","93","94","95","96","97","98","99","100","101","102","103","104","105","106","107","108","109","110","111","112","113","114","115","116","117","118","119","120","121","122","123","124","125","126","127","128","129","130","131","132","133","134","135","136","137","138","139","140","141","142","143","144","145","146","147","148","149","150","151","152","153","154","155","156","157","158","159","160","161","162","163","164","165","166","167","168","169","170","171","172","173","174","175","176","177","178","179","180","181","182","183","184","185","186","187","188","189","190","191","192","193","194","195","196","197","198","199","200","201","202","203","204","205","206","207","208","209","210","211","212","213","214","215","216","217","218","219","220","221","222","223","224","225","226","227","228","229","230","231","232","233","234","235","236","237","238","239","240","241","242","243","244","245","246","247","248","249","250","251","252","253","254","255","256","257","258","259","260","261","262","263","264","265","266","267","268","269","270","271","272","273","274","275","276","277","278","279","280","281","282","283","284","285","286","287","288","289","290","291","292","293","294","295","296","297","298","299","300","301","302","303","304","305","306","307","308","309","310","311","312","313","314","315","316","317","318","319","320","321","322","323","324","325","326","327","328","329","330","331","332","333","334","335","336","337","338","339","340","341","342"],["<a href='https://github.com/man-group/ArcticDB'>ArcticDB<\/a>","<a href='https://github.com/OpenBB-finance/OpenBBTerminal'>OpenBB Terminal<\/a>","<a href='https://github.com/skfolio/skfolio'>skfolio<\/a>","<a href='https://github.com/freqtrade/freqtrade'>freqtrade<\/a>","<a href='https://github.com/QuantConnect/Lean'>Lean<\/a>","<a href='https://github.com/robcarver17/pysystemtrade'>pysystemtrade<\/a>","<a href='https://github.com/nautechsystems/nautilus_trader'>nautilus_trader<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/gerrymanoim/exchange_calendars'>exchange_calendars<\/a>","<a href='https://github.com/jindaxiang/akshare'>akshare<\/a>","<a href='https://github.com/ta4j/ta4j'>ta4j<\/a>","<a href='https://github.com/ccxt/ccxt'>ccxt<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/rburkholder/trade-frame'>TradeFrame<\/a>","<a href='https://github.com/fasiondog/hikyuu'>Hikyuu<\/a>","<a href='https://github.com/lballabio/QuantLib'>QuantLib<\/a>","<a href='https://github.com/QuantConnect/Lean'>QuantConnect<\/a>","<a href='https://github.com/StockSharp/StockSharp'>StockSharp<\/a>","<a href='https://github.com/barter-rs/barter-rs'>Barter<\/a>","<a href='https://github.com/Fincept-Corporation/FinceptTerminal'>Fincept Terminal<\/a>","<a href='https://github.com/goldmansachs/gs-quant'>gs-quant<\/a>","<a href='https://github.com/jesse-ai/jesse'>jesse<\/a>","<a href='https://github.com/bashtage/arch'>ARCH<\/a>","<a href='https://github.com/ghostfolio/ghostfolio'>Ghostfolio<\/a>","<a href='https://github.com/coding-kitties/investing-algorithm-framework'>Investing algorithm framework<\/a>","<a href='https://github.com/asavinov/intelligent-trading-bot'>Intelligent Trading Bot<\/a>","<a href='https://github.com/JerBouma/FinanceDatabase'>FinanceDatabase<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot'>OctoBot<\/a>","<a href='https://github.com/fortitudo-tech/fortitudo.tech'>fortitudo.tech<\/a>","<a href='https://github.com/john-friedman/datamule-python'>datamule-python<\/a>","<a href='https://github.com/Rdatatable/data.table'>data.table<\/a>","<a href='https://github.com/auto-differentiation/xad'>XAD<\/a>","<a href='https://github.com/nkaz001/hftbacktest'>hftbacktest<\/a>","<a href='https://github.com/polygon-io/client-python'>polygon.io<\/a>","<a href='https://github.com/Nnamdi-sys/finalytics'>finalytics<\/a>","<a href='https://github.com/quarkfin/qf-lib'>qf-lib<\/a>","<a href='https://github.com/ArturSepp/QuantInvestStrats'>QuantInvestStrats<\/a>","<a href='https://github.com/yutiansut/quantaxis'>QUANTAXIS<\/a>","<a href='https://github.com/domokane/FinancePy'>FinancePy<\/a>","<a href='https://github.com/eddelbuettel/td'>td<\/a>","<a href='https://github.com/AI4Finance-LLC/FinRL-Library'>FinRL-Library<\/a>","<a href='https://github.com/pmorissette/ffn'>ffn<\/a>","<a href='https://github.com/pmorissette/bt'>bt<\/a>","<a href='https://github.com/maread99/market_prices'>market-prices<\/a>","<a href='https://github.com/maread99/market_analy'>market-analy<\/a>","<a href='https://github.com/femtotrader/IncTA.jl'>IncTA.jl<\/a>","<a