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@@ -175,7 +175,7 @@ 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 2, 2024</p>
<p class="date-modified">January 14, 2024</p>
</div>
</div>
@@ -203,6 +203,7 @@ ul.task-list li input[type="checkbox"] {
<li><a href="https://www.sympy.org/">sympy</a> - SymPy is a Python library for symbolic mathematics.</li>
<li><a href="https://docs.pymc.io/">pymc3</a> - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.</li>
<li><a href="https://docs.modelx.io/">modelx</a> - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.</li>
<li><a href="https://github.com/man-group/ArcticDB">ArcticDB</a> - High performance datastore for time series and tick data.</li>
</ul>
</section>
<section id="financial-instruments-and-pricing" class="level3">
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index.qmd
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@@ -26,6 +26,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [sympy](https://www.sympy.org/) - SymPy is a Python library for symbolic mathematics.
- [pymc3](https://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.
- [modelx](https://docs.modelx.io/) - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.
- [ArcticDB](https://github.com/man-group/ArcticDB) - High performance datastore for time series and tick data.
### Financial Instruments and Pricing
parse.py
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@@ -46,6 +46,7 @@ class Project(Thread):
is_github = 'github.com' in m.group(2)
is_cran = 'cran.r-project.org' in m.group(2)
repo = extract_repo(m.group(2))
print(repo)
last_commit = get_last_commit(repo)
self.regs = dict(
project=m.group(1),
projects.csv
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@@ -7,7 +7,8 @@ statistics,Python > Numerical Libraries & Data Structures,,https://docs.python.o
sympy,Python > Numerical Libraries & Data Structures,,https://www.sympy.org/,SymPy is a Python library for symbolic mathematics.,False,False,
pymc3,Python > Numerical Libraries & Data Structures,,https://docs.pymc.io/,Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.,False,False,
modelx,Python > Numerical Libraries & Data Structures,,https://docs.modelx.io/,Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.,False,False,
OpenBB Terminal,Python > Financial Instruments and Pricing,2023-12-28,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal
ArcticDB,Python > Numerical Libraries & Data Structures,2024-01-14,https://github.com/man-group/ArcticDB,High performance datastore for time series and tick data.,True,False,man-group/ArcticDB
OpenBB Terminal,Python > Financial Instruments and Pricing,2024-01-14,https://github.com/OpenBB-finance/OpenBBTerminal,Terminal for investment research for everyone.,True,False,OpenBB-finance/OpenBBTerminal
PyQL,Python > Financial Instruments and Pricing,2023-11-08,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,enthought/pyql
pyfin,Python > Financial Instruments and Pricing,2014-12-03,https://github.com/opendoor-labs/pyfin,Basic options pricing in Python. *ARCHIVED*,True,False,opendoor-labs/pyfin
vollib,Python > Financial Instruments and Pricing,2023-04-01,https://github.com/vollib/vollib,"vollib is a python library for calculating option prices, implied volatility and greeks.",True,False,vollib/vollib
@@ -20,7 +21,7 @@ hasura/base-python-dash,Python > Financial Instruments and Pricing,,https://plat
hasura/base-python-bokeh,Python > Financial Instruments and Pricing,,https://platform.hasura.io/hub/projects/hasura/base-python-bokeh,Hasura quickstart to visualize data with bokeh library.,False,False,
pysabr,Python > Financial Instruments and Pricing,2022-04-21,https://github.com/ynouri/pysabr,SABR model Python implementation.,True,False,ynouri/pysabr
FinancePy,Python > Financial Instruments and Pricing,2023-12-10,https://github.com/domokane/FinancePy,"A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.",True,False,domokane/FinancePy
gs-quant,Python > Financial Instruments and Pricing,2023-12-12,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
gs-quant,Python > Financial Instruments and Pricing,2024-01-09,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance,True,False,goldmansachs/gs-quant
willowtree,Python > Financial Instruments and Pricing,2018-07-14,https://github.com/federicomariamassari/willowtree,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.,True,False,federicomariamassari/willowtree
financial-engineering,Python > Financial Instruments and Pricing,2017-11-20,https://github.com/federicomariamassari/financial-engineering,"Applications of Monte Carlo methods to financial engineering projects, in Python.",True,False,federicomariamassari/financial-engineering
optlib,Python > Financial Instruments and Pricing,2022-11-18,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,dbrojas/optlib
@@ -29,15 +30,15 @@ Q-Fin,Python > Financial Instruments and Pricing,2023-04-07,https://github.com/R
Quantsbin,Python > Financial Instruments and Pricing,2021-05-23,https://github.com/quantsbin/Quantsbin,"Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.",True,False,quantsbin/Quantsbin
finoptions,Python > Financial Instruments and Pricing,2021-12-28,https://github.com/bbcho/finoptions-dev,Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.,True,False,bbcho/finoptions-dev
pypme,Python > Financial Instruments and Pricing,2023-06-27,https://github.com/ymyke/pypme,PME (Public Market Equivalent) calculation.,True,False,ymyke/pypme
AbsBox,Python > Financial Instruments and Pricing,2023-12-30,https://github.com/yellowbean/AbsBox,A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).,True,False,yellowbean/AbsBox
AbsBox,Python > Financial Instruments and Pricing,2024-01-03,https://github.com/yellowbean/AbsBox,A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).,True,False,yellowbean/AbsBox
Intrinsic-Value-Calculator,Python > Financial Instruments and Pricing,2023-08-08,https://github.com/akashaero/Intrinsic-Value-Calculator,A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.,True,False,akashaero/Intrinsic-Value-Calculator
Kelly-Criterion,Python > Financial Instruments and Pricing,2019-02-16,https://github.com/deltaray-io/kelly-criterion,Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.,True,False,deltaray-io/kelly-criterion
pandas_talib,Python > Indicators,2018-05-30,https://github.com/femtotrader/pandas_talib,A Python Pandas implementation of technical analysis indicators.,True,False,femtotrader/pandas_talib
finta,Python > Indicators,2022-07-24,https://github.com/peerchemist/finta,Common financial technical analysis indicators implemented in Pandas.,True,False,peerchemist/finta
Tulipy,Python > Indicators,2019-04-11,https://github.com/cirla/tulipy,Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)),True,False,cirla/tulipy
lppls,Python > Indicators,2023-06-06,https://github.com/Boulder-Investment-Technologies/lppls,A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.,True,False,Boulder-Investment-Technologies/lppls
skfolio,Python > Trading & Backtesting,2024-01-01,https://github.com/skfolio/skfolio,"Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.",True,False,skfolio/skfolio
Investing algorithm framework,Python > Trading & Backtesting,2023-12-25,https://github.com/coding-kitties/investing-algorithm-framework,"Framework for developing, backtesting, and deploying automated trading algorithms.",True,False,coding-kitties/investing-algorithm-framework
skfolio,Python > Trading & Backtesting,2024-01-06,https://github.com/skfolio/skfolio,"Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.",True,False,skfolio/skfolio
Investing algorithm framework,Python > Trading & Backtesting,2024-01-10,https://github.com/coding-kitties/investing-algorithm-framework,"Framework for developing, backtesting, and deploying automated trading algorithms.",True,False,coding-kitties/investing-algorithm-framework
QSTrader,Python > Trading & Backtesting,2021-10-07,https://github.com/mhallsmoore/qstrader,QSTrader backtesting simulation engine.,True,False,mhallsmoore/qstrader
Blankly,Python > Trading & Backtesting,2023-12-23,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,Blankly-Finance/Blankly
TA-Lib,Python > Trading & Backtesting,2023-12-30,https://github.com/mrjbq7/ta-lib,Python wrapper for TA-Lib (<http://ta-lib.org/>).,True,False,mrjbq7/ta-lib
@@ -50,7 +51,7 @@ backtrader,Python > Trading & Backtesting,2023-04-19,https://github.com/backtrad
pythalesians,Python > Trading & Backtesting,2016-09-23,https://github.com/thalesians/pythalesians,"Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.",True,False,thalesians/pythalesians
