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awesome-quant/projects.csv
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2022-03-27 21:16:37 -03:00

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2numpyPython > Numerical Libraries & Data Structureshttps://www.numpy.orgNumPy is the fundamental package for scientific computing with Python.FalseFalse
3scipyPython > Numerical Libraries & Data Structureshttps://www.scipy.orgSciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.FalseFalse
4pandasPython > Numerical Libraries & Data Structureshttps://pandas.pydata.orgpandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.FalseFalse
5quantdslPython > Numerical Libraries & Data Structures2017-10-26https://github.com/johnbywater/quantdslDomain specific language for quantitative analytics in finance and trading.TrueFalsejohnbywater/quantdsl
6statisticsPython > Numerical Libraries & Data Structureshttps://docs.python.org/3/library/statistics.htmlBuiltin Python library for all basic statistical calculations.FalseFalse
7sympyPython > Numerical Libraries & Data Structureshttps://www.sympy.org/SymPy is a Python library for symbolic mathematics.FalseFalse
8pymc3Python > Numerical Libraries & Data Structureshttps://docs.pymc.io/Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.FalseFalse
9PyQLPython > Financial Instruments and Pricing2022-01-27https://github.com/enthought/pyqlQuantLib's Python port.TrueFalseenthought/pyql
10pyfinPython > Financial Instruments and Pricing2014-12-03https://github.com/opendoor-labs/pyfinBasic options pricing in Python. [ARCHIVED]TrueFalseopendoor-labs/pyfin
11vollibPython > Financial Instruments and Pricing2016-05-17https://github.com/vollib/vollibvollib is a python library for calculating option prices, implied volatility and greeks.TrueFalsevollib/vollib
12QuantPyPython > Financial Instruments and Pricing2017-11-28https://github.com/jsmidt/QuantPyA framework for quantitative finance In python.TrueFalsejsmidt/QuantPy
13Finance-PythonPython > Financial Instruments and Pricing2021-12-26https://github.com/alpha-miner/Finance-PythonPython tools for Finance.TrueFalsealpha-miner/Finance-Python
14ffnPython > Financial Instruments and Pricing2022-02-25https://github.com/pmorissette/ffnA financial function library for Python.TrueFalsepmorissette/ffn
15pynancePython > Financial Instruments and Pricing2021-02-03https://github.com/GriffinAustin/pynanceLightweight Python library for assembling and analysing financial data.TrueFalseGriffinAustin/pynance
16tiaPython > Financial Instruments and Pricing2017-06-05https://github.com/bpsmith/tiaToolkit for integration and analysis.TrueFalsebpsmith/tia
17hasura/base-python-dashPython > Financial Instruments and Pricinghttps://platform.hasura.io/hub/projects/hasura/base-python-dashHasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.FalseFalse
18hasura/base-python-bokehPython > Financial Instruments and Pricinghttps://platform.hasura.io/hub/projects/hasura/base-python-bokehHasura quickstart to visualize data with bokeh library.FalseFalse
19pysabrPython > Financial Instruments and Pricing2018-08-27https://github.com/ynouri/pysabrSABR model Python implementation.TrueFalseynouri/pysabr
20FinancePyPython > Financial Instruments and Pricing2022-03-20https://github.com/domokane/FinancePyA Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.TrueFalsedomokane/FinancePy
21gs-quantPython > Financial Instruments and Pricing2022-03-23https://github.com/goldmansachs/gs-quantPython toolkit for quantitative financeTrueFalsegoldmansachs/gs-quant
22willowtreePython > Financial Instruments and Pricing2018-07-14https://github.com/federicomariamassari/willowtreeRobust and flexible Python implementation of the willow tree lattice for derivatives pricing.TrueFalsefedericomariamassari/willowtree
23financial-engineeringPython > Financial Instruments and Pricing2017-11-20https://github.com/federicomariamassari/financial-engineeringApplications of Monte Carlo methods to financial engineering projects, in Python.TrueFalsefedericomariamassari/financial-engineering
24optlibPython > Financial Instruments and Pricing2021-06-16https://github.com/dbrojas/optlibA library for financial options pricing written in Python.TrueFalsedbrojas/optlib
25tf-quant-financePython > Financial Instruments and Pricing2022-03-09https://github.com/google/tf-quant-financeHigh-performance TensorFlow library for quantitative finance.TrueFalsegoogle/tf-quant-finance
26Q-FinPython > Financial Instruments and Pricing2021-06-07https://github.com/RomanMichaelPaolucci/Q-FinA Python library for mathematical finance.TrueFalseRomanMichaelPaolucci/Q-Fin
27QuantsbinPython > Financial Instruments and Pricing2021-05-23https://github.com/quantsbin/QuantsbinTools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.TrueFalsequantsbin/Quantsbin
28finoptionsPython > Financial Instruments and Pricing2021-12-28https://github.com/bbcho/finoptions-devComplete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.TrueFalsebbcho/finoptions-dev
29pandas_talibPython > Indicators2018-05-30https://github.com/femtotrader/pandas_talibA Python Pandas implementation of technical analysis indicators.TrueFalsefemtotrader/pandas_talib
30fintaPython > Indicators2021-10-19https://github.com/peerchemist/fintaCommon financial technical analysis indicators implemented in Pandas.TrueFalsepeerchemist/finta
31TulipyPython > Indicators2019-04-11https://github.com/cirla/tulipyFinancial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators))TrueFalsecirla/tulipy
32lpplsPython > Indicators2021-12-23https://github.com/Boulder-Investment-Technologies/lpplsA Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.TrueFalseBoulder-Investment-Technologies/lppls
33BlanklyPython > Trading & Backtesting2022-03-10https://github.com/Blankly-Finance/BlanklyFully integrated backtesting, paper trading, and live deployment.TrueFalseBlankly-Finance/Blankly
34TA-LibPython > Trading & Backtestinghttps://ta-lib.orgperform technical analysis of financial market data.FalseFalse
35ziplinePython > Trading & Backtestinghttps://www.zipline.ioPythonic algorithmic trading library.FalseFalse
36QuantSoftware ToolkitPython > Trading & Backtesting2016-10-07https://github.com/QuantSoftware/QuantSoftwareToolkitPython-based open source software framework designed to support portfolio construction and management.TrueFalseQuantSoftware/QuantSoftwareToolkit
37quantitativePython > Trading & Backtesting2019-03-03https://github.com/jeffrey-liang/quantitativeQuantitative finance, and backtesting library.TrueFalsejeffrey-liang/quantitative
38analyzerPython > Trading & Backtesting2015-12-22https://github.com/llazzaro/analyzerPython framework for real-time financial and backtesting trading strategies.TrueFalsellazzaro/analyzer
