739 Open source projects that are alternatives of or similar to fin

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

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Approximate Dynamic Programming for Portfolio Selection Problem

event-driven backtesting framework written in golang

Extensible Algo-Trading Python Package.

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Statistical and Algorithmic Investing Strategies for Everyone

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

A very simple api request client accessing TD Ameritrade API built in rust.

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Python interface to TD Ameritrade (https://developer.tdameritrade.com)

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.

Performance analysis of predictive (alpha) stock factors

The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.

OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]

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

Python interface to IEX and IEX cloud APIs

PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)

Quantitative Financial Modelling Framework

Notebooks based on financial machine learning.

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This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.

A web application to explore currently hyped stocks on Reddit

#nontina, #paperhands,, #pwnzebotz, #tradezbyguille

Introducing neural networks to predict stock prices

A financial trading method using machine learning.

Neural Network for HFT-trading [experimental]

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

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

event-driven backtesting framework written in golang

Technical analysis and other functions to construct technical trading rules with R

Python interface to IEX and IEX cloud APIs

Unofficial trade republic API

Curated links to APIs, SDKs, paltforms and tools relevant to solar energy and battery storage

Investing library and command-line interface inspired by the Bogleheads philosophy

How to use the Roq C++20 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation

The Financial Industry Business Ontology (FIBO) defines the sets of things that are of interest in financial business applications and the ways that those things can relate to one another. In this way, FIBO can give meaning to any data (e.g., spreadsheets, relational databases, XML documents) that describe the business of finance.

Simple (but often Strong) Baselines for POMDPs in PyTorch - ICML 2022

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

Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

Sequence Labeling in Tensorflow

Stock Quotes and Charts for the Terminal

⚠️ Deprecated, see https://github.com/piquette/qtrn ⚠️

📊 Python Flask game that consolidates data from Nasdaq, allowing the user to practice buying and selling stocks.

Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).

Code snippets and solutions for the Introduction to Deep Learning and Neural Networks Course hosted in educative.io

Ordered Neurons LSTM

A customized gym environment for developing and comparing reinforcement learning algorithms in crypto trading.

Finac - financial accounting for humans

Using LSTM network for time series forecasting

Applying Deep Learning and NLP in Quantitative Trading

A standalone package to scrape financial data from listed Vietnamese companies via Vietstock

企业微信会话存档SDK（基于企业微信C版官方SDK封装）

Cloud-native Financial Reinforcement Learning

Quantitative analysis, strategies and backtests