Awesome QuantA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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TuringtraderThe Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
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AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
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Bulbea🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
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RqalphaA extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
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QuantQuantitative Analysis Research see more at https://teddykoker.com
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Quant NotesQuantitative Interview Preparation Guide, updated version here ==>
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Tf Quant FinanceHigh-performance TensorFlow library for quantitative finance.
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Stock BotAn application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
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techindicatorsPython functions and an associated Jupyter notebook for technical analysis of stock price data. Numpy is used for calculating technical indicators. Matplotlib and mpl_finance are used for plotting data.
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QuantdomPython-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
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QuantsbinQuantitative Finance tools
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PortbalanceDetermine optimal rebalancing of a passive stock portfolio.
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PyportfoliooptFinancial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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PresentationsSlide show presentations regarding data driven investing.
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Morpheus CoreThe foundational library of the Morpheus data science framework
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portfoliolabPortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
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go ehlers indicatorsA collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers
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ProjectRewardA software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
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StocksharpAlgorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
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Beibo🤖 Predict the stock market with AI 用AI预测股票市场
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QlibQlib 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.
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ResearchNotebooks based on financial machine learning.
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Strata Open source analytics and market risk library from OpenGamma
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Stock.indicatorsStock 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.
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tunetaIntelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
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QlnetQLNet C# Library
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TradestationEasyLanguage indicators and systems for TradeStation
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Pandas TaTechnical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
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Strategems.jlQuantitative systematic trading strategy development and backtesting in Julia
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Zvtmodular quant framework.
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Indicators.jlFinancial market technical analysis & indicators in Julia
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Alpha Mindquantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
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TrendywaysSimple javascript library containing methods for financial technical analysis
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MlfinlabMlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
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FinanceHere you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
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TtrTechnical analysis and other functions to construct technical trading rules with R
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quantlibThe idiomatic rust implementation of the QuantLib C++ quantitative finance library
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fhubPython client for Finnhub API
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py-investmentExtensible Algo-Trading Python Package.
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ciraCira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.
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Riskfolio LibPortfolio Optimization and Quantitative Strategic Asset Allocation in Python
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RISKIMAssets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
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Ta RsTechnical analysis library for Rust language
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turingquantNo description or website provided.
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Go Finance⚠️ Deprecrated in favor of https://github.com/piquette/finance-go
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technical-indicatorsFinance package written in Golang, mainly with TA indicators.
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okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
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Trading BacktestA stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
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QuoraBooksA GitHub repo for Quant Finance resources
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Quantitative NotebooksEducational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
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Example HftishExample Order Book Imbalance Algorithm
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