href='https://github.com/edtechre/pybroker'>PyBroker<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Cpp'>QuantLibRisks<\/a>","<a href='https://github.com/cinar/indicator'>IndicatorGo<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/eddelbuettel/rquantlib'>RQuantLib<\/a>","<a href='https://github.com/ricequant/rqalpha'>rqalpha<\/a>","<a href='https://github.com/zvtvz/zvt'>zvt<\/a>","<a href='https://github.com/yellowbean/AbsBox'>AbsBox<\/a>","<a href='https://github.com/polakowo/vectorbt'>vectorbt<\/a>","<a href='https://github.com/ranaroussi/yfinance'>yfinance<\/a>","<a href='https://github.com/facebook/prophet'>Facebook Prophet<\/a>","<a href='https://github.com/tradingstrategy-ai/getting-started'>Trading Strategy<\/a>","<a href='https://github.com/microsoft/qlib'>Qlib<\/a>","<a href='https://github.com/ssantoshp/Empyrial'>Empyrial<\/a>","<a href='https://github.com/enricoschumann/NMOF'>NMOF<\/a>","<a href='https://github.com/Marigold/universal-portfolios'>universal-portfolios<\/a>","<a href='https://github.com/nardew/talipp'>talipp<\/a>","<a href='https://github.com/JuliaData/DataFrames.jl'>DataFrames.jl<\/a>","<a href='https://github.com/timkpaine/aat'>aat<\/a>","<a href='https://github.com/oliviermilla/Lucky.jl'>Lucky.jl<\/a>","<a href='https://github.com/lit26/finvizfinance'>finvizfinance<\/a>","<a href='https://github.com/jgatheral/RoughVolatilityWorkshop'>RoughVolatilityWorkshop<\/a>","<a href='https://github.com/ranaroussi/quantstats'>quantstats<\/a>","<a href='https://github.com/mrjbq7/ta-lib'>TA-Lib<\/a>","<a href='https://github.com/JuliaStats/TimeSeries.jl'>TimeSeries.jl<\/a>","<a href='https://github.com/gbeced/basana'>basana<\/a>","<a href='https://github.com/PythonCharmers/QuantFinance'>QuantFinance<\/a>","<a href='https://github.com/avhz/RustQuant'>RustQuant<\/a>","<a href='https://github.com/rsheftel/pandas_market_calendars'>pandas_market_calendars<\/a>","<a href='https://github.com/alexiosg/rmgarch'>rmgarch<\/a>","<a href='https://github.com/blue-yonder/tsfresh'>tsfresh<\/a>","<a href='https://github.com/business-science/timetk'>timetk<\/a>","<a href='https://github.com/business-science/tidyquant'>tidyquant<\/a>","<a href='https://github.com/FinanceData/FinanceDataReader'>FinanceDataReader<\/a>","<a href='https://github.com/ScottfreeLLC/AlphaPy'>AlphaPy<\/a>","<a href='https://github.com/MathisWellmann/sliding_features-rs'>SlidingFeatures<\/a>","<a href='https://github.com/braverock/PerformanceAnalytics'>PerformanceAnalytics<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/enthought/pyql'>PyQL<\/a>","<a href='https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models'>Autoencoder-Asset-Pricing-Models<\/a>","<a href='https://github.com/awslabs/gluon-ts'>gluon-ts<\/a>","<a href='https://github.com/matthiasgomolka/simfinapi'>simfinapi<\/a>","<a href='https://github.com/attack68/rateslib'>rateslib<\/a>","<a href='https://github.com/JustinMShea/ExpectedReturns'>Expected Returns<\/a>","<a href='https://github.com/stefan-jansen/zipline-reloaded'>zipline-reloaded<\/a>","<a href='https://github.com/dcajasn/Riskfolio-Lib'>Riskfolio-Lib<\/a>","<a href='https://github.com/joshuaulrich/xts'>xts<\/a>","<a href='https://github.com/ropensci/rb3'>rb3<\/a>","<a href='https://github.com/amaggiulli/qlnet'>QLNet<\/a>","<a href='https://github.com/man-group/dtale'>D-Tale<\/a>","<a href='https://github.com/stefan-jansen/empyrical-reloaded'>empyrical-reloaded<\/a>","<a href='https://github.com/RomelTorres/alpha_vantage'>alpha_vantage<\/a>","<a href='https://github.com/cuemacro/findatapy'>findatapy<\/a>","<a href='https://github.com/MathisWellmann/trade_aggregation-rs'>TradeAggregation<\/a>","<a href='https://github.com/felixfan/FinCal'>FinCal<\/a>","<a href='https://github.com/akashaero/Intrinsic-Value-Calculator'>Intrinsic-Value-Calculator<\/a>","<a href='https://github.com/hydrosquall/tiingo-python'>tiingo<\/a>","<a href='https://github.com/tidy-finance/r-tidyfinance'>tidyfinance<\/a>","<a href='https://github.com/vnpy/vnpy'>vnpy<\/a>","<a href='https://github.com/alexiosg/rugarch'>rugarch<\/a>","<a href='https://github.com/python-excel/xlrd'>xlrd<\/a>","<a href='https://github.com/Drakkar-Software/OctoBot-Script'>OctoBot Script<\/a>","<a href='https://github.com/MathisWellmann/lfest-rs'>LFEST<\/a>","<a href='https://github.com/yhilpisch/py4fi2nd'>py4fi2nd<\/a>","<a href='https://github.com/stefan-jansen/pyfolio-reloaded'>pyfolio-reloaded<\/a>","<a href='https://github.com/stefan-jansen/alphalens-reloaded'>alphalens-reloaded<\/a>","<a href='https://github.com/msperlin/GetTDData'>GetTDData<\/a>","<a href='https://github.com/dpguthrie/yahooquery'>yahooquery<\/a>","<a