39btPython > Trading & Backtesting2022-03-23https://github.com/pmorissette/btFlexible Backtesting for Python.TrueFalsepmorissette/bt
40backtraderPython > Trading & Backtesting2021-07-17https://github.com/backtrader/backtraderPython Backtesting library for trading strategies.TrueFalsebacktrader/backtrader
41pythalesiansPython > Trading & Backtesting2016-09-23https://github.com/thalesians/pythalesiansPython library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.TrueFalsethalesians/pythalesians
42pybacktestPython > Trading & Backtesting2019-09-09https://github.com/ematvey/pybacktestVectorized backtesting framework in Python / pandas, designed to make your backtesting easier.TrueFalseematvey/pybacktest
43pyalgotradePython > Trading & Backtesting2018-08-21https://github.com/gbeced/pyalgotradePython Algorithmic Trading Library.TrueFalsegbeced/pyalgotrade
44tradingWithPythonPython > Trading & Backtestinghttps://pypi.org/project/tradingWithPython/A collection of functions and classes for Quantitative trading.FalseFalse
45Pandas TAPython > Trading & Backtesting2022-01-31https://github.com/twopirllc/pandas-taPandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.TrueFalsetwopirllc/pandas-ta
46taPython > Trading & Backtesting2022-01-27https://github.com/bukosabino/taTechnical Analysis Library using Pandas (Python)TrueFalsebukosabino/ta
47algobrokerPython > Trading & Backtesting2016-03-31https://github.com/joequant/algobrokerThis is an execution engine for algo trading.TrueFalsejoequant/algobroker
48pysentosaPython > Trading & Backtestinghttps://pypi.org/project/pysentosa/Python API for sentosa trading system.FalseFalse
49finmarketpyPython > Trading & Backtesting2021-10-07https://github.com/cuemacro/finmarketpyPython library for backtesting trading strategies and analyzing financial markets.TrueFalsecuemacro/finmarketpy
50binary-martingalePython > Trading & Backtesting2017-10-16https://github.com/metaperl/binary-martingaleComputer program to automatically trade binary options martingale style.TrueFalsemetaperl/binary-martingale
51fooltraderPython > Trading & Backtesting2020-07-19https://github.com/foolcage/fooltraderthe project using big-data technology to provide an uniform way to analyze the whole market.TrueFalsefoolcage/fooltrader
52zvtPython > Trading & Backtesting2022-03-25https://github.com/zvtvz/zvtthe project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.TrueFalsezvtvz/zvt
53pylivetraderPython > Trading & Backtesting2021-07-03https://github.com/alpacahq/pylivetraderzipline-compatible live trading library.TrueFalsealpacahq/pylivetrader
54pipeline-livePython > Trading & Backtesting2021-01-17https://github.com/alpacahq/pipeline-livezipline's pipeline capability with IEX for live trading.TrueFalsealpacahq/pipeline-live
55zipline-extensionsPython > Trading & Backtesting2018-09-17https://github.com/quantrocket-llc/zipline-extensionsZipline extensions and adapters for QuantRocket.TrueFalsequantrocket-llc/zipline-extensions
56moonshotPython > Trading & Backtesting2021-04-13https://github.com/quantrocket-llc/moonshotVectorized backtester and trading engine for QuantRocket based on Pandas.TrueFalsequantrocket-llc/moonshot
57PyPortfolioOptPython > Trading & Backtesting2022-03-23https://github.com/robertmartin8/PyPortfolioOptFinancial portfolio optimisation in python, including classical efficient frontier and advanced methods.TrueFalserobertmartin8/PyPortfolioOpt
58EitenPython > Trading & Backtesting2020-09-21https://github.com/tradytics/eitenEiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.TrueFalsetradytics/eiten
59riskparity.pyPython > Trading & Backtestinghttps://github.com/dppalomar/riskparity.pyfast and scalable design of risk parity portfolios with TensorFlow 2.0TrueFalse
60mlfinlabPython > Trading & Backtesting2021-12-01https://github.com/hudson-and-thames/mlfinlabImplementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)TrueFalsehudson-and-thames/mlfinlab
61pyqstratPython > Trading & Backtesting2022-01-08https://github.com/abbass2/pyqstratA fast, extensible, transparent python library for backtesting quantitative strategies.TrueFalseabbass2/pyqstrat
62NowTradePython > Trading & Backtesting2017-02-07https://github.com/edouardpoitras/NowTradePython library for backtesting technical/mechanical strategies in the stock and currency markets.TrueFalseedouardpoitras/NowTrade
63pinkfishPython > Trading & Backtesting2022-03-21https://github.com/fja05680/pinkfishA backtester and spreadsheet library for security analysis.TrueFalsefja05680/pinkfish
64aatPython > Trading & Backtesting2022-02-26https://github.com/timkpaine/aatAsync Algorithmic Trading EngineTrueFalsetimkpaine/aat
65Backtesting.pyPython > Trading & Backtestinghttps://kernc.github.io/backtesting.py/Backtest trading strategies in PythonFalseFalse
66catalystPython > Trading & Backtesting2021-09-22https://github.com/enigmampc/catalystAn Algorithmic Trading Library for Crypto-Assets in PythonTrueFalseenigmampc/catalyst
67quantstatsPython > Trading & Backtesting2022-02-14https://github.com/ranaroussi/quantstatsPortfolio analytics for quants, written in PythonTrueFalseranaroussi/quantstats
68qtpylibPython > Trading & Backtesting2021-03-24https://github.com/ranaroussi/qtpylibQTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>TrueFalseranaroussi/qtpylib
69QuantdomPython > Trading & Backtesting2019-03-12https://github.com/constverum/QuantdomPython-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]TrueFalseconstverum/Quantdom
70freqtradePython > Trading & Backtesting2022-03-26https://github.com/freqtrade/freqtradeFree, open source crypto trading botTrueFalsefreqtrade/freqtrade
71algorithmic-trading-with-pythonPython > Trading & Backtesting2021-06-01https://github.com/chrisconlan/algorithmic-trading-with-pythonFree `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.TrueFalsechrisconlan/algorithmic-trading-with-python
72DeepDowPython > Trading & Backtesting2022-03-11https://github.com/jankrepl/deepdowPortfolio optimization with deep learningTrueFalsejankrepl/deepdow
73QlibPython > Trading & Backtesting2022-03-24https://github.com/microsoft/qlibAn 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.TrueFalsemicrosoft/qlib
74machine-learning-for-tradingPython > Trading & Backtesting2022-03-08https://github.com/stefan-jansen/machine-learning-for-tradingCode and resources for Machine Learning for Algorithmic TradingTrueFalsestefan-jansen/machine-learning-for-trading
75AlphaPyPython > Trading & Backtesting2021-10-23https://github.com/ScottfreeLLC/AlphaPyAutomated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoostTrueFalseScottfreeLLC/AlphaPy
76jessePython > Trading & Backtesting2022-03-23https://github.com/jesse-ai/jesseAn advanced crypto trading bot written in PythonTrueFalsejesse-ai/jesse
