Awesome Quant

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

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

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

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

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.

Python wrapper for an unofficial Yahoo Finance API

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

Asynchronous, event-driven algorithmic trading in Python and C++

Python live trade execution library with zipline interface.

Quantitative Finance tools

A Python library for mathematical finance

Fetch stock quote data from Yahoo Finance

talipp - incremental technical analysis library for python

Library for fitting the LPPLS model to data.

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.

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

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Vectorized backtester and trading engine for QuantRocket

Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests

Start developing and backtesting your own automated trading strategies

Pipeline Extension for Live Trading

Fully functioning fast Limit Order Book written in Python

Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher

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

Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.

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.

Use Python like a spreadsheet!

Python interface to Brazilian Central Bank web services

Python library for backtesting technical/mechanical strategies in the stock and currency markets

Get meaningful OHLCV datasets

AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

Analysis of financial instruments

A rust library for financial data analysis

Self-tuning multi-agent AI trading system. 8-source signal fusion, Bull/Bear/Judge debate on Claude Opus 4.7, Kelly + ATR position sizing. Python · Kalshi + Polymarket adapters.

Python Interface to econdb.com API

tessa – simple, hassle-free access to price information of financial assets

An open-source toolkit for quantitative analysis of crypto & stock markets, featuring an advanced market screener, portfolio backtester, and companion tools for the Gunbot trading bot.

Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.

Risk tools for commodities trading and finance

AI crypto trading bot with deep neural network (84.9% accuracy, 25 coins). BiLSTM + Attention trained on GPU. Bybit, Binance, OKX, Gate.io. Free cloud or self-hosted.

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.

Skill-as-API: P2P agent collaboration over XMTP. Call remote skills without exposing code. E2E encrypted, revocable trust, async delegation. Zero deps.

This library provides convenient way to use Coinpaprika.com API in Python.

Zipline Extensions for QuantRocket

Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing