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

Algorithmic trading strategies

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

Use unsupervised and supervised learning to predict stocks

Technical Indicators implemented in Python using Pandas

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

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

A framework for systemic risk valuation and analysis.

Multi-lingual medical image registration library

Source code for my personal blog

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

Application of machine learning to the Coinbase (GDAX) orderbook

C Bounded Model Checker

Slide show presentations regarding data driven investing.

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

PKCS#11 Wrapper for Python

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!

Deep learning for forecasting company fundamental data

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

Master repository for the pandas-ml modules

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

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

A financial trading method using machine learning.

Driving a flipdot matrix differently. All dots simultaneously.

Render swig templates with webpack.

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

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

Determine optimal rebalancing of a passive stock portfolio.

A framework for historical volatility estimation and analysis.

Packaging of pymupdf for Debian

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.

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

super-monorepo for machine learning and algorithmic trading

Quantitative systematic trading strategy development and backtesting in Julia

Use fuzzy logic control with PL/EL in MultiCharts

Performance tear sheets and backtest analysis for Moonshot

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

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

Java integration for Hex-Rays IDA Pro

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

A GitHub repo for Quant Finance resources

Bindings of the r2 api for Valabind and friends

Python Financial ENGineering (PyFENG package in PyPI.org)

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

Some notebooks with powerful trading strategies.

(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.

Historical market data downloader using Interactive Brokers TWS

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

Source Code for "Q for Quants"

Vectorized backtester and trading engine for QuantRocket

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

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

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

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

Backtesting for sleepless cryptocurrency markets

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.

Tool for connecting programs or libraries written in Rust with other languages