Awesome Quant

Python AutoML for Trading Systems and Sports Betting

Machine Learning in Asset Management (by @firmai)

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

Finviz analysis python library.

Real time stock and option data.

Official TA-Lib Core

A library for financial options pricing written in Python.

ARCH models in Python

Python tdx数据接口

Financial data reader

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

The official Python client library for the Massive.com REST and WebSocket API.

高频量化交易平台 C++ Trade Platform for quant developer 【浮生着甚苦奔忙，量化之路阻且长。 行行代码凝心血，十年辛苦不寻常】

Python module to get stock data from Yahoo! Finance

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

Cython QuantLib wrappers

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.

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

A JavaScript library for common financial calculations

quant framework for stock

Performant and effortless finance plotting for Python

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

Portfolio optimization with deep learning.

Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

A framework for quantitative finance In python.

Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

Exchange calendars to use with pandas for trading applications

Quantitative Finance book

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

Open source analytics and market risk library from OpenGamma

Technical Analysis Indicator Function Library in C

Python wrapper for an unofficial Yahoo Finance API

Here you will find materials for the course of Computational Finance

Bringing financial analysis to the tidyverse

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Quantitative Financial Modelling Framework

Realtime Data From National Stock Exchange (India)

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

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

Collection of algorithms for online portfolio selection

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

Asynchronous, event-driven algorithmic trading in Python and C++

Python module to get real-time stock data from Google Finance API

GPU-accelerated Factors analysis library and Backtester

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

Resources for Quantitative Finance