77rqalphaPython > Trading & Backtesting2022-02-05https://github.com/ricequant/rqalphaA extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.TrueFalsericequant/rqalpha
78FinRL-LibraryPython > Trading & Backtesting2022-03-27https://github.com/AI4Finance-LLC/FinRL-LibraryA Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.TrueFalseAI4Finance-LLC/FinRL-Library
79bulbeaPython > Trading & Backtesting2017-03-19https://github.com/achillesrasquinha/bulbeaDeep Learning based Python Library for Stock Market Prediction and Modelling.TrueFalseachillesrasquinha/bulbea
80ib_nopePython > Trading & Backtesting2021-04-22https://github.com/ajhpark/ib_nopeAutomated trading system for NOPE strategy over IBKR TWS.TrueFalseajhpark/ib_nope
81OctoBotPython > Trading & Backtesting2022-02-09https://github.com/Drakkar-Software/OctoBotOpen source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.TrueFalseDrakkar-Software/OctoBot
82bta-libPython > Trading & Backtesting2020-03-11https://github.com/mementum/bta-libTechnical Analysis library in pandas for backtesting algotrading and quantitative analysis.TrueFalsemementum/bta-lib
83Stock-Prediction-ModelsPython > Trading & Backtesting2021-01-05https://github.com/huseinzol05/Stock-Prediction-ModelsGathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.TrueFalsehuseinzol05/Stock-Prediction-Models
84TuneTAPython > Trading & Backtesting2021-11-19https://github.com/jmrichardson/tunetaTuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.TrueFalsejmrichardson/tuneta
85AutoTraderPython > Trading & Backtesting2022-02-17https://github.com/kieran-mackle/AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.TrueFalsekieran-mackle/AutoTrader
86fast-tradePython > Trading & Backtesting2022-03-09https://github.com/jrmeier/fast-tradeA library built with backtest portability and performance in mind for backtest trading strategies.TrueFalsejrmeier/fast-trade
87qf-libPython > Trading & Backtesting2022-03-25https://github.com/quarkfin/qf-libQF-Lib is a Python library that provides high quality tools for quantitative finance.TrueFalsequarkfin/qf-lib
88tda-apiPython > Trading & Backtesting2022-03-24https://github.com/alexgolec/tda-apiGather data and trade equities, options, and ETFs via TDAmeritrade.TrueFalsealexgolec/tda-api
89vectorbtPython > Trading & Backtesting2022-03-17https://github.com/polakowo/vectorbtFind your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.TrueFalsepolakowo/vectorbt
90LeanPython > Trading & Backtesting2022-03-18https://github.com/QuantConnect/LeanLean Algorithmic Trading Engine by QuantConnect (Python, C#).TrueFalseQuantConnect/Lean
91fast-tradePython > Trading & Backtesting2022-03-09https://github.com/jrmeier/fast-tradeLow code backtesting library utilizing pandas and technical analysis indicators.TrueFalsejrmeier/fast-trade
92pyfolioPython > Risk Analysis2020-02-28https://github.com/quantopian/pyfolioPortfolio and risk analytics in Python.TrueFalsequantopian/pyfolio
93empyricalPython > Risk Analysis2020-10-14https://github.com/quantopian/empyricalCommon financial risk and performance metrics.TrueFalsequantopian/empyrical
94fecon235Python > Risk Analysis2018-12-03https://github.com/rsvp/fecon235Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.TrueFalsersvp/fecon235
95financePython > Risk Analysishttps://pypi.org/project/finance/Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.FalseFalse
96qfrmPython > Risk Analysishttps://pypi.org/project/qfrm/Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.FalseFalse
97visualize-wealthPython > Risk Analysis2015-06-10https://github.com/benjaminmgross/visualize-wealthPortfolio construction and quantitative analysis.TrueFalsebenjaminmgross/visualize-wealth
98VisualPortfolioPython > Risk Analysis2017-02-28https://github.com/wegamekinglc/VisualPortfolioThis tool is used to visualize the perfomance of a portfolio.TrueFalsewegamekinglc/VisualPortfolio
99universal-portfoliosPython > Risk Analysis2021-12-22https://github.com/Marigold/universal-portfoliosCollection of algorithms for online portfolio selection.TrueFalseMarigold/universal-portfolios
100FinQuantPython > Risk Analysis2020-05-03https://github.com/fmilthaler/FinQuantA program for financial portfolio management, analysis and optimisation.TrueFalsefmilthaler/FinQuant
101EmpyrialPython > Risk Analysis2022-02-04https://github.com/ssantoshp/EmpyrialPortfolio's risk and performance analytics and returns predictions.TrueFalsessantoshp/Empyrial
102risktoolsPython > Risk Analysis2022-01-16https://github.com/bbcho/risktools-devRisk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.TrueFalsebbcho/risktools-dev
103Riskfolio-LibPython > Risk Analysis2022-03-19https://github.com/dcajasn/Riskfolio-LibPortfolio Optimization and Quantitative Strategic Asset Allocation in Python.TrueFalsedcajasn/Riskfolio-Lib
104alphalensPython > Factor Analysis2020-04-27https://github.com/quantopian/alphalensPerformance analysis of predictive alpha factors.TrueFalsequantopian/alphalens
105SpectrePython > Factor Analysis2021-01-02https://github.com/Heerozh/spectreGPU-accelerated Factors analysis library and BacktesterTrueFalseHeerozh/spectre
106ARCHPython > Time Series2022-03-22https://github.com/bashtage/archARCH models in Python.TrueFalsebashtage/arch
107statsmodelsPython > Time Serieshttp://statsmodels.sourceforge.netPython module that allows users to explore data, estimate statistical models, and perform statistical tests.FalseFalse
108dyntsPython > Time Series2016-11-02https://github.com/quantmind/dyntsPython package for timeseries analysis and manipulation.TrueFalsequantmind/dynts
109PyFluxPython > Time Series2018-12-16https://github.com/RJT1990/pyfluxPython library for timeseries modelling and inference (frequentist and Bayesian) on models.TrueFalseRJT1990/pyflux
110tsfreshPython > Time Series2021-12-21https://github.com/blue-yonder/tsfreshAutomatic extraction of relevant features from time series.TrueFalseblue-yonder/tsfresh
111hasura/quandl-metabasePython > Time Serieshttps://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-seriesHasura quickstart to visualize Quandl's timeseries datasets with Metabase.FalseFalse
112Facebook ProphetPython > Time Series2022-03-07https://github.com/facebook/prophetTool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.TrueFalsefacebook/prophet
113tsmoothiePython > Time Series2021-08-25https://github.com/cerlymarco/tsmoothieA python library for time-series smoothing and outlier detection in a vectorized way.TrueFalsecerlymarco/tsmoothie
114pmdarimaPython > Time Series2022-02-22https://github.com/alkaline-ml/pmdarimaA statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.TrueFalsealkaline-ml/pmdarima