href='https://github.com/crypto-lake/lake-api'>lake-api<\/a>","<a href='https://github.com/joshuaulrich/TTR'>TTR<\/a>","<a href='https://github.com/dedwards25/Python_Option_Pricing'>Python_Option_Pricing<\/a>","<a href='https://github.com/fja05680/pinkfish'>pinkfish<\/a>","<a href='https://github.com/shashankvemuri/Finance'>Finance<\/a>","<a href='https://github.com/braverock/PortfolioAnalytics'>PortfolioAnalytics<\/a>","<a href='https://github.com/wilsonfreitas/R-fixedincome'>R-fixedincome<\/a>","<a href='https://github.com/kieran-mackle/AutoTrader'>AutoTrader<\/a>","<a href='https://github.com/LastAncientOne/Stock_Analysis_For_Quant'>Stock_Analysis_For_Quant<\/a>","<a href='https://github.com/highfestiva/finplot'>finplot<\/a>","<a href='https://github.com/mr-easy/streaming_indicators'>streaming_indicators<\/a>","<a href='https://github.com/wilsonfreitas/python-bcb'>python-bcb<\/a>","<a href='https://github.com/JuliaQuant/MarketData.jl'>MarketData.jl<\/a>","<a href='https://github.com/Heerozh/spectre'>Spectre<\/a>","<a href='https://github.com/LechGrzelak/QuantFinanceBook'>QuantFinanceBook<\/a>","<a href='https://github.com/yhilpisch/dx'>dx<\/a>","<a href='https://github.com/pydata/pandas-datareader'>pandas-datareader<\/a>","<a href='https://github.com/ymyke/pypme'>pypme<\/a>","<a href='https://github.com/Rblp/Rblpapi'>Rblpapi<\/a>","<a href='https://github.com/focus1691/orderflow'>orderflow<\/a>","<a href='https://github.com/jensnesten/rust_bt'>rust_bt<\/a>","<a href='https://github.com/google/tf-quant-finance'>tf-quant-finance<\/a>","<a href='https://github.com/ymyke/tessa'>tessa<\/a>","<a href='https://github.com/cuemacro/finmarketpy'>finmarketpy<\/a>","<a href='https://github.com/femtotrader/TimeFrames.jl'>TimeFrames.jl<\/a>","<a href='https://github.com/davidastephens/pandas-finance'>pandas-finance<\/a>","<a href='https://github.com/jkirkby3/fypy'>fypy<\/a>","<a href='https://github.com/cinar/indicatorts'>IndicatorTS<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/jrmeier/fast-trade'>fast-trade<\/a>","<a href='https://github.com/rafa-rod/pytrendseries'>pytrendseries<\/a>","<a href='https://github.com/emoen/Machine-Learning-for-Asset-Managers'>Machine-Learning-for-Asset-Managers<\/a>","<a href='https://github.com/theOGognf/finagg'>finagg<\/a>","<a href='https://github.com/wilsonfreitas/R-bizdays'>bizdays<\/a>","<a href='https://github.com/wilsonfreitas/python-bizdays'>bizdays<\/a>","<a href='https://github.com/lsbardel/ccy'>ccy<\/a>","<a href='https://github.com/Blankly-Finance/Blankly'>Blankly<\/a>","<a href='https://github.com/matthewgilbert/pdblp'>pdblp<\/a>","<a href='https://github.com/braverock/blotter'>blotter<\/a>","<a href='https://github.com/braverock/FactorAnalytics'>FactorAnalytics<\/a>","<a href='https://github.com/bbcho/risktools-dev'>risktools<\/a>","<a href='https://github.com/fremantle-capital/tai'>Tai<\/a>","<a href='https://github.com/Boulder-Investment-Technologies/lppls'>lppls<\/a>","<a href='https://github.com/tardis-dev/tardis-python'>tardis-python<\/a>","<a href='https://github.com/business-science/tibbletime'>tibbletime<\/a>","<a href='https://github.com/robertmartin8/PyPortfolioOpt'>PyPortfolioOpt<\/a>","<a href='https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab'>PROJ_Option_Pricing_Matlab<\/a>","<a href='https://github.com/alkaline-ml/pmdarima'>pmdarima<\/a>","<a href='https://github.com/jasonstrimpel/volatility-trading'>volatility-trading<\/a>","<a href='https://github.com/cerlymarco/MEDIUM_NoteBook'>MEDIUM_NoteBook<\/a>","<a href='https://github.com/boyboi86/AFML'>AFML<\/a>","<a href='https://github.com/financialnoob/misc'>financialnoob-misc<\/a>","<a href='https://github.com/dgerlanc/portfolio'>portfolio<\/a>","<a href='https://github.com/quantrocket-llc/moonshot'>moonshot<\/a>","<a href='https://github.com/KVignesh122/AssetNewsSentimentAnalyzer'>Asset News Sentiment Analyzer<\/a>","<a href='https://github.com/mhallsmoore/qstrader'>QSTrader<\/a>","<a href='https://github.com/xKDR/TSFrames.jl'>TSFrames.jl<\/a>","<a href='https://github.com/alexgolec/tda-api'>tda-api<\/a>","<a href='https://github.com/functime-org/functime'>functime<\/a>","<a href='https://github.com/gnzsnz/jupyter-quant'>Jupyter Quant<\/a>","<a href='https://github.com/dppalomar/riskparity.py'>riskparity.py<\/a>","<a href='https://github.com/auto-differentiation/xad-py'>XAD<\/a>","<a href='https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization'>Statistical-Learning-based-Portfolio-Optimization<\/a>","<a href='https://github.com/bsdz/yabte'>YABTE<\/a>","<a href='https://github.com/CompendiumFi/PENDAX-SDK'>PENDAX<\/a>","<a