Awesome Quant

Financial data reader

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Portfolio optimization with deep learning.

Exchange calendars to use with pandas for trading applications

Python wrapper for an unofficial Yahoo Finance API

A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

Collection of algorithms for online portfolio selection

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]

Python live trade execution library with zipline interface.

Calendars for various securities exchanges.

Performance analysis of predictive (alpha) stock factors

Python SDK for IEX Cloud

SABR model Python implementation

Top training materials in quantitative finance

Portfolio and risk analytics in Python

low code backtesting library utilizing polars and technical analysis indicators

A Python library for evaluating option trading strategies.

A Python package for aggregating and normalizing historical data from popular and free financial APIs.

Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN

No description.

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests

Start developing and backtesting your own automated trading strategies

The fastest way from backtest to live trading.

Pipeline Extension for Live Trading

Fully functioning fast Limit Order Book written in Python

Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

portfolio construction and quantitative analysis

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Use Python like a spreadsheet!

Python interface to Brazilian Central Bank web services

Code repository for Pricing and Trading Interest Rate Derivatives

Common financial risk and performance metrics. Used by zipline and pyfolio.

Get meaningful OHLCV datasets

python module for currencies

Business days calculations and utilities

Analysis of financial instruments

Python API for accessing Lake high frequency tick trades & order book data

a cashflow engine wrapper for structured finance professionals

Self-tuning multi-agent AI trading system. 8-source signal fusion, Bull/Bear/Judge debate on Claude Opus 4.7, Kelly + ATR position sizing. Python · Kalshi + Polymarket adapters.

tessa – simple, hassle-free access to price information of financial assets

RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.

Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.

AI crypto trading bot with deep neural network (84.9% accuracy, 25 coins). BiLSTM + Attention trained on GPU. Bybit, Binance, OKX, Gate.io. Free cloud or self-hosted.

Time series and portfolio analytics for quantitative finance.