115exchange_calendarsPython > Calendars2022-03-21https://github.com/gerrymanoim/exchange_calendarsStock Exchange Trading Calendars.TrueFalsegerrymanoim/exchange_calendars
116bizdaysPython > Calendars2022-01-20https://github.com/wilsonfreitas/python-bizdaysBusiness days calculations and utilities.TrueFalsewilsonfreitas/python-bizdays
117pandas_market_calendarsPython > Calendars2022-03-05https://github.com/rsheftel/pandas_market_calendarsExchange calendars to use with pandas for trading applications.TrueFalsersheftel/pandas_market_calendars
118yfinancePython > Data Sources2022-01-30https://github.com/ranaroussi/yfinanceYahoo! Finance market data downloader (+faster Pandas Datareader)TrueFalseranaroussi/yfinance
119findatapyPython > Data Sources2022-01-25https://github.com/cuemacro/findatapyPython library to download market data via Bloomberg, Quandl, Yahoo etc.TrueFalsecuemacro/findatapy
120googlefinancePython > Data Sources2018-09-23https://github.com/hongtaocai/googlefinancePython module to get real-time stock data from Google Finance API.TrueFalsehongtaocai/googlefinance
121yahoo-financePython > Data Sources2021-12-15https://github.com/lukaszbanasiak/yahoo-financePython module to get stock data from Yahoo! Finance.TrueFalselukaszbanasiak/yahoo-finance
122pandas-datareaderPython > Data Sources2022-03-16https://github.com/pydata/pandas-datareaderPython module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.TrueFalsepydata/pandas-datareader
123pandas-financePython > Data Sources2021-08-08https://github.com/davidastephens/pandas-financeHigh level API for access to and analysis of financial data.TrueFalsedavidastephens/pandas-finance
124pyhoofinancePython > Data Sources2016-10-07https://github.com/innes213/pyhoofinanceRapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.TrueFalseinnes213/pyhoofinance
125yfinanceapiPython > Data Sources2020-05-26https://github.com/Karthik005/yfinanceapiFinance API for Python.TrueFalseKarthik005/yfinanceapi
126yql-financePython > Data Sources2015-08-29https://github.com/slawek87/yql-financeyql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).TrueFalseslawek87/yql-finance
127ystockquotePython > Data Sources2017-03-10https://github.com/cgoldberg/ystockquoteRetrieve stock quote data from Yahoo Finance.TrueFalsecgoldberg/ystockquote
128wallstreetPython > Data Sources2022-02-12https://github.com/mcdallas/wallstreetReal time stock and option data.TrueFalsemcdallas/wallstreet
129stock_extractorPython > Data Sources2016-09-10https://github.com/ZachLiuGIS/stock_extractorGeneral Purpose Stock Extractors from Online Resources.TrueFalseZachLiuGIS/stock_extractor
130StockexPython > Data Sources2021-09-15https://github.com/cttn/StockexPython wrapper for Yahoo! Finance API.TrueFalsecttn/Stockex
131finsymbolsPython > Data Sources2017-07-23https://github.com/skillachie/finsymbolsObtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.TrueFalseskillachie/finsymbols
132FRBPython > Data Sources2018-12-22https://github.com/avelkoski/FRBPython Client for FRED® API.TrueFalseavelkoski/FRB
133inquisitorPython > Data Sources2019-10-10https://github.com/econdb/inquisitorPython Interface to Econdb.com API.TrueFalseecondb/inquisitor
134yfiPython > Data Sources2016-02-12https://github.com/nickelkr/yfiYahoo! YQL library.TrueFalsenickelkr/yfi
135chinesestockapiPython > Data Sourceshttps://pypi.org/project/chinesestockapi/Python API to get Chinese stock price.FalseFalse
136exchangePython > Data Sources2015-07-07https://github.com/akarat/exchangeGet current exchange rate.TrueFalseakarat/exchange
137ticksPython > Data Sources2016-01-08https://github.com/jamescnowell/ticksSimple command line tool to get stock ticker data.TrueFalsejamescnowell/ticks
138pybbgPython > Data Sources2015-01-20https://github.com/bpsmith/pybbgPython interface to Bloomberg COM APIs.TrueFalsebpsmith/pybbg
139ccyPython > Data Sources2021-01-09https://github.com/lsbardel/ccyPython module for currencies.TrueFalselsbardel/ccy
140tusharePython > Data Sourceshttps://pypi.org/project/tushare/A utility for crawling historical and Real-time Quotes data of China stocks.FalseFalse
141jsmPython > Data Sourceshttps://pypi.org/project/jsm/Get the japanese stock market data.FalseFalse
142cn_stock_srcPython > Data Sources2016-02-29https://github.com/jealous/cn_stock_srcUtility for retrieving basic China stock data from different sources.TrueFalsejealous/cn_stock_src
143coinmarketcapPython > Data Sources2021-02-12https://github.com/barnumbirr/coinmarketcapPython API for coinmarketcap.TrueFalsebarnumbirr/coinmarketcap
144after-hoursPython > Data Sources2020-06-22https://github.com/datawrestler/after-hoursObtain pre market and after hours stock prices for a given symbol.TrueFalsedatawrestler/after-hours
145bronto-pythonPython > Data Sourceshttps://pypi.org/project/bronto-python/Bronto API Integration for Python.FalseFalse
146pytdxPython > Data Sources2020-04-15https://github.com/rainx/pytdxPython Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.TrueFalserainx/pytdx
147pdblpPython > Data Sources2021-08-12https://github.com/matthewgilbert/pdblpA simple interface to integrate pandas and the Bloomberg Open API.TrueFalsematthewgilbert/pdblp
148tiingoPython > Data Sources2022-03-18https://github.com/hydrosquall/tiingo-pythonPython interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.TrueFalsehydrosquall/tiingo-python
149iexfinancePython > Data Sources2021-01-02https://github.com/addisonlynch/iexfinancePython Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.TrueFalseaddisonlynch/iexfinance
150pyEXPython > Data Sources2022-03-27https://github.com/timkpaine/pyEXPython interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.TrueFalsetimkpaine/pyEX
151alpaca-trade-apiPython > Data Sources2022-03-25https://github.com/alpacahq/alpaca-trade-api-pythonPython interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.TrueFalsealpacahq/alpaca-trade-api-python
152metatrader5Python > Data Sourceshttps://pypi.org/project/MetaTrader5/API Connector to MetaTrader 5 TerminalFalseFalse
153aksharePython > Data Sources2022-03-27https://github.com/jindaxiang/akshareAkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>TrueFalsejindaxiang/akshare
154yahooqueryPython > Data Sources2021-02-26https://github.com/dpguthrie/yahooqueryPython interface for retrieving data through unofficial Yahoo Finance API.TrueFalsedpguthrie/yahooquery
155investpyPython > Data Sources2022-02-04https://github.com/alvarobartt/investpyFinancial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>TrueFalsealvarobartt/investpy
156ylivetickerPython > Data Sources2021-04-29https://github.com/yahoofinancelive/ylivetickerLive stream of market data from Yahoo Finance websocket.TrueFalseyahoofinancelive/yliveticker
