121 Open source projects that are alternatives of or similar to Quantlib

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

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

A framework for systemic risk valuation and analysis.

A financial trading method using machine learning.

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

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 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.

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.

(no longer maintained) A simple yet robust (stock+options) API client for Robinhood

super-monorepo for machine learning and algorithmic trading

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

Use fuzzy logic control with PL/EL in MultiCharts

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

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

Determine optimal rebalancing of a passive stock portfolio.

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

Source code for my personal blog

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

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

Some notebooks with powerful trading strategies.

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.

Historical market data downloader using Interactive Brokers TWS

Performance tear sheets and backtest analysis for Moonshot

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

Deep learning for forecasting company fundamental data

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

Notebooks based on financial machine learning.

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

Quantitative finance research tools in Python

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

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

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.

modular quant framework.

Cloud-native Financial Reinforcement Learning

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

Haskell Quantitative Finance Library

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

Data Analysis Studies on Value Investing

Backtesting for sleepless cryptocurrency markets

Crypto real-time trading engine

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

Quantitative analysis, strategies and backtests

fastquant — Backtest and optimize your trading strategies with only 3 lines of code!

Python client for Finnhub API

Quantitative Interview Preparation Guide, updated version here ==>

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

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

No description or website provided.

Vectorized backtester and trading engine for QuantRocket

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.

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

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

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

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

An open source library for portfolio optimisation

The foundational library of the Morpheus data science framework

QuantLib wrappers to other languages

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

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

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