deploy: 12748262e1

index.html

@@ -150,6 +150,7 @@ ul.task-list li input[type="checkbox"] {
   </ul></li>
   <li><a href="#matlab" id="toc-matlab" class="nav-link" data-scroll-target="#matlab">Matlab</a>
   <ul class="collapse">
+  <li><a href="#alternatives" id="toc-alternatives" class="nav-link" data-scroll-target="#alternatives">Alternatives</a></li>
   <li><a href="#frameworks" id="toc-frameworks" class="nav-link" data-scroll-target="#frameworks">FrameWorks</a></li>
   </ul></li>
   <li><a href="#julia" id="toc-julia" class="nav-link" data-scroll-target="#julia">Julia</a></li>
@@ -188,7 +189,7 @@ 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">January 4, 2026</p>
+      <p class="date-modified">January 5, 2026</p>
     </div>
   </div>
     
@@ -348,6 +349,9 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/bsdz/yabte">YABTE</a> - Yet Another (Python) BackTesting Engine.</li>
 <li><a href="https://github.com/tradingstrategy-ai/getting-started">Trading Strategy</a> - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance</li>
 <li><a href="https://github.com/fasiondog/hikyuu">Hikyuu</a> - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.</li>
+<li><a href="https://github.com/jensnesten/rust_bt">rust_bt</a> - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.</li>
+<li><a href="https://github.com/GuntharDeNiro/gunbot-quant">Gunbot Quant</a> - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.</li>
+<li><a href="https://github.com/StrateQueue/StrateQueue">StrateQueue</a> - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.</li>
 </ul>
 </section>
 <section id="risk-analysis" class="level3">
@@ -370,6 +374,8 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/stefan-jansen/empyrical-reloaded">empyrical-reloaded</a> - Common financial risk and performance metrics. <a href="https://github.com/quantopian/empyrical">empyrical</a> fork.</li>
 <li><a href="https://github.com/stefan-jansen/pyfolio-reloaded">pyfolio-reloaded</a> - Portfolio and risk analytics in Python. <a href="https://github.com/quantopian/pyfolio">pyfolio</a> fork.</li>
 <li><a href="https://github.com/fortitudo-tech/fortitudo.tech">fortitudo.tech</a> - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.</li>
+<li><a href="https://github.com/husainm97/quant-lab-alpha">Quant Lab Alpha</a> — Portfolio risk decomposition and Monte Carlo simulation toolkit with factor-based modeling.</li>
+<li><a href="https://github.com/omichauhan-lgtm/quantitative-finance-tools">quantitative-finance-tools</a> - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).</li>
 </ul>
 </section>
 <section id="factor-analysis" class="level3">
@@ -419,7 +425,9 @@ ul.task-list li input[type="checkbox"] {
 <section id="data-sources" class="level3">
 <h3 class="anchored" data-anchor-id="data-sources">Data Sources</h3>
 <ul>
+<li><a href="https://stockapi.com.cn">StockAPI</a> – Free real-time Chinese stock data (REST &amp; WebSocket).</li>
 <li><a href="https://github.com/ranaroussi/yfinance">yfinance</a> - Yahoo! Finance market data downloader (+faster Pandas Datareader)</li>
+<li><a href="https://github.com/defeat-beta/defeatbeta-api">defeatbeta-api</a> - An open-source alternative to Yahoo Finance’s market data APIs with higher reliability.</li>
 <li><a href="https://github.com/cuemacro/findatapy">findatapy</a> - Python library to download market data via Bloomberg, Quandl, Yahoo etc.</li>
 <li><a href="https://github.com/hongtaocai/googlefinance">googlefinance</a> - Python module to get real-time stock data from Google Finance API.</li>
 <li><a href="https://github.com/lukaszbanasiak/yahoo-finance">yahoo-finance</a> - Python module to get stock data from Yahoo! Finance.</li>
@@ -459,7 +467,9 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/alvarobartt/investpy">investpy</a> - Financial Data Extraction from Investing.com with Python! <a href="https://investpy.readthedocs.io/" class="uri">https://investpy.readthedocs.io/</a></li>