pybacktest,Python > Trading & Backtesting,2019-09-09,https://github.com/ematvey/pybacktest,"Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.",True,False,ematvey/pybacktest
pyalgotrade,Python > Trading & Backtesting,2023-03-05,https://github.com/gbeced/pyalgotrade,Python Algorithmic Trading Library.,True,False,gbeced/pyalgotrade
basana,Python > Trading & Backtesting,2023-12-19,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,gbeced/basana
basana,Python > Trading & Backtesting,2024-01-07,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,gbeced/basana
tradingWithPython,Python > Trading & Backtesting,,https://pypi.org/project/tradingWithPython/,A collection of functions and classes for Quantitative trading.,False,False,
Pandas TA,Python > Trading & Backtesting,2022-09-24,https://github.com/twopirllc/pandas-ta,Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.,True,False,twopirllc/pandas-ta
ta,Python > Trading & Backtesting,2023-11-02,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python),True,False,bukosabino/ta
@@ -77,7 +78,7 @@ catalyst,Python > Trading & Backtesting,2021-09-22,https://github.com/enigmampc/
quantstats,Python > Trading & Backtesting,2023-07-06,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python",True,False,ranaroussi/quantstats
qtpylib,Python > Trading & Backtesting,2021-03-24,https://github.com/ranaroussi/qtpylib,"QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>",True,False,ranaroussi/qtpylib
Quantdom,Python > Trading & Backtesting,2019-03-12,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:],True,False,constverum/Quantdom
freqtrade,Python > Trading & Backtesting,2024-01-02,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
freqtrade,Python > Trading & Backtesting,2024-01-13,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot",True,False,freqtrade/freqtrade
algorithmic-trading-with-python,Python > Trading & Backtesting,2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,chrisconlan/algorithmic-trading-with-python
DeepDow,Python > Trading & Backtesting,2022-08-02,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning,True,False,jankrepl/deepdow
Qlib,Python > Trading & Backtesting,2023-11-21,https://github.com/microsoft/qlib,"An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.",True,False,microsoft/qlib
@@ -85,10 +86,10 @@ machine-learning-for-trading,Python > Trading & Backtesting,2023-03-05,https://g
AlphaPy,Python > Trading & Backtesting,2023-12-13,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost",True,False,ScottfreeLLC/AlphaPy
jesse,Python > Trading & Backtesting,2024-01-01,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python,True,False,jesse-ai/jesse
rqalpha,Python > Trading & Backtesting,2023-12-07,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,ricequant/rqalpha
FinRL-Library,Python > Trading & Backtesting,2023-12-27,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
FinRL-Library,Python > Trading & Backtesting,2024-01-14,https://github.com/AI4Finance-LLC/FinRL-Library,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,AI4Finance-LLC/FinRL-Library
bulbea,Python > Trading & Backtesting,2017-03-19,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,achillesrasquinha/bulbea
ib_nope,Python > Trading & Backtesting,2021-04-22,https://github.com/ajhpark/ib_nope,Automated trading system for NOPE strategy over IBKR TWS.,True,False,ajhpark/ib_nope
OctoBot,Python > Trading & Backtesting,2023-12-28,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,Drakkar-Software/OctoBot
OctoBot,Python > Trading & Backtesting,2024-01-10,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,Drakkar-Software/OctoBot
bta-lib,Python > Trading & Backtesting,2020-03-11,https://github.com/mementum/bta-lib,Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.,True,False,mementum/bta-lib
Stock-Prediction-Models,Python > Trading & Backtesting,2021-01-05,https://github.com/huseinzol05/Stock-Prediction-Models,Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.,True,False,huseinzol05/Stock-Prediction-Models
TuneTA,Python > Trading & Backtesting,2023-10-13,https://github.com/jmrichardson/tuneta,TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.,True,False,jmrichardson/tuneta
@@ -97,13 +98,13 @@ fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/
qf-lib,Python > Trading & Backtesting,2023-12-14,https://github.com/quarkfin/qf-lib,QF-Lib is a Python library that provides high quality tools for quantitative finance.,True,False,quarkfin/qf-lib
tda-api,Python > Trading & Backtesting,2023-06-05,https://github.com/alexgolec/tda-api,"Gather data and trade equities, options, and ETFs via TDAmeritrade.",True,False,alexgolec/tda-api
vectorbt,Python > Trading & Backtesting,2023-09-30,https://github.com/polakowo/vectorbt,"Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.",True,False,polakowo/vectorbt
Lean,Python > Trading & Backtesting,2023-12-29,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
Lean,Python > Trading & Backtesting,2024-01-11,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,QuantConnect/Lean
fast-trade,Python > Trading & Backtesting,2023-01-31,https://github.com/jrmeier/fast-trade,Low code backtesting library utilizing pandas and technical analysis indicators.,True,False,jrmeier/fast-trade
pysystemtrade,Python > Trading & Backtesting,2023-12-26,https://github.com/robcarver17/pysystemtrade,"pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book ""Systematic Trading"", which is further developed on his [blog](https://qoppac.blogspot.com/).",True,False,robcarver17/pysystemtrade
pytrendseries,Python > Trading & Backtesting,2023-06-14,https://github.com/rafa-rod/pytrendseries,"Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.",True,False,rafa-rod/pytrendseries
pysystemtrade,Python > Trading & Backtesting,2024-01-08,https://github.com/robcarver17/pysystemtrade,"pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book ""Systematic Trading"", which is further developed on his [blog](https://qoppac.blogspot.com/).",True,False,robcarver17/pysystemtrade
pytrendseries,Python > Trading & Backtesting,2024-01-09,https://github.com/rafa-rod/pytrendseries,"Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.",True,False,rafa-rod/pytrendseries
PyLOB,Python > Trading & Backtesting,2023-01-01,https://github.com/DrAshBooth/PyLOB,Fully functioning fast Limit Order Book written in Python.,True,False,DrAshBooth/PyLOB
PyBroker,Python > Trading & Backtesting,2023-12-11,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,edtechre/pybroker
OctoBot Script,Python > Trading & Backtesting,2023-12-14,https://github.com/Drakkar-Software/OctoBot-Script,A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.,True,False,Drakkar-Software/OctoBot-Script
OctoBot Script,Python > Trading & Backtesting,2024-01-14,https://github.com/Drakkar-Software/OctoBot-Script,A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.,True,False,Drakkar-Software/OctoBot-Script
hftbacktest,Python > Trading & Backtesting,2023-12-10,https://github.com/nkaz001/hftbacktest,"A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.",True,False,nkaz001/hftbacktest
vnpy,Python > Trading & Backtesting,2023-12-09,https://github.com/vnpy/vnpy,VeighNa is a Python-based open source quantitative trading system development framework.,True,False,vnpy/vnpy
Intelligent Trading Bot,Python > Trading & Backtesting,2023-12-28,https://github.com/asavinov/intelligent-trading-bot,Automatically generating signals and trading based on machine learning and feature engineering,True,False,asavinov/intelligent-trading-bot
@@ -118,11 +119,11 @@ universal-portfolios,Python > Risk Analysis,2023-10-31,https://github.com/Marigo
FinQuant,Python > Risk Analysis,2023-09-03,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimisation.",True,False,fmilthaler/FinQuant
Empyrial,Python > Risk Analysis,2023-08-13,https://github.com/ssantoshp/Empyrial,Portfolio's risk and performance analytics and returns predictions.,True,False,ssantoshp/Empyrial
risktools,Python > Risk Analysis,2023-11-12,https://github.com/bbcho/risktools-dev,Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.,True,False,bbcho/risktools-dev
Riskfolio-Lib,Python > Risk Analysis,2023-10-04,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
Riskfolio-Lib,Python > Risk Analysis,2024-01-06,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,dcajasn/Riskfolio-Lib
alphalens,Python > Factor Analysis,2020-04-27,https://github.com/quantopian/alphalens,Performance analysis of predictive alpha factors.,True,False,quantopian/alphalens
Spectre,Python > Factor Analysis,2023-11-28,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester,True,False,Heerozh/spectre
