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Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
No description.
Examples using pysystemtrade for my blog qoppac.blogspot.com
Vectorized backtester and trading engine for QuantRocket
Open Source Algorithmic Trading Engine
pandas wrapper for Bloomberg Open API
Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests
Forex algorithmic trading framework using OANDA REST API.
No description.
Start developing and backtesting your own automated trading strategies
Financial market technical analysis & indicators in Julia
Open-source runtime for math. Write MATLAB syntax, run on CPU + GPU across platforms (Mac/Win/Linux/Web).
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
:chart: Python framework for real-time financial and backtesting trading strategies
Pipeline Extension for Live Trading
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Fully functioning fast Limit Order Book written in Python
Feature Engineering and Feature Importance in Machine Learning for Financial Markets
A sentiment analyzer package for financial assets and securities utilizing GPT models.
The fastest way from backtest to live trading.
A JavaScript library to allocate and optimize financial portfolios.
Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Time-aware tibbles
Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher
R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading
Get market data from Yahoo Finance websocket in near-real time.
Quantitative systematic trading strategy development and backtesting in Julia
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.