Awesome Quant

Open source time series library for Python

Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.

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

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

Python client for Alpaca's trade API

Financial Data Extraction from Investing.com with Python

Zipline, a Pythonic Algorithmic Trading Library

A program for financial portfolio management, analysis and optimisation.

Python AutoML for Trading Systems and Sports Betting

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

Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering

Backtestable AI trading agents and Python algorithmic trading strategies for stocks, options, crypto, futures, forex, SEC filings, FRED macro data, and real brokers.

Real time stock and option data.

A library for financial options pricing written in Python.

Python tdx数据接口

ARCH models in Python

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.

Python module to get stock data from Yahoo! Finance

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.

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

Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.

quant framework for stock

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

Portfolio optimization with deep learning.

Performant and effortless finance plotting for Python

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

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

A framework for quantitative finance In python.

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

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.

Quantitative Finance book

Python wrapper for an unofficial Yahoo Finance API

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

Realtime Data From National Stock Exchange (India)

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

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

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

GPU-accelerated Factors analysis library and Backtester

Resources for Quantitative Finance

A Python Pandas implementation of technical analysis indicators

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

Python live trade execution library with zipline interface.

An open-source alternative to Yahoo Finance's market data APIs with higher reliability.

AI-based stock analysis and trading system

Python SDK for IEX Cloud

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

Quantitative Finance tools