163 Open source projects that are alternatives of or similar to Quantlib Swig

Example code for interfacing with C and C++ from Python using Cython, SWIG, CFFI, PyPy, and pybind11

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

modular quant framework.

Quantitative Finance tools

Open source analytics and market risk library from OpenGamma

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

Courses, Articles and many more which can help beginners or professionals.

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

Python bindings for MuPDF's rendering library.

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。

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

Generate a hexo theme: ejs, pug, swig, nunjucks | Moved to https://tcrowe.commons.host/contact

Location for the LSF Python wrapper for controlling all things LSF

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

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.

Yet Another Earley Parser

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

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.

Using python and scikit-learn to make stock predictions

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

Notebooks based on financial machine learning.

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

⚠️ Deprecrated in favor of https://github.com/piquette/finance-go

Python driver for MarketStore

一款微信文章编辑器_前后端已搭建完整

Backtesting for sleepless cryptocurrency markets

Algorithmic trading strategies

Use unsupervised and supervised learning to predict stocks

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

A framework for systemic risk valuation and analysis.

Source code for my personal blog

Application of machine learning to the Coinbase (GDAX) orderbook

Slide show presentations regarding data driven investing.

PKCS#11 Wrapper for Python

Deep learning for forecasting company fundamental data

Master repository for the pandas-ml modules

CPAchecker, the Configurable Software-Verification Platform (read-only mirror)

Driving a flipdot matrix differently. All dots simultaneously.

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

Determine optimal rebalancing of a passive stock portfolio.

Packaging of pymupdf for Debian

🔬 A curated list of awesome machine learning strategies & tools in financial market.

Quantitative systematic trading strategy development and backtesting in Julia

Performance tear sheets and backtest analysis for Moonshot

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

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Bindings of the r2 api for Valabind and friends

Python package for 3D CAD/BIM/PLM/CAM

(Android) Networking and Cryptography Library (NaCL) JNI binding. JNI is utilized for fastest access to native code. Accessible either in Android or Java application. Uses SWIG to generate Java JNI bindings. SWIG definitions are extensible to other languages.

Python wrapper for TA-Lib (http://ta-lib.org/).

Vectorized backtester and trading engine for QuantRocket

Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI

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

QTPyLib, Pythonic Algorithmic Trading

Tools and libraries to glue C/C++ APIs to high-level languages

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

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

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

SWIG interface files for OpenCV types.