157bbgbridgePython > Data Sources2020-01-07https://github.com/ran404/bbgbridgeEasy to use Bloomberg Desktop API wrapper for Python.TrueFalseran404/bbgbridge
158alpha_vantagePython > Data Sources2021-06-14https://github.com/RomelTorres/alpha_vantageA python wrapper for Alpha Vantage API for financial data.TrueFalseRomelTorres/alpha_vantage
159FinanceDataReaderPython > Data Sources2022-03-14https://github.com/FinanceData/FinanceDataReaderOpen Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese StocksTrueFalseFinanceData/FinanceDataReader
160pystlouisfedPython > Data Sources2022-02-23https://github.com/TomasKoutek/pystlouisfedPython client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASERTrueFalseTomasKoutek/pystlouisfed
161xlwingsPython > Excel Integrationhttps://www.xlwings.org/Make Excel fly with Python.FalseFalse
162openpyxlPython > Excel Integrationhttps://openpyxl.readthedocs.io/en/latest/Read/Write Excel 2007 xlsx/xlsm files.FalseFalse
163xlrdPython > Excel Integration2021-08-19https://github.com/python-excel/xlrdLibrary for developers to extract data from Microsoft Excel spreadsheet files.TrueFalsepython-excel/xlrd
164xlsxwriterPython > Excel Integrationhttps://xlsxwriter.readthedocs.io/Write files in the Excel 2007+ XLSX file format.FalseFalse
165xlwtPython > Excel Integration2018-09-16https://github.com/python-excel/xlwtLibrary to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.TrueFalsepython-excel/xlwt
166DataNitroPython > Excel Integrationhttps://datanitro.com/DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.FalseFalse
167xlloopPython > Excel Integrationhttp://xlloop.sourceforge.netXLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).FalseFalse
168expyPython > Excel Integrationhttp://www.bnikolic.co.uk/expy/expy.htmlThe 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.FalseFalse
169pyxllPython > Excel Integrationhttps://www.pyxll.comPyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.FalseFalse
170D-TalePython > Visualization2022-03-24https://github.com/man-group/dtaleVisualizer for pandas dataframes and xarray datasets.TrueFalseman-group/dtale
171mplfinancePython > Visualization2022-03-04https://github.com/matplotlib/mplfinancematplotlib utilities for the visualization, and visual analysis, of financial data.TrueFalsematplotlib/mplfinance
172finplotPython > Visualization2022-03-09https://github.com/highfestiva/finplotPerformant and effortless finance plotting for Python.TrueFalsehighfestiva/finplot
173finvizfinancePython > Visualization2022-03-02https://github.com/lit26/finvizfinanceFinviz analysis python library.TrueFalselit26/finvizfinance
174xtsR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/xts/index.htmleXtensible 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.FalseTrue
175data.tableR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/data.table/index.htmlExtension 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.FalseTrue
176sparseEigenR > Numerical Libraries & Data Structures2018-12-22https://github.com/dppalomar/sparseEigenSparse pricipal component analysis.TrueFalsedppalomar/sparseEigen
177TSdbiR > Numerical Libraries & Data Structureshttp://tsdbi.r-forge.r-project.org/Provides a common interface to time series databases.FalseFalse
178tseriesR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/tseries/index.htmlTime Series Analysis and Computational Finance.FalseTrue
179zooR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/zoo/index.htmlS3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).FalseTrue
180tisR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/tis/index.htmlFunctions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.FalseTrue
181tfplotR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/tfplot/index.htmlUtilities for simple manipulation and quick plotting of time series data.FalseTrue
182tframeR > Numerical Libraries & Data Structureshttps://cran.r-project.org/web/packages/tframe/index.htmlA kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.FalseTrue
183IBrokersR > Data Sourceshttps://cran.r-project.org/web/packages/IBrokers/index.htmlProvides native R access to Interactive Brokers Trader Workstation API.FalseTrue
184RblpapiR > Data Sourceshttps://cran.r-project.org/web/packages/Rblpapi/index.htmlAn R Interface to 'Bloomberg' is provided via the 'Blp API'.FalseTrue
185QuandlR > Data Sourceshttps://www.quandl.com/tools/rGet Financial Data Directly Into R.FalseFalse
186RbitcoinR > Data Sourceshttps://cran.r-project.org/web/packages/Rbitcoin/index.htmlUnified markets API interface (bitstamp, kraken, btce, bitmarket).FalseTrue
187GetTDDataR > Data Sourceshttps://cran.r-project.org/web/packages/GetTDData/index.htmlDownloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.FalseTrue
188GetHFDataR > Data Sourceshttps://cran.r-project.org/web/packages/GetHFData/index.htmlDownloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.FalseTrue
189Reddit WallstreetBets APIR > Data Sourceshttps://dashboard.nbshare.io/apps/reddit/api/Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the APIFalseFalse
190tdR > Data Sourceshttps://cran.r-project.org/package=tdInterfaces the 'twelvedata' API for stocks and (digital and standard) currenciesFalseTrue
191RQuantLibR > Financial Instruments and Pricinghttp://dirk.eddelbuettel.com/code/rquantlib.htmlRQuantLib connects GNU R with QuantLib.FalseFalse
192quantmodR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/quantmod/index.htmlQuantitative Financial Modelling Framework.FalseTrue
193RmetricsR > Financial Instruments and Pricinghttps://www.rmetrics.orgThe premier open source software solution for teaching and training quantitative finance.FalseFalse
194fAsianOptionsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fAsianOptions/index.htmlEBM and Asian Option Valuation.FalseTrue
195fAssetsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fAssets/index.htmlAnalysing and Modelling Financial Assets.FalseTrue
196fBasicsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fBasics/index.htmlMarkets and Basic Statistics.FalseTrue
197fBondsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fBonds/index.htmlBonds and Interest Rate Models.FalseTrue
198fExoticOptionsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fExoticOptions/index.htmlExotic Option Valuation.FalseTrue
199fOptionsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fOptions/index.htmlPricing and Evaluating Basic Options.FalseTrue
200fPortfolioR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/fPortfolio/index.htmlPortfolio Selection and Optimization.FalseTrue
201portfolioR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/portfolio/index.htmlAnalysing equity portfolios.FalseTrue