 <li><a href="https://github.com/yahoofinancelive/yliveticker">yliveticker</a> - Live stream of market data from Yahoo Finance websocket.</li>
 <li><a href="https://github.com/ran404/bbgbridge">bbgbridge</a> - Easy to use Bloomberg Desktop API wrapper for Python.</li>
+<li><a href="https://github.com/polygon-io/client-python">polygon.io</a> - A python library for Polygon.io financial data APIs.</li>
 <li><a href="https://github.com/RomelTorres/alpha_vantage">alpha_vantage</a> - A python wrapper for Alpha Vantage API for financial data.</li>
+<li><a href="https://github.com/OilpriceAPI/python-sdk">oilpriceapi</a> - Python SDK for real-time oil and commodity prices (WTI, Brent, Urals, natural gas, coal) with OpenBB integration.</li>
 <li><a href="https://github.com/FinanceData/FinanceDataReader">FinanceDataReader</a> - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks</li>
 <li><a href="https://github.com/TomasKoutek/pystlouisfed">pystlouisfed</a> - Python client for Federal Reserve Bank of St.&nbsp;Louis API - FRED, ALFRED, GeoFRED and FRASER.</li>
 <li><a href="https://github.com/wilsonfreitas/python-bcb">python-bcb</a> - Python interface to Brazilian Central Bank web services.</li>
@@ -473,6 +483,12 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/JerBouma/FinanceDatabase">FinanceDatabase</a> - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.</li>
 <li><a href="https://github.com/tradingstrategy-ai/trading-strategy/">Trading Strategy</a> - download price data for decentralised exchanges and lending protocols (DeFi)</li>
 <li><a href="https://github.com/john-friedman/datamule-python">datamule-python</a> - A package to work with SEC data. Incorporates datamule endpoints.</li>
+<li><a href="https://earningsfeed.com/api">Earnings Feed</a> - Real-time SEC filings, insider trades, and institutional holdings API.</li>
+<li><a href="https://financialdata.net/">Financial Data</a> - Stock Market and Financial Data API.</li>
+<li><a href="https://www.developer.saxo/">SaxoOpenAPI</a> - Saxo Bank financial data API.</li>
+<li><a href="https://github.com/welcra/fsynth">fsynth</a> - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.</li>
+<li><a href="https://nikhilxsunder.github.io/fedfred/">fedfred</a> - FRED &amp; GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.</li>
+<li><a href="https://nikhilxsunder.github.io/edgar-sec/">edgar-sec</a> - EDGAR Financial data API with preprocessed dataclass outputs.</li>
 </ul>
 </section>
 <section id="excel-integration" class="level3">
@@ -629,6 +645,12 @@ ul.task-list li input[type="checkbox"] {
 </section>
 <section id="matlab" class="level2">
 <h2 class="anchored" data-anchor-id="matlab">Matlab</h2>
+<section id="alternatives" class="level3">
+<h3 class="anchored" data-anchor-id="alternatives">Alternatives</h3>
+<ul>
+<li><a href="https://runmat.org">RunMat</a> - High performance, Open Source, MATLAB syntax runtime.</li>
+</ul>
+</section>
 <section id="frameworks" class="level3">
 <h3 class="anchored" data-anchor-id="frameworks">FrameWorks</h3>
 <ul>
@@ -640,21 +662,30 @@ ul.task-list li input[type="checkbox"] {
 <section id="julia" class="level2">
 <h2 class="anchored" data-anchor-id="julia">Julia</h2>
 <ul>
+<li><a href="https://github.com/bhftbootcamp/CcyConv.jl">CcyConv</a> - Currency conversion library for Julia</li>
+<li><a href="https://github.com/bhftbootcamp/CryptoExchangeAPIs.jl">CryptoExchangeAPIs.jl</a> - A Julia library for cryptocurrency exchange APIs</li>
+<li><a href="https://github.com/rbeeli/Fastback.jl">Fastback.jl</a> - Blazing fast Julia backtester.</li>
 <li><a href="https://github.com/oliviermilla/Lucky.jl">Lucky.jl</a> - Modular, asynchronous trading engine in pure Julia.</li>
 <li><a href="https://github.com/pazzo83/QuantLib.jl">QuantLib.jl</a> - Quantlib implementation in pure Julia.</li>
 <li><a href="https://github.com/aviks/Ito.jl">Ito.jl</a> - A Julia package for quantitative finance.</li>
+<li><a href="https://github.com/bhftbootcamp/LightweightCharts.jl">LightweightCharts.jl</a> - Julia wrapper for Lightweight Charts™ by TradingView.</li>
