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Open Data Platform for analysts, quants and AI agents.

Open Data Platform for analysts, quants and AI agents.

LLM 驱动的多市场股票智能分析系统：多源行情、实时新闻、决策看板与自动推送，支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

"Vibe-Trading: Your Personal Trading Agent"

FinceptTerminal is a modern finance application offering advanced market analytics, investment research, and economic data tools, designed for interactive exploration and data-driven decision-making in a user-friendly environment.

Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.

QuestDB is a high performance, open-source, time-series database

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

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

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

An advanced crypto trading bot written in Python

Portfolio analytics for quants, written in Python

The QuantLib C++ library

Build your autonomous hedge fund in minutes. AutoHedge harnesses the power of swarm intelligence and AI agents to automate market analysis, risk management, and trade execution.

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

High-performance TensorFlow library for quantitative finance.

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

TSP自托管、零运维的 A 股「选股 + 监控 + 回测」量化工作台 | LLM能力驱使策略定制+个股分析+复盘 | 自由接入第三方数据源与个性化扩展数据 | 个人开源 ,非第三方官方项目

Portfolio Optimization in Python

We are committed to the open-sourcing quantitative knowledge, aiming to bridge the information gap between the domestic and international quantitative finance industries. 我们致力于量化知识的开源与汉化，打破国内外量化金融行业信息差。

modular quant framework.

Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.

Algorithmic Trading in Python with Machine Learning

A股多Agent投研框架 — 适配A股数据源(龙虎榜/游资/解禁等)，7位分析师基于A股规则的辩论决策，基于TradingAgents深度改造，适配大A。A-share multi-agent investment research framework — 7 AI analysts, bull/bear debate, risk assessment。

QuantMind is an agent-native knowledge extraction and retrieval framework for quantitative finance.

ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

Python library for portfolio optimization built on top of scikit-learn

:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

Open-source Rust framework for building event-driven live-trading & backtesting systems