202portfolioSimR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/portfolioSim/index.htmlFramework for simulating equity portfolio strategies.FalseTrue
203sparseIndexTrackingR > Financial Instruments and Pricing2019-06-13https://github.com/dppalomar/sparseIndexTrackingPortfolio design to track an index.TrueFalsedppalomar/sparseIndexTracking
204covFactorModelR > Financial Instruments and Pricing2019-03-25https://github.com/dppalomar/covFactorModelCovariance matrix estimation via factor models.TrueFalsedppalomar/covFactorModel
205riskParityPortfolioR > Financial Instruments and Pricing2022-02-10https://github.com/dppalomar/riskParityPortfolioBlazingly fast design of risk parity portfolios.TrueFalsedppalomar/riskParityPortfolio
206sdeR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/sde/index.htmlSimulation and Inference for Stochastic Differential Equations.FalseTrue
207YieldCurveR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/YieldCurve/index.htmlModelling and estimation of the yield curve.FalseTrue
208SmithWilsonYieldCurveR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.htmlConstructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.FalseTrue
209ycinterextraR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/ycinterextra/index.htmlYield curve or zero-coupon prices interpolation and extrapolation.FalseTrue
210AmericanCallOptR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/AmericanCallOpt/index.htmlThis package includes pricing function for selected American call options with underlying assets that generate payouts.FalseTrue
211VarSwapPriceR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/VarSwapPrice/index.htmlPricing a variance swap on an equity index.FalseTrue
212RNDR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/RND/index.htmlRisk Neutral Density Extraction Package.FalseTrue
213LSMonteCarloR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/LSMonteCarlo/index.htmlAmerican options pricing with Least Squares Monte Carlo method.FalseTrue
214OptHedgingR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/OptHedging/index.htmlEstimation of value and hedging strategy of call and put options.FalseTrue
215tvmR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/tvm/index.htmlTime Value of Money Functions.FalseTrue
216OptionPricingR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/OptionPricing/index.htmlOption Pricing with Efficient Simulation Algorithms.FalseTrue
217creduleR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/credule/index.htmlCredit Default Swap Functions.FalseTrue
218derivmktsR > Financial Instruments and Pricinghttps://cran.r-project.org/web/packages/derivmkts/index.htmlFunctions and R Code to Accompany Derivatives Markets.FalseTrue
219FinCalR > Financial Instruments and Pricing2017-04-12https://github.com/felixfan/FinCalPackage for time value of money calculation, time series analysis and computational finance.TrueFalsefelixfan/FinCal
220r-quantR > Financial Instruments and Pricing2014-02-19https://github.com/artyyouth/r-quantR code for quantitative analysis in finance.TrueFalseartyyouth/r-quant
221options.studiesR > Financial Instruments and Pricinghttps://github.com/taylorizing/options.studiesoptions trading studies functions for use with options.data package and shiny.TrueFalse
222PortfolioAnalyticsR > Portfolio Optimizationhttps://cran.r-project.org/web/packages/PortfolioAnalytics/PortfolioAnalytics.pdfPortfolio Analysis, Including Numerical Methods for Optimizationof PortfoliosFalseTrue
223TA-LibR > Tradinghttps://ta-lib.orgperform technical analysis of financial market data.FalseFalse
224backtestR > Tradinghttps://cran.r-project.org/web/packages/backtest/index.htmlExploring Portfolio-Based Conjectures About Financial Instruments.FalseTrue
225paR > Tradinghttps://cran.r-project.org/web/packages/pa/index.htmlPerformance Attribution for Equity Portfolios.FalseTrue
226TTRR > Tradinghttps://cran.r-project.org/web/packages/TTR/index.htmlTechnical Trading Rules.FalseTrue
227QuantToolsR > Tradinghttps://quanttools.bitbucket.io/_site/index.htmlEnhanced Quantitative Trading Modelling.FalseFalse
228blotterR > Trading2021-03-06https://github.com/braverock/blotterTransaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.TrueFalsebraverock/blotter
229quantstratR > Backtesting2021-03-05https://github.com/braverock/quantstratTransaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.TrueFalsebraverock/quantstrat
230PerformanceAnalyticsR > Risk Analysishttps://cran.r-project.org/web/packages/PerformanceAnalytics/index.htmlEconometric tools for performance and risk analysis.FalseTrue
231FactorAnalyticsR > Factor Analysis2022-03-26https://github.com/braverock/FactorAnalyticsThe FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.TrueFalsebraverock/FactorAnalytics
232Expected ReturnsR > Factor Analysis2022-03-27https://github.com/JustinMShea/ExpectedReturnsSolutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.TrueFalseJustinMShea/ExpectedReturns
233tseriesR > Time Serieshttps://cran.r-project.org/web/packages/tseries/index.htmlTime Series Analysis and Computational Finance.FalseTrue
234zooR > Time Serieshttps://cran.r-project.org/web/packages/zoo/index.htmlS3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).FalseTrue
235xtsR > Time Serieshttps://cran.r-project.org/web/packages/xts/index.htmleXtensible Time Series.FalseTrue
236fGarchR > Time Serieshttps://cran.r-project.org/web/packages/fGarch/index.htmlRmetrics - Autoregressive Conditional Heteroskedastic Modelling.FalseTrue
237timeSeriesR > Time Serieshttps://cran.r-project.org/web/packages/timeSeries/index.htmlRmetrics - Financial Time Series Objects.FalseTrue
238rugarchR > Time Serieshttps://cran.r-project.org/web/packages/rugarch/index.htmlUnivariate GARCH Models.FalseTrue
239rmgarchR > Time Serieshttps://cran.r-project.org/web/packages/rmgarch/index.htmlMultivariate GARCH Models.FalseTrue
240tidypredictR > Time Series2021-09-28https://github.com/edgararuiz/tidypredictRun predictions inside the database <https://tidypredict.netlify.com/>.TrueFalseedgararuiz/tidypredict
241tidyquantR > Time Series2021-12-30https://github.com/business-science/tidyquantBringing financial analysis to the tidyverse.TrueFalsebusiness-science/tidyquant
242timetkR > Time Series2022-01-19https://github.com/business-science/timetkA toolkit for working with time series in R.TrueFalsebusiness-science/timetk
243tibbletimeR > Time Series2021-02-18https://github.com/business-science/tibbletimeBuilt 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.TrueFalsebusiness-science/tibbletime
244matrixprofileR > Time Series2021-06-26https://github.com/matrix-profile-foundation/matrixprofileTime series data mining library built on top of the novel Matrix Profile data structure and algorithms.TrueFalsematrix-profile-foundation/matrixprofile
