Awesome Quant

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

A python library for time-series smoothing and outlier detection in a vectorized way.

DX Analytics | Financial and Derivatives Analytics with Python

Here you will find materials for the course of Computational Finance

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

Python live trade execution library with zipline interface.

AI-based stock analysis and trading system

C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.

Calendars for various securities exchanges.

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

Python SDK for IEX Cloud

A Python library for mathematical finance

Time series analysis in the `tidyverse`

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

SABR model Python implementation

Top training materials in quantitative finance

Performance analysis of predictive (alpha) stock factors

Portfolio and risk analytics in Python

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

low code backtesting library utilizing pandas and technical analysis indicators

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

Download live and historical data for Indian stock market

A Python library for evaluating option trading strategies.

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

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

Fetch stock quote data from Yahoo Finance

talipp - incremental technical analysis library for python

Notebooks that replicate original quantitative finance papers from Emanuel Derman

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

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

QuantSoftwareToolkit

Lightweight Python library for assembling and analysing financial data

Library for fitting the LPPLS model to data.

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

Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

Quantitative Finance and Algorithmic Trading

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

QLNet C# Library

Toolkit for integration and analysis

Fast, easy automatic differentiation in C++

No description.

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

Python interface to IEX and IEX cloud APIs

Financial maths library for risk-neutral pricing and risk

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

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

Quant DSL

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