href='https://github.com/deltaray-io/strategy-library'>MesoSim Options Trading Strategy Library<\/a>","<a href='https://github.com/auto-differentiation/QuantLib-Risks-Py'>QuantLibRisks<\/a>","<a href='https://github.com/matplotlib/mplfinance'>mplfinance<\/a>","<a href='https://github.com/mcdallas/wallstreet'>wallstreet<\/a>","<a href='https://github.com/LechGrzelak/Computational-Finance-Course'>Computational-Finance-Course<\/a>","<a href='https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock'>Deep Learning Machine Learning Stock<\/a>","<a href='https://github.com/JoaoJungblut/QuantFinanceTraining'>QuantFinanceTraining<\/a>","<a href='https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering'>Technical Analysis and Feature Engineering<\/a>","<a href='https://github.com/timkpaine/pyEX'>pyEX<\/a>","<a href='https://github.com/bbcho/finoptions-dev'>finoptions<\/a>","<a href='https://github.com/jankrepl/deepdow'>DeepDow<\/a>","<a href='https://github.com/wilsonfreitas/rbcb'>rbcb<\/a>","<a href='https://github.com/alpacahq/alpaca-trade-api-python'>alpaca-trade-api<\/a>","<a href='https://github.com/TomasKoutek/pystlouisfed'>pystlouisfed<\/a>","<a href='https://github.com/alpha-miner/Finance-Python'>Finance-Python<\/a>","<a href='https://github.com/JuliaComputing/Miletus.jl'>Miletus.jl<\/a>","<a href='https://github.com/jpmorganchase/python-training'>python-training<\/a>","<a href='https://github.com/cerlymarco/tsmoothie'>tsmoothie<\/a>","<a href='https://github.com/lingyixu/Quant-Finance-With-Python-Code'>Quant-Finance-With-Python-Code<\/a>","<a href='https://github.com/abbass2/pyqstrat'>pyqstrat<\/a>","<a href='https://github.com/bukosabino/ta'>ta<\/a>","<a href='https://github.com/jmrichardson/tuneta'>TuneTA<\/a>","<a href='https://github.com/yhilpisch/aiif'>aiif<\/a>","<a href='https://github.com/yhilpisch/py4at'>py4at<\/a>","<a href='https://github.com/enzoampil/fastquant'>fastquant<\/a>","<a href='https://github.com/braverock/quantstrat'>quantstrat<\/a>","<a href='https://github.com/fmilthaler/FinQuant'>FinQuant<\/a>","<a href='https://github.com/ysaporito/modelos_vol_derivativos'>modelos_vol_derivativos<\/a>","<a href='https://github.com/dppalomar/sparseIndexTracking'>sparseIndexTracking<\/a>","<a href='https://github.com/barnumbirr/coinmarketcap'>coinmarketcap<\/a>","<a href='https://github.com/backtrader/backtrader'>backtrader<\/a>","<a href='https://github.com/RomanMichaelPaolucci/Q-Fin'>Q-Fin<\/a>","<a href='https://github.com/vollib/vollib'>vollib<\/a>","<a href='https://github.com/NVentimiglia/TDAmeritrade.DotNetCore'>TDAmeritrade.DotNetCore<\/a>","<a href='https://github.com/gbeced/pyalgotrade'>pyalgotrade<\/a>","<a href='https://github.com/stefan-jansen/machine-learning-for-trading'>machine-learning-for-trading<\/a>","<a href='https://github.com/dr-leo/pandaSDMX'>pandaSDMX<\/a>","<a href='https://github.com/PacktPublishing/Python-for-Finance-Cookbook'>Python-for-Finance-Cookbook<\/a>","<a href='https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading'>Hands-On Machine Learning for Algorithmic Trading<\/a>","<a href='https://github.com/DrAshBooth/PyLOB'>PyLOB<\/a>","<a href='https://github.com/dysonance/Indicators.jl'>Indicators.jl<\/a>","<a href='https://github.com/matrix-profile-foundation/matrixprofile'>matrixprofile<\/a>","<a href='https://github.com/dbrojas/optlib'>optlib<\/a>","<a href='https://github.com/dppalomar/riskParityPortfolio'>riskParityPortfolio<\/a>","<a href='https://github.com/attack68/book_irds3'>book_irds3<\/a>","<a href='https://github.com/differential-machine-learning/notebooks'>Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine<\/a>","<a href='https://github.com/alvarobartt/investpy'>investpy<\/a>","<a href='https://github.com/MarcusRainbow/Haxcel'>Haxcel<\/a>","<a href='https://github.com/AlbertoAlmuinha/garchmodels'>garchmodels<\/a>","<a href='https://github.com/lequant40/portfolio_allocation_js'>portfolio-allocation<\/a>","<a href='https://github.com/peerchemist/finta'>finta<\/a>","<a href='https://github.com/ram-ki/101_formulaic_alphas'>101_formulaic_alphas<\/a>","<a href='https://github.com/LenkaV/CIF'>cif<\/a>","<a href='https://github.com/fremantle-industries/workbench'>Workbench<\/a>","<a href='https://github.com/fremantle-industries/prop'>Prop<\/a>","<a href='https://github.com/ynouri/pysabr'>pysabr<\/a>","<a href='https://github.com/alpacahq/pylivetrader'>pylivetrader<\/a>","<a href='https://github.com/alpacahq/pipeline-live'>pipeline-live<\/a>","<a href='https://github.com/dysonance/Temporal.jl'>Temporal.jl<\/a>","<a href='https://github.com/firmai/machine-learning-asset-management'>Machine