Jupyter Quant,Python > Quant Research Environment,2024-01-01,https://github.com/gnzsnz/jupyter-quant,"A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.",True,False,gnzsnz/jupyter-quant
ARCH,Python > Time Series,2023-12-20,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
Jupyter Quant,Python > Quant Research Environment,2024-01-08,https://github.com/gnzsnz/jupyter-quant,"A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.",True,False,gnzsnz/jupyter-quant
ARCH,Python > Time Series,2024-01-05,https://github.com/bashtage/arch,ARCH models in Python.,True,False,bashtage/arch
statsmodels,Python > Time Series,,http://statsmodels.sourceforge.net,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests.",False,False,
dynts,Python > Time Series,2016-11-02,https://github.com/quantmind/dynts,Python package for timeseries analysis and manipulation.,True,False,quantmind/dynts
PyFlux,Python > Time Series,2018-12-16,https://github.com/RJT1990/pyflux,Python library for timeseries modelling and inference (frequentist and Bayesian) on models.,True,False,RJT1990/pyflux
@@ -131,11 +132,11 @@ hasura/quandl-metabase,Python > Time Series,,https://platform.hasura.io/hub/proj
Facebook Prophet,Python > Time Series,2023-10-18,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,facebook/prophet
tsmoothie,Python > Time Series,2023-11-23,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,cerlymarco/tsmoothie
pmdarima,Python > Time Series,2023-10-23,https://github.com/alkaline-ml/pmdarima,"A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.",True,False,alkaline-ml/pmdarima
gluon-ts,Python > Time Series,2023-12-24,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2023-12-27,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
gluon-ts,Python > Time Series,2024-01-10,https://github.com/awslabs/gluon-ts,vProbabilistic time series modeling in Python.,True,False,awslabs/gluon-ts
exchange_calendars,Python > Calendars,2024-01-13,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,gerrymanoim/exchange_calendars
bizdays,Python > Calendars,2023-12-29,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,wilsonfreitas/python-bizdays
pandas_market_calendars,Python > Calendars,2023-12-31,https://github.com/rsheftel/pandas_market_calendars,Exchange calendars to use with pandas for trading applications.,True,False,rsheftel/pandas_market_calendars
yfinance,Python > Data Sources,2023-12-16,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
yfinance,Python > Data Sources,2024-01-11,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader),True,False,ranaroussi/yfinance
findatapy,Python > Data Sources,2023-12-01,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,cuemacro/findatapy
googlefinance,Python > Data Sources,2018-09-23,https://github.com/hongtaocai/googlefinance,Python module to get real-time stock data from Google Finance API.,True,False,hongtaocai/googlefinance
yahoo-finance,Python > Data Sources,2021-12-15,https://github.com/lukaszbanasiak/yahoo-finance,Python module to get stock data from Yahoo! Finance.,True,False,lukaszbanasiak/yahoo-finance
@@ -168,18 +169,18 @@ pdblp,Python > Data Sources,2022-05-28,https://github.com/matthewgilbert/pdblp,A
tiingo,Python > Data Sources,2023-12-13,https://github.com/hydrosquall/tiingo-python,"Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.",True,False,hydrosquall/tiingo-python
iexfinance,Python > Data Sources,2021-01-02,https://github.com/addisonlynch/iexfinance,Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.,True,False,addisonlynch/iexfinance
pyEX,Python > Data Sources,2023-12-18,https://github.com/timkpaine/pyEX,"Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.",True,False,timkpaine/pyEX
alpaca-trade-api,Python > Data Sources,2023-09-11,https://github.com/alpacahq/alpaca-trade-api-python,Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.,True,False,alpacahq/alpaca-trade-api-python
alpaca-trade-api,Python > Data Sources,2024-01-12,https://github.com/alpacahq/alpaca-trade-api-python,Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.,True,False,alpacahq/alpaca-trade-api-python
metatrader5,Python > Data Sources,,https://pypi.org/project/MetaTrader5/,API Connector to MetaTrader 5 Terminal,False,False,
akshare,Python > Data Sources,2024-01-02,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
akshare,Python > Data Sources,2024-01-13,https://github.com/jindaxiang/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>",True,False,jindaxiang/akshare
yahooquery,Python > Data Sources,2023-12-16,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,dpguthrie/yahooquery
investpy,Python > Data Sources,2022-10-02,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>,True,False,alvarobartt/investpy
yliveticker,Python > Data Sources,2021-04-29,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,yahoofinancelive/yliveticker
bbgbridge,Python > Data Sources,2020-01-07,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,ran404/bbgbridge
alpha_vantage,Python > Data Sources,2023-11-11,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,RomelTorres/alpha_vantage
FinanceDataReader,Python > Data Sources,2023-11-25,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks",True,False,FinanceData/FinanceDataReader
pystlouisfed,Python > Data Sources,2023-05-12,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,TomasKoutek/pystlouisfed
pystlouisfed,Python > Data Sources,2024-01-09,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,TomasKoutek/pystlouisfed
python-bcb,Python > Data Sources,2023-07-22,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,wilsonfreitas/python-bcb
market-prices,Python > Data Sources,2023-10-27,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,maread99/market_prices
market-prices,Python > Data Sources,2024-01-02,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,maread99/market_prices
tardis-python,Python > Data Sources,2023-08-21,https://github.com/tardis-dev/tardis-python,Python interface for Tardis.dev high frequency crypto market data,True,False,tardis-dev/tardis-python
lake-api,Python > Data Sources,2023-12-03,https://github.com/crypto-lake/lake-api,Python interface for Crypto Lake high frequency crypto market data,True,False,crypto-lake/lake-api
tessa,Python > Data Sources,2023-10-16,https://github.com/ymyke/tessa,"simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.",True,False,ymyke/tessa
@@ -195,13 +196,13 @@ DataNitro,Python > Excel Integration,,https://datanitro.com/,"DataNitro also off
xlloop,Python > Excel Integration,,http://xlloop.sourceforge.net,XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).,False,False,
expy,Python > Excel Integration,,http://www.bnikolic.co.uk/expy/expy.html,"The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.",False,False,
pyxll,Python > Excel Integration,,https://www.pyxll.com,PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.,False,False,
D-Tale,Python > Visualization,2023-11-29,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
D-Tale,Python > Visualization,2024-01-05,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,man-group/dtale
mplfinance,Python > Visualization,2023-08-01,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,matplotlib/mplfinance
finplot,Python > Visualization,2023-12-04,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
finplot,Python > Visualization,2024-01-09,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,highfestiva/finplot
finvizfinance,Python > Visualization,2023-11-02,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,lit26/finvizfinance
market-analy,Python > Visualization,2023-11-11,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,maread99/market_analy
market-analy,Python > Visualization,2024-01-04,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,maread99/market_analy
xts,R > Numerical Libraries & Data Structures,2023-12-20,https://github.com/joshuaulrich/xts,"eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.",True,False,joshuaulrich/xts
data.table,R > Numerical Libraries & Data Structures,2023-12-30,https://github.com/Rdatatable/data.table,"Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.",True,False,Rdatatable/data.table
data.table,R > Numerical Libraries & Data Structures,2024-01-12,https://github.com/Rdatatable/data.table,"Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.",True,False,Rdatatable/data.table
sparseEigen,R > Numerical Libraries & Data Structures,2018-12-22,https://github.com/dppalomar/sparseEigen,Sparse pricipal component analysis.,True,False,dppalomar/sparseEigen
