Open highlighted repo slot
Put your repository first
Promote a GitHub repo at the top of Awesome repository list views for 7 days.
GitHub projects from awesome lists
Search names, descriptions, topics, tags, and stacks, then tune results by ecosystem, freshness, health, and cross-list signal.
Open highlighted repo slot
Promote a GitHub repo at the top of Awesome repository list views for 7 days.
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Quantitative systematic trading strategy development and backtesting in Julia
High performance order matching engine
Time series market data
High level API for access to and analysis of financial data.
JQuantLib is a library for Quantitative Finance written in 100% Java
A python library for computing technical analysis indicators on streaming data.
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
portfolio construction and quantitative analysis
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
A Python implementation of the rough Bergomi model.
A Python implementation of the rough Bergomi model.
Quantlib implementation in pure Julia
quant finance in pure haskell
R interface to the QuantLib library
Python interface to SDMX
Use Python like a spreadsheet!
Technical analysis of financial time series in Julia
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.
Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
Design of Risk Parity Portfolios
From Idea to Execution - Manage your trading operation across a distributed cluster
Aggregate trade data into user-defined candles using information driven rules
blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
Kelly Criterion calculation
Quantitative factor research skills for AI coding assistants