 <li><a href="https://github.com/femtotrader/TALib.jl">TALib.jl</a> - A Julia wrapper for TA-Lib.</li>
-<li><a href="https://github.com/femtotrader/IncTA.jl">IncTA.jl</a> - Julia Incremental Technical Analysis Indicators</li>
 <li><a href="https://github.com/JuliaComputing/Miletus.jl">Miletus.jl</a> - A financial contract definition, modeling language, and valuation framework.</li>
 <li><a href="https://github.com/dysonance/Temporal.jl">Temporal.jl</a> - Flexible and efficient time series class &amp; methods.</li>
 <li><a href="https://github.com/dysonance/Indicators.jl">Indicators.jl</a> - Financial market technical analysis &amp; indicators on top of Temporal.</li>
 <li><a href="https://github.com/dysonance/Strategems.jl">Strategems.jl</a> - Quantitative systematic trading strategy development and backtesting.</li>
 <li><a href="https://github.com/JuliaStats/TimeSeries.jl">TimeSeries.jl</a> - Time series toolkit for Julia.</li>
+<li><a href="https://github.com/g-gundam/TechnicalIndicatorCharts.jl">TechnicalIndicatorCharts.jl</a> - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.</li>
 <li><a href="https://github.com/JuliaQuant/MarketTechnicals.jl">MarketTechnicals.jl</a> - Technical analysis of financial time series on top of TimeSeries.</li>
 <li><a href="https://github.com/JuliaQuant/MarketData.jl">MarketData.jl</a> - Time series market data.</li>
+<li><a href="https://github.com/femtotrader/OnlineTechnicalIndicators.jl">OnlineTechnicalIndicators.jl</a> - Julia Technical Analysis Indicators via online algorithms.</li>
+<li><a href="https://github.com/femtotrader/OnlinePortfolioAnalytics.jl">OnlineTechnicalIndicators</a> - A Julia quantitative portfolio analytics (risk / performance) via online algorithms.</li>
+<li><a href="https://github.com/femtotrader/OnlineResamplers.jl">OnlineResamplers.jl</a> - High-performance Julia package for real-time resampling of financial market data.</li>
+<li><a href="https://github.com/rbeeli/RiskPerf.jl">RiskPerf.jl</a> - Quantitative risk and performance analysis package for financial time series powered by the Julia language.</li>
 <li><a href="https://github.com/femtotrader/TimeFrames.jl">TimeFrames.jl</a> - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).</li>
 <li><a href="https://github.com/JuliaData/DataFrames.jl">DataFrames.jl</a> - In-memory tabular data in Julia</li>
 <li><a href="https://github.com/xKDR/TSFrames.jl">TSFrames.jl</a> - Handle timeseries data on top of the powerful and mature DataFrames.jl</li>
+<li><a href="https://github.com/bhftbootcamp/TimeArrays.jl">TimeArrays.jl</a> - Time series handling for Julia</li>
 </ul>
 </section>
 <section id="java" class="level2">
@@ -777,6 +808,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://github.com/MathisWellmann/sliding_features-rs">SlidingFeatures</a> - Chainable tree-like sliding windows for signal processing and technical analysis.</li>
 <li><a href="https://github.com/avhz/RustQuant">RustQuant</a> - Quantitative finance library written in Rust.</li>
 <li><a href="https://github.com/Nnamdi-sys/finalytics">finalytics</a> - A rust library for financial data analysis.</li>
+<li><a href="https://github.com/runmat-org/runmat">RunMat</a> - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations.</li>
 </ul>
 </section>
 <section id="reproducing-works-training-books" class="level2">
@@ -832,6 +864,7 @@ ul.task-list li input[type="checkbox"] {
 <li><a href="https://www.tidy-finance.org/">Tidy Finance</a> - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.</li>
 <li><a href="https://github.com/jgatheral/RoughVolatilityWorkshop">RoughVolatilityWorkshop</a> - 2024 QuantMind’s Rough Volatility Workshop lectures.</li>
 <li><a href="https://github.com/boyboi86/AFML">AFML</a> - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.</li>
+<li><a href="https://github.com/usdaud/algotradinglib.github.io">AlgoTradingLib</a> - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.</li>
 </ul>