Learning Asset Management<\/a>","<a href='https://github.com/lukaszbanasiak/yahoo-finance'>yahoo-finance<\/a>","<a href='https://github.com/hudson-and-thames/mlfinlab'>mlfinlab<\/a>","<a href='https://github.com/MarcusRainbow/Ffinar'>Ffinar<\/a>","<a href='https://github.com/stellar/kelp'>Kelp<\/a>","<a href='https://github.com/euclidjda/value-investing-studies'>Value Investing Studies<\/a>","<a href='https://github.com/edgararuiz/tidypredict'>tidypredict<\/a>","<a href='https://github.com/enigmampc/catalyst'>catalyst<\/a>","<a href='https://github.com/cttn/Stockex'>Stockex<\/a>","<a href='https://github.com/JuliaQuant/MarketTechnicals.jl'>MarketTechnicals.jl<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/chrisconlan/algorithmic-trading-with-python'>algorithmic-trading-with-python<\/a>","<a href='https://github.com/Finance-Hub/FinanceHub'>FinanceHub<\/a>","<a href='https://github.com/quantsbin/Quantsbin'>Quantsbin<\/a>","<a href='https://github.com/yahoofinancelive/yliveticker'>yliveticker<\/a>","<a href='https://github.com/ajhpark/ib_nope'>ib_nope<\/a>","<a href='https://github.com/dysonance/Strategems.jl'>Strategems.jl<\/a>","<a href='https://github.com/ranaroussi/qtpylib'>qtpylib<\/a>","<a href='https://github.com/yhilpisch/dawp'>dawp<\/a>","<a href='https://github.com/GriffinAustin/pynance'>pynance<\/a>","<a href='https://github.com/huseinzol05/Stock-Prediction-Models'>Stock-Prediction-Models<\/a>","<a href='https://github.com/addisonlynch/iexfinance'>iexfinance<\/a>","<a href='https://github.com/quantopian/zipline'>zipline<\/a>","<a href='https://github.com/quantopian/empyrical'>empyrical<\/a>","<a href='https://github.com/tradytics/eiten'>Eiten<\/a>","<a href='https://github.com/robcarver17/systematictradingexamples'>systematictradingexamples<\/a>","<a href='https://github.com/foolcage/fooltrader'>fooltrader<\/a>","<a href='https://github.com/LongOnly/Quantitative-Notebooks'>Quantitative-Notebooks<\/a>","<a href='https://github.com/msperlin/GetHFData'>GetHFData<\/a>","<a href='https://github.com/datawrestler/after-hours'>after-hours<\/a>","<a href='https://github.com/mfrdixon/ML_Finance_Codes'>ML_Finance_Codes<\/a>","<a href='https://github.com/MarcusRainbow/QuantMath'>QuantMath<\/a>","<a href='https://github.com/Karthik005/yfinanceapi'>yfinanceapi<\/a>","<a href='https://github.com/quantopian/alphalens'>alphalens<\/a>","<a href='https://github.com/rainx/pytdx'>pytdx<\/a>","<a href='https://github.com/mementum/bta-lib'>bta-lib<\/a>","<a href='https://github.com/quantopian/pyfolio'>pyfolio<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/pazzo83/QuantLib.jl'>QuantLib.jl<\/a>","<a href='https://github.com/ran404/bbgbridge'>bbgbridge<\/a>","<a href='https://github.com/imanuelcostigan/fmbasics'>fmbasics<\/a>","<a href='https://github.com/econdb/inquisitor'>inquisitor<\/a>","<a href='https://github.com/ematvey/pybacktest'>pybacktest<\/a>","<a href='https://github.com/cirla/tulipy'>Tulipy<\/a>","<a href='https://github.com/boundedvariation/quantfin'>quantfin<\/a>","<a href='https://github.com/dppalomar/covFactorModel'>covFactorModel<\/a>","<a href='https://github.com/constverum/Quantdom'>Quantdom<\/a>","<a href='https://github.com/jeffrey-liang/quantitative'>quantitative<\/a>","<a href='https://github.com/deltaray-io/kelly-criterion'>Kelly-Criterion<\/a>","<a href='https://github.com/unageanu/jiji2'>Jiji<\/a>","<a href='https://github.com/avelkoski/FRB'>FRB<\/a>","<a href='https://github.com/dppalomar/sparseEigen'>sparseEigen<\/a>","<a href='https://github.com/RJT1990/pyflux'>PyFlux<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/rsvp/fecon235'>fecon235<\/a>","<a href='https://github.com/mgroncki/IPythonScripts'>IPythonScripts<\/a>","<a href='https://github.com/ebradyjobory/finance.js'>finance.js<\/a>","<a href='https://github.com/hongtaocai/googlefinance'>googlefinance<\/a>","<a href='https://github.com/quantrocket-llc/zipline-extensions'>zipline-extensions<\/a>","<a href='https://github.com/ryanmccrickerd/rough_bergomi'>rough_bergomi<\/a>","<a href='https://github.com/python-excel/xlwt'>xlwt<\/a>","<a href='https://github.com/federicomariamassari/willowtree'>willowtree<\/a>","<a href='https://github.com/femtotrader/pandas_talib'>pandas_talib<\/a>","<a href='https://github.com/ryanmccrickerd/frh-fx'>frh-fx<\/a>","<a href='https://github.com/robcarver17/pysystemtrade_examples'>pysystemtrade_examples<\/a>","<a href='https://github.com/jsmidt/QuantPy'>QuantPy<\/a>","<a href='https://github.com/federicomariamassari/financial-engineering'>financial-engineering<\/a>","<a href='https://github.com/johnbywater/quantdsl'>quantdsl<\/a>","<a