245garchmodelsR > Time Series2021-08-10https://github.com/AlbertoAlmuinha/garchmodelsA parsnip backend for GARCH models.TrueFalseAlbertoAlmuinha/garchmodels
246timeDateR > Calendarshttps://cran.r-project.org/web/packages/timeDate/index.htmlChronological and Calendar ObjectsFalseTrue
247bizdaysR > Calendarshttps://cran.r-project.org/web/packages/bizdays/index.htmlBusiness days calculations and utilitiesFalseTrue
248QUANTAXISMatlab > FrameWorks2022-02-08https://github.com/yutiansut/quantaxisIntegrated Quantitative Toolbox with Matlab.TrueFalseyutiansut/quantaxis
249QuantLib.jlJuliahttps://github.com/pazzo83/QuantLib.jlQuantlib implementation in pure Julia.TrueFalse
250FinancialMarkets.jlJuliahttps://github.com/imanuelcostigan/FinancialMarkets.jlDescribe and model financial markets objects using Julia.TrueFalse
251Ito.jlJuliahttps://github.com/aviks/Ito.jlA Julia package for quantitative finance.TrueFalse
252TALib.jlJuliahttps://github.com/femtotrader/TALib.jlA Julia wrapper for TA-Lib.TrueFalse
253Miletus.jlJuliahttps://juliacomputing.com/docs/miletus/index.htmlA financial contract definition, modeling language, and valuation framework.FalseFalse
254Temporal.jlJuliahttps://github.com/dysonance/Temporal.jlFlexible and efficient time series class & methods.TrueFalse
255Indicators.jlJuliahttps://github.com/dysonance/Indicators.jlFinancial market technical analysis & indicators on top of Temporal.TrueFalse
256Strategems.jlJuliahttps://github.com/dysonance/Strategems.jlQuantitative systematic trading strategy development and backtesting.TrueFalse
257TimeSeries.jlJuliahttps://github.com/JuliaStats/TimeSeries.jlTime series toolkit for Julia.TrueFalse
258MarketTechnicals.jlJuliahttps://github.com/JuliaQuant/MarketTechnicals.jlTechnical analysis of financial time series on top of TimeSeries.TrueFalse
259MarketData.jlJuliahttps://github.com/JuliaQuant/MarketData.jlTime series market data.TrueFalse
260TimeFrames.jlJuliahttps://github.com/femtotrader/TimeFrames.jlA Julia library that defines TimeFrame (essentially for resampling TimeSeries).TrueFalse
261StrataJavahttp://strata.opengamma.io/Modern open-source analytics and market risk library designed and written in Java.FalseFalse
262JQuantLibJavahttp://www.jquantlib.orgJQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.FalseFalse
263finmath.netJavahttp://finmath.netJava library with algorithms and methodologies related to mathematical finance.FalseFalse
264quantcomponentsJava2015-10-07https://github.com/lsgro/quantcomponentsFree Java components for Quantitative Finance and Algorithmic Trading.TrueFalselsgro/quantcomponents
265DRIPJavahttps://lakshmidrip.github.io/DRIPFixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.FalseFalse
266ta4jJava2021-10-11https://github.com/ta4j/ta4jA Java library for technical analysis.TrueFalseta4j/ta4j
267finance.jsJavaScripthttps://github.com/ebradyjobory/finance.jsA JavaScript library for common financial calculations.TrueFalse
268portfolio-allocationJavaScript2020-10-09https://github.com/lequant40/portfolio_allocation_jsPortfolioAllocation 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...TrueFalselequant40/portfolio_allocation_js
269GhostfolioJavaScript2022-03-26https://github.com/ghostfolio/ghostfolioWealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.TrueFalseghostfolio/ghostfolio
270IndicatorTSJavaScript2022-01-29https://github.com/cinar/indicatortsIndicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.TrueFalsecinar/indicatorts
271QUANTAXIS_WebkitJavaScript > Data Visualization2017-07-30https://github.com/yutiansut/QUANTAXIS_WebkitAn awesome visualization center based on quantaxis.TrueFalseyutiansut/QUANTAXIS_Webkit
272quantfinHaskell2019-04-06https://github.com/boundedvariation/quantfinquant finance in pure haskell.TrueFalseboundedvariation/quantfin
273hqflHaskell2018-10-03https://github.com/co-category/hqflHaskell Quantitative Finance Library.TrueFalseco-category/hqfl
274HaxcelHaskell2020-09-01https://github.com/MarcusRainbow/HaxcelExcel Addin for Haskell.TrueFalseMarcusRainbow/Haxcel
275FfinarHaskell2021-11-26https://github.com/MarcusRainbow/FfinarA financial maths library in Haskell.TrueFalseMarcusRainbow/Ffinar
276QuantScaleScala2014-01-14https://github.com/choucrifahed/quantscaleScala Quantitative Finance Library.TrueFalsechoucrifahed/quantscale
277Scala QuantScala2017-05-06https://github.com/frankcash/Scala-QuantScala library for working with stock data from IFTTT recipes or Google Finance.TrueFalsefrankcash/Scala-Quant
278JijiRuby2019-01-22https://github.com/unageanu/jiji2Open Source Forex algorithmic trading framework using OANDA REST API.TrueFalseunageanu/jiji2
279TaiElixir/Erlang2022-03-21https://github.com/fremantle-capital/taiOpen Source composable, real time, market data and trade execution toolkit.TrueFalsefremantle-capital/tai
280WorkbenchElixir/Erlang2022-03-27https://github.com/fremantle-industries/workbenchFrom Idea to Execution - Manage your trading operation across a globally distributed clusterTrueFalsefremantle-industries/workbench
281PropElixir/Erlang2022-03-27https://github.com/fremantle-industries/propAn open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.TrueFalsefremantle-industries/prop
282KelpGolang2021-11-26https://github.com/stellar/kelpKelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).TrueFalsestellar/kelp
283marketstoreGolang2022-03-16https://github.com/alpacahq/marketstoreDataFrame Server for Financial Timeseries Data.TrueFalsealpacahq/marketstore
284IndicatorGoGolang2022-01-29https://github.com/cinar/indicatorIndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.TrueFalsecinar/indicator
285TradeFrameCPP2022-01-03https://github.com/rburkholder/trade-frameC++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.TrueFalserburkholder/trade-frame
286QuantLibFrameworkshttps://www.quantlib.orgThe QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.FalseFalse
287JQuantLibFrameworkshttp://www.jquantlib.orgJava port.FalseFalse
288RQuantLibFrameworkshttp://dirk.eddelbuettel.com/code/rquantlib.htmlR port.FalseFalse
289QuantLibAddinFrameworkshttps://www.quantlib.org/quantlibaddin/Excel support.FalseFalse
290QuantLibXLFrameworkshttps://www.quantlib.org/quantlibxl/Excel support.FalseFalse
291QLNetFrameworks2021-12-07https://github.com/amaggiulli/qlnet.Net port.TrueFalseamaggiulli/qlnet
292PyQLFrameworks2022-01-27https://github.com/enthought/pyqlPython port.TrueFalseenthought/pyql
293QuantLib.jlFrameworkshttps://github.com/pazzo83/QuantLib.jlJulia port.TrueFalse
294TA-LibFrameworkshttps://ta-lib.orgperform technical analysis of financial market data.FalseFalse
