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Top 122 quantitative-finance open source projects

Trading Backtest
A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stock Bot
An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
ezIBpy, a Pythonic Client for Interactive Brokers API
An open source library for portfolio optimisation
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Quantlib Swig
QuantLib wrappers to other languages
Alpha Mind
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Slide show presentations regarding data driven investing.
Stock indicator technical analysis library package for .NET. Send in historical price quotes and get back desired technical indicators. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, machine learning, and charting systems in mind when originally creating this community library. Current indicators include: Accumulation/Distribution Line (ADL), Aroon Oscillator, Arnaud Legoux Moving Average (ALMA), Average Directional Index (ADX), Average True Range (ATR), Awesome Oscillator (AO), Balance of Power (BOP), Beta Coefficient, Bollinger Bands®, Chaikin Money Flow (CMF), Chaikin Oscillator, Chandelier Exit, Choppiness Index (CHOP), Commodity Channel Index (CCI), ConnorsRSI, Correlation Coefficient, Donchian Channels, Double Exponential Moving Average (DEMA), Elder-ray Index, Exponential Moving Average (EMA), Force Index, Fractal Chaos Bands (FCB), Gator Oscillator, Heikin-Ashi, Hull Moving Average (HMA), Ichimoku Cloud, Kaufman's Adaptive Moving Average (KAMA), KDJ Index, Keltner Channels, Momentum Oscillator, Money Flow Index (MFI), MESA Adaptive Moving Averages (MAMA), Moving Average Convergence/Divergence (MACD), Moving Average Envelopes, On-balance Volume (OBV), Parabolic SAR (stop and reverse), Percentage Volume Oscillator (PVO), Pivot Points and Rolling Pivot Points, Price Channels, Price (Comparative) Relative Strength (PRS), Price Momentum Oscillator (PMO), Rate of Change (ROC), Relative Strength Index (RSI), R-Squared (Coefficient of Determination), Simple Moving Average (SMA), Slope and Linear Regression, Smoothed Moving Average (SMMA), Standard Deviation, Stoller Average Range Channel (STARC) Bands, Stochastic Oscillator, Stochastic RSI, SuperTrend, Tillson T3 Moving Average, Triple Exponential Moving Average (TEMA), Triple EMA Oscillator (TRIX), True Strength Index (TSI), Ulcer Index, Ultimate Oscillator, Volume Simple Moving Average, Volume Weighted Average Price (VWAP), Vortex Indicator (VI), Weighted Moving Average (WMA), Williams %R, Williams Alligator, Williams Fractal, and Zig Zag.
Py Quantmod
Powerful financial charting library based on R's Quantmod |
Bursatil Argentina Python
Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
Quant Trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Binance grid trader
A grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易
Fast arrow
(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
Source code for my personal blog
Deep Quant
Deep learning for forecasting company fundamental data
Quantitative systematic trading strategy development and backtesting in Julia
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Vectorized backtester and trading engine for QuantRocket
QTPyLib, Pythonic Algorithmic Trading
Quantitative Analysis Research see more at
Quantitative Finance tools
Gym Continuousdoubleauction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Pandas Ml Quant
Master repository for the pandas-ml modules
Robin stocks
This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at
Determine optimal rebalancing of a passive stock portfolio.
Deep Hedging
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Performance tear sheets and backtest analysis for Moonshot
Open source analytics and market risk library from OpenGamma
Go Finance
⚠️ Deprecrated in favor of
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
Backtesting for sleepless cryptocurrency markets
fastquant — Backtest and optimize your trading strategies with only 3 lines of code!
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
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