Top 122 quantitative-finance open source projects

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

Technical Indicators implemented in Python using Pandas

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

A curated list of awesome algorithmic trading frameworks, libraries, software and resources

Collection of notebooks about quantitative finance, with interactive python code.

Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading

An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

Machine learning models for time series analysis

Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.

QLNet C# Library

A curated list of practical financial machine learning tools and applications.

A financial trading method using machine learning.

No description or website provided.

sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinforcement learning) in the context of quantitative trading

A framework for historical volatility estimation and analysis.

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Useful functions for Black–Scholes Model in the Julia Language

super-monorepo for machine learning and algorithmic trading

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

Use fuzzy logic control with PL/EL in MultiCharts

A modern quantitative finance framework that makes the complex simple

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

Automated crypto currency trading bot

Investment portfolio and stocks analyzing tools for Python with free historical data

A GitHub repo for Quant Finance resources

Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).

Python Financial ENGineering (PyFENG package in PyPI.org)

Some notebooks with powerful trading strategies.

A JavaScript library to allocate and optimize financial portfolios.

Historical market data downloader using Interactive Brokers TWS

Source Code for "Q for Quants"

🤖 Predict the stock market with AI 用AI预测股票市场

Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

VNPY 2020 Python数字货币量化交易视频教程课程代码和资料

Python package of actuarial models, tools, examples and learning materials.

a quantitative trading system（股指交易）

A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.

This is all my random garbage.

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Cloud-native Financial Reinforcement Learning

Java 实盘量化框架

Haskell Quantitative Finance Library

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

Data Analysis Studies on Value Investing

High level linear algebra library for Dlang

Crypto real-time trading engine

The idiomatic rust implementation of the QuantLib C++ quantitative finance library

Quantitative analysis, strategies and backtests

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Python client for Finnhub API

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Cira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.

Examples and demos showing how to call functions from the NAG Library for Python

No description or website provided.