href='https://github.com/MarcosCarreira/DermanPapers'>Derman Papers<\/a>","<a href='https://github.com/metaperl/binary-martingale'>binary-martingale<\/a>","<a href='https://github.com/femtotrader/TALib.jl'>TALib.jl<\/a>","<a href='https://github.com/yutiansut/QUANTAXIS_Webkit'>QUANTAXIS_Webkit<\/a>","<a href='https://github.com/skillachie/finsymbols'>finsymbols<\/a>","<a href='https://github.com/bpsmith/tia'>tia<\/a>","<a href='https://github.com/frankcash/Scala-Quant'>Scala Quant<\/a>","<a href='https://github.com/aviks/Ito.jl'>Ito.jl<\/a>","<a href='https://github.com/achillesrasquinha/bulbea'>bulbea<\/a>","<a href='https://github.com/cgoldberg/ystockquote'>ystockquote<\/a>","<a href='https://github.com/wegamekinglc/VisualPortfolio'>VisualPortfolio<\/a>","<a href='https://github.com/edouardpoitras/NowTrade'>NowTrade<\/a>","<a href='https://github.com/quantmind/dynts'>dynts<\/a>","<a href='https://github.com/jangorecki/Rbitcoin'>Rbitcoin<\/a>","<a href='https://github.com/QuantSoftware/QuantSoftwareToolkit'>QuantSoftware Toolkit<\/a>","<a href='https://github.com/innes213/pyhoofinance'>pyhoofinance<\/a>","<a href='https://github.com/thalesians/pythalesians'>pythalesians<\/a>","<a href='https://github.com/ZachLiuGIS/stock_extractor'>stock_extractor<\/a>","<a href='https://github.com/joequant/algobroker'>algobroker<\/a>","<a href='https://github.com/jealous/cn_stock_src'>cn_stock_src<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/frgomes/jquantlib'>JQuantLib<\/a>","<a href='https://github.com/nickelkr/yfi'>yfi<\/a>","<a href='https://github.com/jamescnowell/ticks'>ticks<\/a>","<a href='https://github.com/llazzaro/analyzer'>analyzer<\/a>","<a href='https://github.com/taylorizing/options.studies'>options.studies<\/a>","<a href='https://github.com/lsgro/quantcomponents'>quantcomponents<\/a>","<a href='https://github.com/slawek87/yql-finance'>yql-finance<\/a>","<a href='https://github.com/blenezet/credule'>credule<\/a>","<a href='https://github.com/paulperry/quant'>quant<\/a>","<a href='https://github.com/akarat/exchange'>exchange<\/a>","<a href='https://github.com/benjaminmgross/visualize-wealth'>visualize-wealth<\/a>","<a href='https://github.com/bpsmith/pybbg'>pybbg<\/a>","<a href='https://github.com/opendoor-labs/pyfin'>pyfin<\/a>","<a href='https://github.com/artyyouth/r-quant'>r-quant<\/a>","<a href='https://github.com/choucrifahed/quantscale'>QuantScale<\/a>"],["Python > Numerical Libraries & Data Structures","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Calendars","Python > Data Sources","Java","JavaScript","CPP","CPP","CPP","Frameworks","CSharp","CSharp","Rust","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Time Series","JavaScript","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Python > Data Sources","R > Numerical Libraries & Data Structures","CPP","Python > Trading & Backtesting","Python > Data Sources","Rust","Python > Trading & Backtesting","Python > Visualization","Matlab > FrameWorks","Python > Financial Instruments and Pricing","R > Data Sources","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Visualization","Julia","Python > Trading & Backtesting","CPP","Golang","R > Financial Instruments and Pricing","Frameworks","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Time Series","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Indicators","Julia","Python > Trading & Backtesting","Julia","Python > Visualization","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Rust","Python > Calendars","R > Time Series","Python > Time Series","R > Time Series","R > Time Series","Python > Data Sources","Python > Trading & Backtesting","Rust","R > Risk Analysis","Python > Financial Instruments and Pricing","Frameworks","Reproducing Works, Training & Books","Python > Time Series","R > Data Sources","Python > Financial Instruments and Pricing","R > Factor Analysis","Python > Trading & Backtesting","Python > Risk Analysis","R > Numerical Libraries & Data Structures","R > Data Sources","Frameworks","Python > Visualization","Python > Risk Analysis","Python > Data Sources","Python > Data Sources","Rust","R > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Data Sources","R > Data Sources","Python > Trading & Backtesting","R > Time Series","Python > Excel Integration","Python > Trading & Backtesting","Rust","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Factor Analysis","R > Data Sources","Python > Data Sources","Python > Data Sources","R > Trading","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Visualization","Python > Indicators","Python > Data Sources","Julia","Python > Factor