131 Open source projects that are alternatives of or similar to Pynaissance

A list of online resources for quantitative modeling, trading, portfolio management

Quantitative analysis, strategies and backtests

We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.

Python Financial ENGineering (PyFENG package in PyPI.org)

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

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

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

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

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

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

QuantLib wrappers to other languages

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

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

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

Slide show presentations regarding data driven investing.

No description or website provided.

Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/

Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa

Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.

A grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易

(no longer maintained) A simple yet robust (stock+options) API client for Robinhood

Cloud-native Financial Reinforcement Learning

Algorithmic trading strategies

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

Source code for my personal blog

Deep learning for forecasting company fundamental data

An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.

modular quant framework.

A Python/Vue.js crypto portfolio management and trade automation program with support for 10 exchanges.

Quantitative Interview Preparation Guide, updated version here ==>

Crypto real-time trading engine

quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

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

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.

Haskell Quantitative Finance Library

Everything about fintech: companies, technologies, libraries & packages, policies, jobs, milestones .

Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API

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

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

parse-account-statements.py bereitet Kontoauszüge verschiedener bekannter P2P Kreditanbieter (wie z.B. Mintos, Estateguru, ...) in einem von PortfolioPerformance lesbaren CSV-Format auf.

📓 List of portfolio management resources, using Reinforcement Learning.

High-performance TensorFlow library for quantitative finance.

Vectorized backtester and trading engine for QuantRocket

A stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Quantitative systematic trading strategy development and backtesting in Julia

ezIBpy, a Pythonic Client for Interactive Brokers API

算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测。不断迭代更新中。

Data Analysis Studies on Value Investing

The QuantLib C++ library

Python driver for MarketStore

QTPyLib, Pythonic Algorithmic Trading

Quantitative Analysis Research see more at https://teddykoker.com

Python client for Finnhub API

An open source library for portfolio optimisation

Use unsupervised and supervised learning to predict stocks

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

Java 实盘量化框架

High level linear algebra library for Dlang