TSdbi,R > Numerical Libraries & Data Structures,,http://tsdbi.r-forge.r-project.org/,Provides a common interface to time series databases.,False,False,
tseries,R > Numerical Libraries & Data Structures,,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,
@@ -268,13 +269,13 @@ timeSeries,R > Time Series,,https://cran.r-project.org/web/packages/timeSeries/i
rugarch,R > Time Series,2023-09-20,https://github.com/alexiosg/rugarch,Univariate GARCH Models.,True,False,alexiosg/rugarch
rmgarch,R > Time Series,2022-03-05,https://github.com/alexiosg/rmgarch,Multivariate GARCH Models.,True,False,alexiosg/rmgarch
tidypredict,R > Time Series,2021-09-28,https://github.com/edgararuiz/tidypredict,Run predictions inside the database <https://tidypredict.netlify.com/>.,True,False,edgararuiz/tidypredict
tidyquant,R > Time Series,2023-12-28,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
timetk,R > Time Series,2023-12-28,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
tidyquant,R > Time Series,2024-01-04,https://github.com/business-science/tidyquant,Bringing financial analysis to the tidyverse.,True,False,business-science/tidyquant
timetk,R > Time Series,2024-01-04,https://github.com/business-science/timetk,A toolkit for working with time series in R.,True,False,business-science/timetk
tibbletime,R > Time Series,2023-01-24,https://github.com/business-science/tibbletime,"Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.",True,False,business-science/tibbletime
matrixprofile,R > Time Series,2022-11-25,https://github.com/matrix-profile-foundation/matrixprofile,Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.,True,False,matrix-profile-foundation/matrixprofile
garchmodels,R > Time Series,2022-08-11,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,AlbertoAlmuinha/garchmodels
timeDate,R > Calendars,,https://cran.r-project.org/web/packages/timeDate/index.html,Chronological and Calendar Objects,False,True,
bizdays,R > Calendars,2023-12-29,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
bizdays,R > Calendars,2024-01-14,https://github.com/wilsonfreitas/R-bizdays,Business days calculations and utilities,True,False,wilsonfreitas/R-bizdays
QUANTAXIS,Matlab > FrameWorks,2023-01-10,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,yutiansut/quantaxis
QuantLib.jl,Julia,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,pazzo83/QuantLib.jl
Ito.jl,Julia,2017-03-21,https://github.com/aviks/Ito.jl,A Julia package for quantitative finance.,True,False,aviks/Ito.jl
@@ -285,21 +286,21 @@ Indicators.jl,Julia,2022-12-06,https://github.com/dysonance/Indicators.jl,Financ
Strategems.jl,Julia,2021-04-06,https://github.com/dysonance/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,dysonance/Strategems.jl
TimeSeries.jl,Julia,2023-12-07,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,JuliaStats/TimeSeries.jl
MarketTechnicals.jl,Julia,2021-07-12,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,JuliaQuant/MarketTechnicals.jl
MarketData.jl,Julia,2023-11-21,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl
MarketData.jl,Julia,2024-01-06,https://github.com/JuliaQuant/MarketData.jl,Time series market data.,True,False,JuliaQuant/MarketData.jl
TimeFrames.jl,Julia,2019-02-16,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,femtotrader/TimeFrames.jl
DataFrames.jl,Julia,2023-12-14,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl
DataFrames.jl,Julia,2024-01-08,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia,True,False,JuliaData/DataFrames.jl
TSFrames.jl,Julia,2023-07-25,https://github.com/xKDR/TSFrames.jl,Handle timeseries data on top of the powerful and mature DataFrames.jl,True,False,xKDR/TSFrames.jl
Strata,Java,,http://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java.,False,False,
JQuantLib,Java,,http://www.jquantlib.org,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",False,False,
finmath.net,Java,,http://finmath.net,Java library with algorithms and methodologies related to mathematical finance.,False,False,
quantcomponents,Java,2015-10-07,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,lsgro/quantcomponents
DRIP,Java,,https://lakshmidrip.github.io/DRIP,"Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.",False,False,
ta4j,Java,2023-11-30,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
ta4j,Java,2024-01-05,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,ta4j/ta4j
finance.js,JavaScript,2018-10-11,https://github.com/ebradyjobory/finance.js,A JavaScript library for common financial calculations.,True,False,ebradyjobory/finance.js
portfolio-allocation,JavaScript,2022-08-11,https://github.com/lequant40/portfolio_allocation_js,"PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...",True,False,lequant40/portfolio_allocation_js
Ghostfolio,JavaScript,2024-01-02,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,ghostfolio/ghostfolio
Ghostfolio,JavaScript,2024-01-14,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,ghostfolio/ghostfolio
IndicatorTS,JavaScript,2023-10-21,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,cinar/indicatorts
ccxt,JavaScript,2024-01-02,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt
ccxt,JavaScript,2024-01-13,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,ccxt/ccxt
PENDAX,JavaScript,2023-08-31,https://github.com/CompendiumFi/PENDAX-SDK,"Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.",True,False,CompendiumFi/PENDAX-SDK
QUANTAXIS_Webkit,JavaScript > Data Visualization,2017-07-30,https://github.com/yutiansut/QUANTAXIS_Webkit,An awesome visualization center based on quantaxis.,True,False,yutiansut/QUANTAXIS_Webkit
quantfin,Haskell,2019-04-06,https://github.com/boundedvariation/quantfin,quant finance in pure haskell.,True,False,boundedvariation/quantfin
@@ -324,18 +325,18 @@ QLNet,Frameworks,2023-12-05,https://github.com/amaggiulli/qlnet,.Net port.,True,
PyQL,Frameworks,2023-11-08,https://github.com/enthought/pyql,Python port.,True,False,enthought/pyql
QuantLib.jl,Frameworks,2020-02-18,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,pazzo83/QuantLib.jl
QuantLib-Python Documentation,Frameworks,,https://quantlib-python-docs.readthedocs.io/,Documentation for the Python bindings for the QuantLib library,False,False,
QuantLib with Automatic Differention enabled,Frameworks,2023-11-15,https://github.com/auto-differentiation/quantlib-xad,Integration of Automatic Differentiation with the QuantLib library,True,False,auto-differentiation/quantlib-xad
QuantLib with Automatic Differention enabled,Frameworks,2024-01-09,https://github.com/auto-differentiation/quantlib-xad,Integration of Automatic Differentiation with the QuantLib library,True,False,auto-differentiation/quantlib-xad
TA-Lib,Frameworks,,https://ta-lib.org,perform technical analysis of financial market data.,False,False,
Portfolio Optimizer,Frameworks,,https://portfoliooptimizer.io/,Portfolio Optimizer is a Web API for portfolio analysis and optimization.,False,False,
QuantConnect,CSharp,2023-12-29,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,QuantConnect/Lean
StockSharp,CSharp,2024-01-02,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp
QuantConnect,CSharp,2024-01-11,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,QuantConnect/Lean
StockSharp,CSharp,2024-01-14,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,StockSharp/StockSharp
TDAmeritrade.DotNetCore,CSharp,2023-03-10,https://github.com/NVentimiglia/TDAmeritrade.DotNetCore,"Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.",True,False,NVentimiglia/TDAmeritrade.DotNetCore
QuantMath,Rust,2020-05-28,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk,True,False,MarcusRainbow/QuantMath
Barter,Rust,2023-04-20,https://github.com/barter-rs/barter-rs,Open-source Rust framework for building event-driven live-trading & backtesting systems,True,False,barter-rs/barter-rs
LFEST,Rust,2023-12-31,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs
LFEST,Rust,2024-01-10,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,MathisWellmann/lfest-rs
TradeAggregation,Rust,2023-08-03,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,MathisWellmann/trade_aggregation-rs
SlidingFeatures,Rust,2023-07-06,https://github.com/MathisWellmann/sliding_features-rs,Chainable tree-like sliding windows for signal processing and technical analysis.,True,False,MathisWellmann/sliding_features-rs
RustQuant,Rust,2023-12-21,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
RustQuant,Rust,2024-01-10,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,avhz/RustQuant
Derman Papers,"Reproducing Works, Training & Books",2017-10-21,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,MarcosCarreira/DermanPapers