Analysis","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Python > Financial Instruments and Pricing","R > Data Sources","JavaScript","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Julia","Python > Data Sources","Python > Financial Instruments and Pricing","JavaScript","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Data Sources","R > Calendars","Python > Calendars","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","R > Trading","R > Factor Analysis","Python > Risk Analysis","Elixir/Erlang","Python > Indicators","Python > Data Sources","R > Time Series","Python > Trading & Backtesting","Matlab > FrameWorks","Python > Time Series","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Sentiment Analysis","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Python > Time Series","Python > Quant Research Environment","Python > Trading & Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","Python > Trading & Backtesting","JavaScript","Reproducing Works, Training & Books","Python > Risk Analysis","Python > Visualization","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","R > Data Sources","Python > Data Sources","Python > Data Sources","Python > Financial Instruments and Pricing","Julia","Reproducing Works, Training & Books","Python > Time Series","Reproducing Works, Training & Books","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Trading & Backtesting","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","R > Backtesting","Python > Risk Analysis","Reproducing Works, Training & Books","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","CSharp","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Data Sources","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Trading & Backtesting","Julia","R > Time Series","Python > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Data Sources","Haskell","R > Time Series","JavaScript","Python > Indicators","Reproducing Works, Training & Books","Python > Data Sources","Elixir/Erlang","Elixir/Erlang","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Julia","Reproducing Works, Training & Books","Python > Data Sources","Python > Trading & Backtesting","Haskell","Golang","Reproducing Works, Training & Books","R > Time Series","Python > Trading & Backtesting","Python > Data Sources","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Julia","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Trading & Backtesting","Reproducing Works, Training & Books","R > Data Sources","Python > Data Sources","Reproducing Works, Training & Books","Rust","Python > Data Sources","Python > Factor Analysis","Python > Data Sources","Python > Trading & Backtesting","Python > Risk Analysis","Julia","Frameworks","Python > Data Sources","R > Financial Instruments and Pricing","Python > Data Sources","Python > Trading & Backtesting","Python > Indicators","Haskell","R > Financial Instruments and Pricing","Python > Trading & Backtesting","Python > Trading & Backtesting","Python > Financial Instruments and Pricing","Ruby","Python > Data Sources","R > Numerical Libraries & Data Structures","Python > Time Series","Python > Risk Analysis","Reproducing Works, Training & Books","Reproducing Works, Training & Books","JavaScript","Python > Data Sources","Python > Trading & Backtesting","Reproducing Works, Training & Books","Python > Excel Integration","Python > Financial Instruments and Pricing","Python > Indicators","Reproducing Works, Training & Books","Reproducing Works, Training & Books","Python > Financial Instruments and Pricing","Python > Financial Instruments and Pricing","Python > Numerical Libraries & Data Structures","Reproducing Works, Training & Books","Python > Trading & Backtesting","Julia","JavaScript > Data Visualization","Python > Data Sources","Python > Financial Instruments and Pricing","Scala","Julia","Python > Trading & Backtesting","Python > Data Sources","Python > Risk Analysis","Python > Trading & Backtesting","Python > Time Series","R > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Python > Trading & Backtesting","Python > Data Sources","Java","Frameworks","Python > Data Sources","Python > Data Sources","Python > Trading & Backtesting","R > Financial Instruments and Pricing","Java","Python > Data Sources","R > Financial Instruments and Pricing","Reproducing Works, Training & Books","Python > Data Sources","Python > Risk Analysis","Python > Data Sources","Python > Financial Instruments and Pricing","R > Financial Instruments and