295Portfolio OptimizerFrameworkshttps://portfoliooptimizer.io/Portfolio Optimizer is a Web API for portfolio analysis and optimization.FalseFalse
296QuantConnectCSharp2022-03-18https://github.com/QuantConnect/LeanLean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.TrueFalseQuantConnect/Lean
297StockSharpCSharp2022-03-21https://github.com/StockSharp/StockSharpAlgorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).TrueFalseStockSharp/StockSharp
298TDAmeritrade.DotNetCoreCSharphttps://github.com/NVentimiglia/TDAmeritrade.DotNetCoreFree, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.TrueFalse
299QuantMathRust2020-05-28https://github.com/MarcusRainbow/QuantMathFinancial maths library for risk-neutral pricing and riskTrueFalseMarcusRainbow/QuantMath
300Derman PapersReproducing Works, Training & Books2017-10-21https://github.com/MarcosCarreira/DermanPapersNotebooks that replicate original quantitative finance papers from Emanuel Derman.TrueFalseMarcosCarreira/DermanPapers
301ML-QuantReproducing Works, Training & Bookshttps://www.ml-quant.com/Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.FalseFalse
302volatility-tradingReproducing Works, Training & Books2021-11-29https://github.com/jasonstrimpel/volatility-tradingA complete set of volatility estimators based on Euan Sinclair's Volatility Trading.TrueFalsejasonstrimpel/volatility-trading
303quantReproducing Works, Training & Books2015-07-14https://github.com/paulperry/quantQuantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.TrueFalsepaulperry/quant
304fecon235Reproducing Works, Training & Books2018-12-03https://github.com/rsvp/fecon235Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.TrueFalsersvp/fecon235
305Quantitative-NotebooksReproducing Works, Training & Books2020-07-02https://github.com/LongOnly/Quantitative-NotebooksEducational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategyTrueFalseLongOnly/Quantitative-Notebooks
306QuantEconReproducing Works, Training & Bookshttps://quantecon.org/Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooksFalseFalse
307FinanceHubReproducing Works, Training & Books2021-05-25https://github.com/Finance-Hub/FinanceHubResources for Quantitative FinanceTrueFalseFinance-Hub/FinanceHub
308Python_Option_PricingReproducing Works, Training & Books2017-07-26https://github.com/dedwards25/Python_Option_PricingAn libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.TrueFalsededwards25/Python_Option_Pricing
309python-trainingReproducing Works, Training & Books2022-02-10https://github.com/jpmorganchase/python-trainingJ.P. Morgan's Python training for business analysts and traders.TrueFalsejpmorganchase/python-training
310Stock_Analysis_For_QuantReproducing Works, Training & Books2022-03-25https://github.com/LastAncientOne/Stock_Analysis_For_QuantDifferent Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.TrueFalseLastAncientOne/Stock_Analysis_For_Quant
311algorithmic-trading-with-pythonReproducing Works, Training & Books2021-06-01https://github.com/chrisconlan/algorithmic-trading-with-pythonSource code for Algorithmic Trading with Python (2020) by Chris Conlan.TrueFalsechrisconlan/algorithmic-trading-with-python
312MEDIUM_NoteBookReproducing Works, Training & Books2022-03-23https://github.com/cerlymarco/MEDIUM_NoteBookRepository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.TrueFalsecerlymarco/MEDIUM_NoteBook
313QuantFinanceReproducing Works, Training & Books2022-03-12https://github.com/PythonCharmers/QuantFinanceTraining materials in quantitative finance.TrueFalsePythonCharmers/QuantFinance
314MarketAnalysisReproducing Works, Training & Books2020-08-06https://github.com/Poseyy/MarketAnalysisImplementing many different methods and popular analysis tools in Python.TrueFalsePoseyy/MarketAnalysis
315IPythonScriptsReproducing Works, Training & Books2018-11-18https://github.com/mgroncki/IPythonScriptsTutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.TrueFalsemgroncki/IPythonScripts
316Computational-Finance-CourseReproducing Works, Training & Books2021-10-12https://github.com/LechGrzelak/Computational-Finance-CourseMaterials for the course of Computational Finance.TrueFalseLechGrzelak/Computational-Finance-Course
317Machine-Learning-for-Asset-ManagersReproducing Works, Training & Books2021-09-01https://github.com/emoen/Machine-Learning-for-Asset-ManagersImplementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.TrueFalseemoen/Machine-Learning-for-Asset-Managers
318Python-for-Finance-CookbookReproducing Works, Training & Books2021-02-11https://github.com/PacktPublishing/Python-for-Finance-CookbookPython for Finance Cookbook, published by Packt.TrueFalsePacktPublishing/Python-for-Finance-Cookbook
319modelos_vol_derivativosReproducing Works, Training & Books2021-09-15https://github.com/ysaporito/modelos_vol_derivativos"Modelos de Volatilidade para Derivativos" book's Jupyter notebooksTrueFalseysaporito/modelos_vol_derivativos
320NMOFReproducing Works, Training & Books2022-03-22https://github.com/enricoschumann/NMOFFunctions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).TrueFalseenricoschumann/NMOF
321py4fi2ndReproducing Works, Training & Books2021-08-08https://github.com/yhilpisch/py4fi2ndJupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.TrueFalseyhilpisch/py4fi2nd
322aiifReproducing Works, Training & Books2022-01-19https://github.com/yhilpisch/aiifJupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.TrueFalseyhilpisch/aiif
323py4atReproducing Works, Training & Books2021-07-08https://github.com/yhilpisch/py4atJupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.TrueFalseyhilpisch/py4at
324dawpReproducing Works, Training & Books2021-02-22https://github.com/yhilpisch/dawpJupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.TrueFalseyhilpisch/dawp
325dxReproducing Works, Training & Books2020-12-17https://github.com/yhilpisch/dxDX Analytics | Financial and Derivatives Analytics with Python.TrueFalseyhilpisch/dx
326QuantFinanceBookReproducing Works, Training & Books2021-03-10https://github.com/LechGrzelak/QuantFinanceBookQuantitative Finance book.TrueFalseLechGrzelak/QuantFinanceBook
327rough_bergomiReproducing Works, Training & Books2018-09-17https://github.com/ryanmccrickerd/rough_bergomiA Python implementation of the rough Bergomi model.TrueFalseryanmccrickerd/rough_bergomi
328frh-fxReproducing Works, Training & Books2018-05-24https://github.com/ryanmccrickerd/frh-fxA python implementation of the fast-reversion Heston model of Mechkov for FX purposes.TrueFalseryanmccrickerd/frh-fx
329value-investing-studiesReproducing Works, Training & Books2021-10-26https://github.com/euclidjda/value-investing-studiesA collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.TrueFalseeuclidjda/value-investing-studies