ML-Quant,"Reproducing Works, Training & Books",,https://www.ml-quant.com/,"Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.",False,False,
volatility-trading,"Reproducing Works, Training & Books",2023-04-10,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,jasonstrimpel/volatility-trading
@@ -346,7 +347,7 @@ QuantEcon,"Reproducing Works, Training & Books",,https://quantecon.org/,"Lecture
FinanceHub,"Reproducing Works, Training & Books",2021-05-25,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance,True,False,Finance-Hub/FinanceHub
Python_Option_Pricing,"Reproducing Works, Training & Books",2017-07-26,https://github.com/dedwards25/Python_Option_Pricing,"An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.",True,False,dedwards25/Python_Option_Pricing
python-training,"Reproducing Works, Training & Books",2023-11-27,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,jpmorganchase/python-training
Stock_Analysis_For_Quant,"Reproducing Works, Training & Books",2024-01-02,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
Stock_Analysis_For_Quant,"Reproducing Works, Training & Books",2024-01-13,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,LastAncientOne/Stock_Analysis_For_Quant
algorithmic-trading-with-python,"Reproducing Works, Training & Books",2021-06-01,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,chrisconlan/algorithmic-trading-with-python
MEDIUM_NoteBook,"Reproducing Works, Training & Books",2023-12-17,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,cerlymarco/MEDIUM_NoteBook
QuantFinance,"Reproducing Works, Training & Books",2022-03-12,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,PythonCharmers/QuantFinance
1 project section last_commit url description github cran repo
7 sympy Python > Numerical Libraries & Data Structures https://www.sympy.org/ SymPy is a Python library for symbolic mathematics. False False
8 pymc3 Python > Numerical Libraries & Data Structures https://docs.pymc.io/ Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. False False
9 modelx Python > Numerical Libraries & Data Structures https://docs.modelx.io/ Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. False False
10 OpenBB Terminal ArcticDB Python > Financial Instruments and Pricing Python > Numerical Libraries & Data Structures 2023-12-28 2024-01-14 https://github.com/OpenBB-finance/OpenBBTerminal https://github.com/man-group/ArcticDB Terminal for investment research for everyone. High performance datastore for time series and tick data. True False OpenBB-finance/OpenBBTerminal man-group/ArcticDB
11 OpenBB Terminal Python > Financial Instruments and Pricing 2024-01-14 https://github.com/OpenBB-finance/OpenBBTerminal Terminal for investment research for everyone. True False OpenBB-finance/OpenBBTerminal
12 PyQL Python > Financial Instruments and Pricing 2023-11-08 https://github.com/enthought/pyql QuantLib's Python port. True False enthought/pyql
13 pyfin Python > Financial Instruments and Pricing 2014-12-03 https://github.com/opendoor-labs/pyfin Basic options pricing in Python. *ARCHIVED* True False opendoor-labs/pyfin
14 vollib Python > Financial Instruments and Pricing 2023-04-01 https://github.com/vollib/vollib vollib is a python library for calculating option prices, implied volatility and greeks. True False vollib/vollib
21 hasura/base-python-bokeh Python > Financial Instruments and Pricing https://platform.hasura.io/hub/projects/hasura/base-python-bokeh Hasura quickstart to visualize data with bokeh library. False False
22 pysabr Python > Financial Instruments and Pricing 2022-04-21 https://github.com/ynouri/pysabr SABR model Python implementation. True False ynouri/pysabr
23 FinancePy Python > Financial Instruments and Pricing 2023-12-10 https://github.com/domokane/FinancePy A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. True False domokane/FinancePy
24 gs-quant Python > Financial Instruments and Pricing 2023-12-12 2024-01-09 https://github.com/goldmansachs/gs-quant Python toolkit for quantitative finance True False goldmansachs/gs-quant
25 willowtree Python > Financial Instruments and Pricing 2018-07-14 https://github.com/federicomariamassari/willowtree Robust and flexible Python implementation of the willow tree lattice for derivatives pricing. True False federicomariamassari/willowtree
26 financial-engineering Python > Financial Instruments and Pricing 2017-11-20 https://github.com/federicomariamassari/financial-engineering Applications of Monte Carlo methods to financial engineering projects, in Python. True False federicomariamassari/financial-engineering
27 optlib Python > Financial Instruments and Pricing 2022-11-18 https://github.com/dbrojas/optlib A library for financial options pricing written in Python. True False dbrojas/optlib
30 Quantsbin Python > Financial Instruments and Pricing 2021-05-23 https://github.com/quantsbin/Quantsbin Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. True False quantsbin/Quantsbin
31 finoptions Python > Financial Instruments and Pricing 2021-12-28 https://github.com/bbcho/finoptions-dev Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options. True False bbcho/finoptions-dev
32 pypme Python > Financial Instruments and Pricing 2023-06-27 https://github.com/ymyke/pypme PME (Public Market Equivalent) calculation. True False ymyke/pypme
33 AbsBox Python > Financial Instruments and Pricing 2023-12-30 2024-01-03 https://github.com/yellowbean/AbsBox A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS). True False yellowbean/AbsBox
34 Intrinsic-Value-Calculator Python > Financial Instruments and Pricing 2023-08-08 https://github.com/akashaero/Intrinsic-Value-Calculator A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. True False akashaero/Intrinsic-Value-Calculator
35 Kelly-Criterion Python > Financial Instruments and Pricing 2019-02-16 https://github.com/deltaray-io/kelly-criterion Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. True False deltaray-io/kelly-criterion
36 pandas_talib Python > Indicators 2018-05-30 https://github.com/femtotrader/pandas_talib A Python Pandas implementation of technical analysis indicators. True False femtotrader/pandas_talib
37 finta Python > Indicators 2022-07-24 https://github.com/peerchemist/finta Common financial technical analysis indicators implemented in Pandas. True False peerchemist/finta
38 Tulipy Python > Indicators 2019-04-11 https://github.com/cirla/tulipy Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)) True False cirla/tulipy
39 lppls Python > Indicators 2023-06-06 https://github.com/Boulder-Investment-Technologies/lppls A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model. True False Boulder-Investment-Technologies/lppls
40 skfolio Python > Trading & Backtesting 2024-01-01 2024-01-06 https://github.com/skfolio/skfolio Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models. True False skfolio/skfolio
41 Investing algorithm framework Python > Trading & Backtesting 2023-12-25 2024-01-10 https://github.com/coding-kitties/investing-algorithm-framework Framework for developing, backtesting, and deploying automated trading algorithms. True False coding-kitties/investing-algorithm-framework
42 QSTrader Python > Trading & Backtesting 2021-10-07 https://github.com/mhallsmoore/qstrader QSTrader backtesting simulation engine. True False mhallsmoore/qstrader
43 Blankly Python > Trading & Backtesting 2023-12-23 https://github.com/Blankly-Finance/Blankly Fully integrated backtesting, paper trading, and live deployment. True False Blankly-Finance/Blankly
44 TA-Lib Python > Trading & Backtesting 2023-12-30 https://github.com/mrjbq7/ta-lib Python wrapper for TA-Lib (<http://ta-lib.org/>). True False mrjbq7/ta-lib
51 pythalesians Python > Trading & Backtesting 2016-09-23 https://github.com/thalesians/pythalesians Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc. True False thalesians/pythalesians
52 pybacktest Python > Trading & Backtesting 2019-09-09 https://github.com/ematvey/pybacktest Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier. True False ematvey/pybacktest
53 pyalgotrade Python > Trading & Backtesting 2023-03-05 https://github.com/gbeced/pyalgotrade Python Algorithmic Trading Library. True False gbeced/pyalgotrade
54 basana Python > Trading & Backtesting 2023-12-19 2024-01-07 https://github.com/gbeced/basana A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. True False gbeced/basana
55 tradingWithPython Python > Trading & Backtesting https://pypi.org/project/tradingWithPython/ A collection of functions and classes for Quantitative trading. False False