Pricing","Scala"],["2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-14","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-13","2025-10-12","2025-10-12","2025-10-12","2025-10-11","2025-10-10","2025-10-10","2025-10-09","2025-10-09","2025-10-07","2025-10-07","2025-10-07","2025-10-06","2025-10-06","2025-10-06","2025-10-05","2025-10-04","2025-10-03","2025-10-02","2025-10-02","2025-10-02","2025-10-02","2025-10-02","2025-10-01","2025-09-28","2025-09-27","2025-09-25","2025-09-25","2025-09-24","2025-09-21","2025-09-19","2025-09-18","2025-09-18","2025-09-17","2025-09-16","2025-09-15","2025-09-14","2025-09-12","2025-09-11","2025-09-09","2025-09-09","2025-09-08","2025-09-08","2025-09-06","2025-09-06","2025-09-05","2025-09-04","2025-09-04","2025-09-02","2025-09-02","2025-09-01","2025-08-31","2025-08-31","2025-08-30","2025-08-29","2025-08-28","2025-08-27","2025-08-24","2025-08-24","2025-08-21","2025-08-20","2025-08-20","2025-08-17","2025-08-14","2025-08-13","2025-08-12","2025-08-12","2025-08-06","2025-08-05","2025-08-04","2025-08-04","2025-07-31","2025-07-30","2025-07-29","2025-07-27","2025-07-15","2025-07-08","2025-07-07","2025-07-02","2025-06-22","2025-06-18","2025-06-17","2025-06-16","2025-06-14","2025-06-09","2025-06-08","2025-06-06","2025-06-02","2025-06-02","2025-05-19","2025-05-15","2025-05-15","2025-05-13","2025-05-13","2025-05-12","2025-05-12","2025-05-11","2025-05-10","2025-05-04","2025-05-04","2025-05-01","2025-04-27","2025-04-21","2025-04-20","2025-04-15","2025-04-14","2025-04-05","2025-04-03","2025-03-31","2025-03-31","2025-03-31","2025-03-28","2025-03-21","2025-03-14","2025-03-10","2025-03-09","2025-03-07","2025-02-27","2025-02-26","2025-02-21","2025-02-21","2025-02-06","2025-01-29","2025-01-13","2025-01-08","2025-01-05","2024-12-31","2024-12-30","2024-12-14","2024-12-13","2024-12-12","2024-12-07","2024-12-06","2024-12-05","2024-12-05","2024-12-03","2024-12-01","2024-11-19","2024-11-07","2024-10-21","2024-09-22","2024-09-05","2024-08-26","2024-08-19","2024-08-14","2024-07-27","2024-06-24","2024-06-18","2024-06-16","2024-06-15","2024-06-14","2024-05-27","2024-05-21","2024-05-14","2024-05-11","2024-05-09","2024-04-06","2024-04-04","2024-04-02","2024-03-09","2024-03-01","2024-03-01","2024-02-20","2024-02-16","2024-02-05","2024-02-01","2024-01-24","2024-01-23","2024-01-12","2024-01-09","2024-01-01","2023-12-07","2023-11-27","2023-11-23","2023-11-16","2023-11-05","2023-11-02","2023-10-13","2023-10-09","2023-10-09","2023-09-15","2023-09-14","2023-09-03","2023-08-19","2023-05-28","2023-05-23","2023-04-19","2023-04-07","2023-04-01","2023-03-10","2023-03-05","2023-03-05","2023-02-25","2023-01-18","2023-01-18","2023-01-01","2022-12-06","2022-11-25","2022-11-18","2022-11-15","2022-10-29","2022-10-05","2022-10-02","2022-09-13","2022-08-11","2022-08-11","2022-07-24","2022-07-11","2022-06-18","2022-06-06","2022-06-06","2022-04-21","2022-04-11","2022-04-11","2021-12-28","2021-12-17","2021-12-15","2021-12-01","2021-11-26","2021-11-26","2021-10-26","2021-09-28","2021-09-22","2021-09-15","2021-07-12","2021-06-01","2021-06-01","2021-05-25","2021-05-23","2021-04-29","2021-04-22","2021-04-06","2021-03-24","2021-02-22","2021-02-03","2021-01-05","2021-01-02","2020-10-14","2020-10-14","2020-09-21","2020-07-22","2020-07-19","2020-07-02","2020-06-30","2020-06-22","2020-06-13","2020-05-28","2020-05-26","2020-04-27","2020-04-15","2020-03-11","2020-02-28","2020-02-18","2020-02-18","2020-01-07","2019-12-03","2019-10-10","2019-09-09","2019-04-11","2019-04-06","2019-03-25","2019-03-12","2019-03-03","2019-02-16","2019-01-22","2018-12-22","2018-12-22","2018-12-16","2018-12-03","2018-12-03","2018-11-18","2018-10-11","2018-09-23","2018-09-17","2018-09-17","2018-09-16","2018-07-14","2018-05-30","2018-05-24","2018-02-21","2017-11-28","2017-11-20","2017-10-26","2017-10-21","2017-10-16","2017-08-22","2017-07-30","2017-07-23","2017-06-05","2017-05-06","2017-03-21","2017-03-19","2017-03-10","2017-02-28","2017-02-07","2016-11-02","2016-10-25","2016-10-07","2016-10-07","2016-09-23","2016-09-10","2016-03-31","2016-02-29","2016-02-26","2016-02-26","2016-02-12","2016-01-08","2015-12-22","2015-12-17","2015-10-07","2015-08-29","2015-08-05","2015-07-14","2015-07-07","2015-06-10","2015-01-20","2014-12-03","2014-02-19","2014-01-14"]],"container":"<table class=\"display\">\n  <thead>\n    <tr>\n      <th> <\/th>\n      <th>project<\/th>\n      <th>section<\/th>\n      <th>last_commit<\/th>\n    <\/tr>\n  <\/thead>\n<\/table>","options":{"pageLength":50,"columnDefs":[{"orderable":false,"targets":0},{"name":" ","targets":0},{"name":"project","targets":1},{"name":"section","targets":2},{"name":"last_commit","targets":3}],"order":[],"autoWidth":false,"orderClasses":false}},"evals":[],"jsHooks":[]}</script>
 </div>
 </figure>
 </div>