Awesome Quant

Calendars for various securities exchanges.

A Python library for mathematical finance

Performance analysis of predictive (alpha) stock factors

low code backtesting library utilizing pandas and technical analysis indicators

Here you will find materials for the course of Computational Finance

A package to work with SEC data. Incorporates datamule endpoints.

A Python package for aggregating and normalizing historical data from popular and free financial APIs.

Fetch stock quote data from Yahoo Finance

Download live and historical data for Indian stock market

talipp - incremental technical analysis library for python

Applications of Monte Carlo methods to financial engineering projects, in Python.

A Python library for evaluating option trading strategies.

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

Lightweight Python library for assembling and analysing financial data

A python wrapper around the https://coinmarketcap.com API.

Quantitative Finance and Algorithmic Trading

Toolkit for integration and analysis

No description.

Python interface to IEX and IEX cloud APIs

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

Quant DSL

Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN

Fast and scalable construction of risk parity portfolios

Basic options pricing in Python

Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)

A backtester and spreadsheet library for stocks and ETFs

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Examples using pysystemtrade for my blog qoppac.blogspot.com

Vectorized backtester and trading engine for QuantRocket

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

:chart: Python framework for real-time financial and backtesting trading strategies

Pipeline Extension for Live Trading

Fully functioning fast Limit Order Book written in Python

A sentiment analyzer package for financial assets and securities utilizing GPT models.

The fastest way from backtest to live trading.

Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)

Get market data from Yahoo Finance websocket in near-real time.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

High level API for access to and analysis of financial data.

A python library for computing technical analysis indicators on streaming data.

portfolio construction and quantitative analysis

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

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.

Python interface to SDMX