56 Pandas TA Python > Trading & Backtesting 2022-09-24 https://github.com/twopirllc/pandas-ta Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies. True False twopirllc/pandas-ta
57 ta Python > Trading & Backtesting 2023-11-02 https://github.com/bukosabino/ta Technical Analysis Library using Pandas (Python) True False bukosabino/ta
78 quantstats Python > Trading & Backtesting 2023-07-06 https://github.com/ranaroussi/quantstats Portfolio analytics for quants, written in Python True False ranaroussi/quantstats
79 qtpylib Python > Trading & Backtesting 2021-03-24 https://github.com/ranaroussi/qtpylib QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io> True False ranaroussi/qtpylib
80 Quantdom Python > Trading & Backtesting 2019-03-12 https://github.com/constverum/Quantdom Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:] True False constverum/Quantdom
81 freqtrade Python > Trading & Backtesting 2024-01-02 2024-01-13 https://github.com/freqtrade/freqtrade Free, open source crypto trading bot True False freqtrade/freqtrade
82 algorithmic-trading-with-python Python > Trading & Backtesting 2021-06-01 https://github.com/chrisconlan/algorithmic-trading-with-python Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data. True False chrisconlan/algorithmic-trading-with-python
83 DeepDow Python > Trading & Backtesting 2022-08-02 https://github.com/jankrepl/deepdow Portfolio optimization with deep learning True False jankrepl/deepdow
84 Qlib Python > Trading & Backtesting 2023-11-21 https://github.com/microsoft/qlib An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution. True False microsoft/qlib
86 AlphaPy Python > Trading & Backtesting 2023-12-13 https://github.com/ScottfreeLLC/AlphaPy Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost True False ScottfreeLLC/AlphaPy
87 jesse Python > Trading & Backtesting 2024-01-01 https://github.com/jesse-ai/jesse An advanced crypto trading bot written in Python True False jesse-ai/jesse
88 rqalpha Python > Trading & Backtesting 2023-12-07 https://github.com/ricequant/rqalpha A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities. True False ricequant/rqalpha
89 FinRL-Library Python > Trading & Backtesting 2023-12-27 2024-01-14 https://github.com/AI4Finance-LLC/FinRL-Library A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. True False AI4Finance-LLC/FinRL-Library
90 bulbea Python > Trading & Backtesting 2017-03-19 https://github.com/achillesrasquinha/bulbea Deep Learning based Python Library for Stock Market Prediction and Modelling. True False achillesrasquinha/bulbea
91 ib_nope Python > Trading & Backtesting 2021-04-22 https://github.com/ajhpark/ib_nope Automated trading system for NOPE strategy over IBKR TWS. True False ajhpark/ib_nope
92 OctoBot Python > Trading & Backtesting 2023-12-28 2024-01-10 https://github.com/Drakkar-Software/OctoBot Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface. True False Drakkar-Software/OctoBot
93 bta-lib Python > Trading & Backtesting 2020-03-11 https://github.com/mementum/bta-lib Technical Analysis library in pandas for backtesting algotrading and quantitative analysis. True False mementum/bta-lib
94 Stock-Prediction-Models Python > Trading & Backtesting 2021-01-05 https://github.com/huseinzol05/Stock-Prediction-Models Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations. True False huseinzol05/Stock-Prediction-Models
95 TuneTA Python > Trading & Backtesting 2023-10-13 https://github.com/jmrichardson/tuneta TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return. True False jmrichardson/tuneta
98 qf-lib Python > Trading & Backtesting 2023-12-14 https://github.com/quarkfin/qf-lib QF-Lib is a Python library that provides high quality tools for quantitative finance. True False quarkfin/qf-lib
99 tda-api Python > Trading & Backtesting 2023-06-05 https://github.com/alexgolec/tda-api Gather data and trade equities, options, and ETFs via TDAmeritrade. True False alexgolec/tda-api
100 vectorbt Python > Trading & Backtesting 2023-09-30 https://github.com/polakowo/vectorbt Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research. True False polakowo/vectorbt
101 Lean Python > Trading & Backtesting 2023-12-29 2024-01-11 https://github.com/QuantConnect/Lean Lean Algorithmic Trading Engine by QuantConnect (Python, C#). True False QuantConnect/Lean
102 fast-trade Python > Trading & Backtesting 2023-01-31 https://github.com/jrmeier/fast-trade Low code backtesting library utilizing pandas and technical analysis indicators. True False jrmeier/fast-trade
103 pysystemtrade Python > Trading & Backtesting 2023-12-26 2024-01-08 https://github.com/robcarver17/pysystemtrade pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/). True False robcarver17/pysystemtrade
104 pytrendseries Python > Trading & Backtesting 2023-06-14 2024-01-09 https://github.com/rafa-rod/pytrendseries Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater. True False rafa-rod/pytrendseries
105 PyLOB Python > Trading & Backtesting 2023-01-01 https://github.com/DrAshBooth/PyLOB Fully functioning fast Limit Order Book written in Python. True False DrAshBooth/PyLOB
106 PyBroker Python > Trading & Backtesting 2023-12-11 https://github.com/edtechre/pybroker Algorithmic Trading with Machine Learning. True False edtechre/pybroker
107 OctoBot Script Python > Trading & Backtesting 2023-12-14 2024-01-14 https://github.com/Drakkar-Software/OctoBot-Script A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading. True False Drakkar-Software/OctoBot-Script
108 hftbacktest Python > Trading & Backtesting 2023-12-10 https://github.com/nkaz001/hftbacktest A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. True False nkaz001/hftbacktest
109 vnpy Python > Trading & Backtesting 2023-12-09 https://github.com/vnpy/vnpy VeighNa is a Python-based open source quantitative trading system development framework. True False vnpy/vnpy
110 Intelligent Trading Bot Python > Trading & Backtesting 2023-12-28 https://github.com/asavinov/intelligent-trading-bot Automatically generating signals and trading based on machine learning and feature engineering True False asavinov/intelligent-trading-bot
119 FinQuant Python > Risk Analysis 2023-09-03 https://github.com/fmilthaler/FinQuant A program for financial portfolio management, analysis and optimisation. True False fmilthaler/FinQuant
120 Empyrial Python > Risk Analysis 2023-08-13 https://github.com/ssantoshp/Empyrial Portfolio's risk and performance analytics and returns predictions. True False ssantoshp/Empyrial
121 risktools Python > Risk Analysis 2023-11-12 https://github.com/bbcho/risktools-dev Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics. True False bbcho/risktools-dev
122 Riskfolio-Lib Python > Risk Analysis 2023-10-04 2024-01-06 https://github.com/dcajasn/Riskfolio-Lib Portfolio Optimization and Quantitative Strategic Asset Allocation in Python. True False dcajasn/Riskfolio-Lib
123 alphalens Python > Factor Analysis 2020-04-27 https://github.com/quantopian/alphalens Performance analysis of predictive alpha factors. True False quantopian/alphalens
124 Spectre Python > Factor Analysis 2023-11-28 https://github.com/Heerozh/spectre GPU-accelerated Factors analysis library and Backtester True False Heerozh/spectre
125 Jupyter Quant Python > Quant Research Environment 2024-01-01 2024-01-08 https://github.com/gnzsnz/jupyter-quant A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc. True False gnzsnz/jupyter-quant
126 ARCH Python > Time Series 2023-12-20 2024-01-05 https://github.com/bashtage/arch ARCH models in Python. True False bashtage/arch
127 statsmodels Python > Time Series http://statsmodels.sourceforge.net Python module that allows users to explore data, estimate statistical models, and perform statistical tests. False False
128 dynts Python > Time Series 2016-11-02 https://github.com/quantmind/dynts Python package for timeseries analysis and manipulation. True False quantmind/dynts
129 PyFlux Python > Time Series 2018-12-16 https://github.com/RJT1990/pyflux Python library for timeseries modelling and inference (frequentist and Bayesian) on models. True False RJT1990/pyflux
132 Facebook Prophet Python > Time Series 2023-10-18 https://github.com/facebook/prophet Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. True False facebook/prophet
133 tsmoothie Python > Time Series 2023-11-23 https://github.com/cerlymarco/tsmoothie A python library for time-series smoothing and outlier detection in a vectorized way. True False cerlymarco/tsmoothie
134 pmdarima Python > Time Series 2023-10-23 https://github.com/alkaline-ml/pmdarima A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function. True False alkaline-ml/pmdarima
135 gluon-ts Python > Time Series 2023-12-24 2024-01-10 https://github.com/awslabs/gluon-ts vProbabilistic time series modeling in Python. True False awslabs/gluon-ts
136 exchange_calendars Python > Calendars 2023-12-27 2024-01-13 https://github.com/gerrymanoim/exchange_calendars Stock Exchange Trading Calendars. True False gerrymanoim/exchange_calendars
137 bizdays Python > Calendars 2023-12-29 https://github.com/wilsonfreitas/python-bizdays Business days calculations and utilities. True False wilsonfreitas/python-bizdays
138 pandas_market_calendars Python > Calendars 2023-12-31 https://github.com/rsheftel/pandas_market_calendars Exchange calendars to use with pandas for trading applications. True False rsheftel/pandas_market_calendars
139 yfinance Python > Data Sources 2023-12-16 2024-01-11 https://github.com/ranaroussi/yfinance Yahoo! Finance market data downloader (+faster Pandas Datareader) True False ranaroussi/yfinance
140 findatapy Python > Data Sources 2023-12-01 https://github.com/cuemacro/findatapy Python library to download market data via Bloomberg, Quandl, Yahoo etc. True False cuemacro/findatapy
141 googlefinance Python > Data Sources 2018-09-23 https://github.com/hongtaocai/googlefinance Python module to get real-time stock data from Google Finance API. True False hongtaocai/googlefinance
142 yahoo-finance Python > Data Sources 2021-12-15 https://github.com/lukaszbanasiak/yahoo-finance Python module to get stock data from Yahoo! Finance. True False lukaszbanasiak/yahoo-finance
169 tiingo Python > Data Sources 2023-12-13 https://github.com/hydrosquall/tiingo-python Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform. True False hydrosquall/tiingo-python
170 iexfinance Python > Data Sources 2021-01-02 https://github.com/addisonlynch/iexfinance Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange. True False addisonlynch/iexfinance
171 pyEX Python > Data Sources 2023-12-18 https://github.com/timkpaine/pyEX Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators. True False timkpaine/pyEX
172 alpaca-trade-api Python > Data Sources 2023-09-11 2024-01-12 https://github.com/alpacahq/alpaca-trade-api-python Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution. True False alpacahq/alpaca-trade-api-python
173 metatrader5 Python > Data Sources https://pypi.org/project/MetaTrader5/ API Connector to MetaTrader 5 Terminal False False
174 akshare Python > Data Sources 2024-01-02 2024-01-13 https://github.com/jindaxiang/akshare AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io> True False jindaxiang/akshare
175 yahooquery Python > Data Sources 2023-12-16 https://github.com/dpguthrie/yahooquery Python interface for retrieving data through unofficial Yahoo Finance API. True False dpguthrie/yahooquery
176 investpy Python > Data Sources 2022-10-02 https://github.com/alvarobartt/investpy Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/> True False alvarobartt/investpy
177 yliveticker Python > Data Sources 2021-04-29 https://github.com/yahoofinancelive/yliveticker Live stream of market data from Yahoo Finance websocket. True False yahoofinancelive/yliveticker
178 bbgbridge Python > Data Sources 2020-01-07 https://github.com/ran404/bbgbridge Easy to use Bloomberg Desktop API wrapper for Python. True False ran404/bbgbridge
179 alpha_vantage Python > Data Sources 2023-11-11 https://github.com/RomelTorres/alpha_vantage A python wrapper for Alpha Vantage API for financial data. True False RomelTorres/alpha_vantage
180 FinanceDataReader Python > Data Sources 2023-11-25 https://github.com/FinanceData/FinanceDataReader Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks True False FinanceData/FinanceDataReader
181 pystlouisfed Python > Data Sources 2023-05-12 2024-01-09 https://github.com/TomasKoutek/pystlouisfed Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER. True False TomasKoutek/pystlouisfed
182 python-bcb Python > Data Sources 2023-07-22 https://github.com/wilsonfreitas/python-bcb Python interface to Brazilian Central Bank web services. True False wilsonfreitas/python-bcb
183 market-prices Python > Data Sources 2023-10-27 2024-01-02 https://github.com/maread99/market_prices Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance). True False maread99/market_prices
184 tardis-python Python > Data Sources 2023-08-21 https://github.com/tardis-dev/tardis-python Python interface for Tardis.dev high frequency crypto market data True False tardis-dev/tardis-python
185 lake-api Python > Data Sources 2023-12-03 https://github.com/crypto-lake/lake-api Python interface for Crypto Lake high frequency crypto market data True False crypto-lake/lake-api
186 tessa Python > Data Sources 2023-10-16 https://github.com/ymyke/tessa simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class. True False ymyke/tessa
196 xlloop Python > Excel Integration http://xlloop.sourceforge.net XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). False False
197 expy Python > Excel Integration http://www.bnikolic.co.uk/expy/expy.html The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions. False False
198 pyxll Python > Excel Integration https://www.pyxll.com PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code. False False
199 D-Tale Python > Visualization 2023-11-29 2024-01-05 https://github.com/man-group/dtale Visualizer for pandas dataframes and xarray datasets. True False man-group/dtale
200 mplfinance Python > Visualization 2023-08-01 https://github.com/matplotlib/mplfinance matplotlib utilities for the visualization, and visual analysis, of financial data. True False matplotlib/mplfinance
201 finplot Python > Visualization 2023-12-04 2024-01-09 https://github.com/highfestiva/finplot Performant and effortless finance plotting for Python. True False highfestiva/finplot
202 finvizfinance Python > Visualization 2023-11-02 https://github.com/lit26/finvizfinance Finviz analysis python library. True False lit26/finvizfinance
203 market-analy Python > Visualization 2023-11-11 2024-01-04 https://github.com/maread99/market_analy Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot. True False maread99/market_analy
204 xts R > Numerical Libraries & Data Structures 2023-12-20 https://github.com/joshuaulrich/xts eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability. True False joshuaulrich/xts
205 data.table R > Numerical Libraries & Data Structures 2023-12-30 2024-01-12 https://github.com/Rdatatable/data.table Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development. True False Rdatatable/data.table
206 sparseEigen R > Numerical Libraries & Data Structures 2018-12-22 https://github.com/dppalomar/sparseEigen Sparse pricipal component analysis. True False dppalomar/sparseEigen
207 TSdbi R > Numerical Libraries & Data Structures http://tsdbi.r-forge.r-project.org/ Provides a common interface to time series databases. False False
208 tseries R > Numerical Libraries & Data Structures https://cran.r-project.org/web/packages/tseries/index.html Time Series Analysis and Computational Finance. False True
269 rugarch R > Time Series 2023-09-20 https://github.com/alexiosg/rugarch Univariate GARCH Models. True False alexiosg/rugarch
270 rmgarch R > Time Series 2022-03-05 https://github.com/alexiosg/rmgarch Multivariate GARCH Models. True False alexiosg/rmgarch
271 tidypredict R > Time Series 2021-09-28 https://github.com/edgararuiz/tidypredict Run predictions inside the database <https://tidypredict.netlify.com/>. True False edgararuiz/tidypredict
272 tidyquant R > Time Series 2023-12-28 2024-01-04 https://github.com/business-science/tidyquant Bringing financial analysis to the tidyverse. True False business-science/tidyquant
273 timetk R > Time Series 2023-12-28 2024-01-04 https://github.com/business-science/timetk A toolkit for working with time series in R. True False business-science/timetk
274 tibbletime R > Time Series 2023-01-24 https://github.com/business-science/tibbletime Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. True False business-science/tibbletime
275 matrixprofile R > Time Series 2022-11-25 https://github.com/matrix-profile-foundation/matrixprofile Time series data mining library built on top of the novel Matrix Profile data structure and algorithms. True False matrix-profile-foundation/matrixprofile
276 garchmodels R > Time Series 2022-08-11 https://github.com/AlbertoAlmuinha/garchmodels A parsnip backend for GARCH models. True False AlbertoAlmuinha/garchmodels
277 timeDate R > Calendars https://cran.r-project.org/web/packages/timeDate/index.html Chronological and Calendar Objects False True
278 bizdays R > Calendars 2023-12-29 2024-01-14 https://github.com/wilsonfreitas/R-bizdays Business days calculations and utilities True False wilsonfreitas/R-bizdays
279 QUANTAXIS Matlab > FrameWorks 2023-01-10 https://github.com/yutiansut/quantaxis Integrated Quantitative Toolbox with Matlab. True False yutiansut/quantaxis
280 QuantLib.jl Julia 2020-02-18 https://github.com/pazzo83/QuantLib.jl Quantlib implementation in pure Julia. True False pazzo83/QuantLib.jl
281 Ito.jl Julia 2017-03-21 https://github.com/aviks/Ito.jl A Julia package for quantitative finance. True False aviks/Ito.jl
286 Strategems.jl Julia 2021-04-06 https://github.com/dysonance/Strategems.jl Quantitative systematic trading strategy development and backtesting. True False dysonance/Strategems.jl
287 TimeSeries.jl Julia 2023-12-07 https://github.com/JuliaStats/TimeSeries.jl Time series toolkit for Julia. True False JuliaStats/TimeSeries.jl
288 MarketTechnicals.jl Julia 2021-07-12 https://github.com/JuliaQuant/MarketTechnicals.jl Technical analysis of financial time series on top of TimeSeries. True False JuliaQuant/MarketTechnicals.jl
289 MarketData.jl Julia 2023-11-21 2024-01-06 https://github.com/JuliaQuant/MarketData.jl Time series market data. True False JuliaQuant/MarketData.jl
290 TimeFrames.jl Julia 2019-02-16 https://github.com/femtotrader/TimeFrames.jl A Julia library that defines TimeFrame (essentially for resampling TimeSeries). True False femtotrader/TimeFrames.jl
291 DataFrames.jl Julia 2023-12-14 2024-01-08 https://github.com/JuliaData/DataFrames.jl In-memory tabular data in Julia True False JuliaData/DataFrames.jl
292 TSFrames.jl Julia 2023-07-25 https://github.com/xKDR/TSFrames.jl Handle timeseries data on top of the powerful and mature DataFrames.jl True False xKDR/TSFrames.jl
293 Strata Java http://strata.opengamma.io/ Modern open-source analytics and market risk library designed and written in Java. False False
294 JQuantLib Java http://www.jquantlib.org JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. False False
295 finmath.net Java http://finmath.net Java library with algorithms and methodologies related to mathematical finance. False False
296 quantcomponents Java 2015-10-07 https://github.com/lsgro/quantcomponents Free Java components for Quantitative Finance and Algorithmic Trading. True False lsgro/quantcomponents
297 DRIP Java https://lakshmidrip.github.io/DRIP Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. False False
298 ta4j Java 2023-11-30 2024-01-05 https://github.com/ta4j/ta4j A Java library for technical analysis. True False ta4j/ta4j
299 finance.js JavaScript 2018-10-11 https://github.com/ebradyjobory/finance.js A JavaScript library for common financial calculations. True False ebradyjobory/finance.js
300 portfolio-allocation JavaScript 2022-08-11 https://github.com/lequant40/portfolio_allocation_js PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks... True False lequant40/portfolio_allocation_js
301 Ghostfolio JavaScript 2024-01-02 2024-01-14 https://github.com/ghostfolio/ghostfolio Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions. True False ghostfolio/ghostfolio
302 IndicatorTS JavaScript 2023-10-21 https://github.com/cinar/indicatorts Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. True False cinar/indicatorts
303 ccxt JavaScript 2024-01-02 2024-01-13 https://github.com/ccxt/ccxt A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges. True False ccxt/ccxt
304 PENDAX JavaScript 2023-08-31 https://github.com/CompendiumFi/PENDAX-SDK Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More. True False CompendiumFi/PENDAX-SDK
305 QUANTAXIS_Webkit JavaScript > Data Visualization 2017-07-30 https://github.com/yutiansut/QUANTAXIS_Webkit An awesome visualization center based on quantaxis. True False yutiansut/QUANTAXIS_Webkit
306 quantfin Haskell 2019-04-06 https://github.com/boundedvariation/quantfin quant finance in pure haskell. True False boundedvariation/quantfin
325 PyQL Frameworks 2023-11-08 https://github.com/enthought/pyql Python port. True False enthought/pyql
326 QuantLib.jl Frameworks 2020-02-18 https://github.com/pazzo83/QuantLib.jl Julia port. True False pazzo83/QuantLib.jl
327 QuantLib-Python Documentation Frameworks https://quantlib-python-docs.readthedocs.io/ Documentation for the Python bindings for the QuantLib library False False
328 QuantLib with Automatic Differention enabled Frameworks 2023-11-15 2024-01-09 https://github.com/auto-differentiation/quantlib-xad Integration of Automatic Differentiation with the QuantLib library True False auto-differentiation/quantlib-xad
329 TA-Lib Frameworks https://ta-lib.org perform technical analysis of financial market data. False False
330 Portfolio Optimizer Frameworks https://portfoliooptimizer.io/ Portfolio Optimizer is a Web API for portfolio analysis and optimization. False False
331 QuantConnect CSharp 2023-12-29 2024-01-11 https://github.com/QuantConnect/Lean Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. True False QuantConnect/Lean
332 StockSharp CSharp 2024-01-02 2024-01-14 https://github.com/StockSharp/StockSharp Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options). True False StockSharp/StockSharp
333 TDAmeritrade.DotNetCore CSharp 2023-03-10 https://github.com/NVentimiglia/TDAmeritrade.DotNetCore Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions. True False NVentimiglia/TDAmeritrade.DotNetCore
334 QuantMath Rust 2020-05-28 https://github.com/MarcusRainbow/QuantMath Financial maths library for risk-neutral pricing and risk True False MarcusRainbow/QuantMath
335 Barter Rust 2023-04-20 https://github.com/barter-rs/barter-rs Open-source Rust framework for building event-driven live-trading & backtesting systems True False barter-rs/barter-rs
336 LFEST Rust 2023-12-31 2024-01-10 https://github.com/MathisWellmann/lfest-rs Simulated perpetual futures exchange to trade your strategy against. True False MathisWellmann/lfest-rs
337 TradeAggregation Rust 2023-08-03 https://github.com/MathisWellmann/trade_aggregation-rs Aggregate trades into user-defined candles using information driven rules. True False MathisWellmann/trade_aggregation-rs
338 SlidingFeatures Rust 2023-07-06 https://github.com/MathisWellmann/sliding_features-rs Chainable tree-like sliding windows for signal processing and technical analysis. True False MathisWellmann/sliding_features-rs
339 RustQuant Rust 2023-12-21 2024-01-10 https://github.com/avhz/RustQuant Quantitative finance library written in Rust. True False avhz/RustQuant
340 Derman Papers Reproducing Works, Training & Books 2017-10-21 https://github.com/MarcosCarreira/DermanPapers Notebooks that replicate original quantitative finance papers from Emanuel Derman. True False MarcosCarreira/DermanPapers
341 ML-Quant Reproducing Works, Training & Books https://www.ml-quant.com/ Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs. False False
342 volatility-trading Reproducing Works, Training & Books 2023-04-10 https://github.com/jasonstrimpel/volatility-trading A complete set of volatility estimators based on Euan Sinclair's Volatility Trading. True False jasonstrimpel/volatility-trading
347 FinanceHub Reproducing Works, Training & Books 2021-05-25 https://github.com/Finance-Hub/FinanceHub Resources for Quantitative Finance True False Finance-Hub/FinanceHub
348 Python_Option_Pricing Reproducing Works, Training & Books 2017-07-26 https://github.com/dedwards25/Python_Option_Pricing An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options. True False dedwards25/Python_Option_Pricing
349 python-training Reproducing Works, Training & Books 2023-11-27 https://github.com/jpmorganchase/python-training J.P. Morgan's Python training for business analysts and traders. True False jpmorganchase/python-training
350 Stock_Analysis_For_Quant Reproducing Works, Training & Books 2024-01-02 2024-01-13 https://github.com/LastAncientOne/Stock_Analysis_For_Quant Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau. True False LastAncientOne/Stock_Analysis_For_Quant
351 algorithmic-trading-with-python Reproducing Works, Training & Books 2021-06-01 https://github.com/chrisconlan/algorithmic-trading-with-python Source code for Algorithmic Trading with Python (2020) by Chris Conlan. True False chrisconlan/algorithmic-trading-with-python
352 MEDIUM_NoteBook Reproducing Works, Training & Books 2023-12-17 https://github.com/cerlymarco/MEDIUM_NoteBook Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium. True False cerlymarco/MEDIUM_NoteBook
353 QuantFinance Reproducing Works, Training & Books 2022-03-12 https://github.com/PythonCharmers/QuantFinance Training materials in quantitative finance. True False PythonCharmers/QuantFinance