Awesome Quant

A fast, extensible, transparent python library for backtesting quantitative strategies.

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

Time series toolkit for Julia

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.

Technical analysis and other functions to construct technical trading rules with R

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)

No description.

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.

No description.

Open Source Algorithmic Trading Engine

Examples using pysystemtrade for my blog qoppac.blogspot.com

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

pandas wrapper for Bloomberg Open API

Forex algorithmic trading framework using OANDA REST API.

Open-source runtime for math. Write MATLAB syntax, run on CPU + GPU across platforms (Mac/Win/Linux/Web).

No description.

Start developing and backtesting your own automated trading strategies

Financial market technical analysis & indicators in Julia

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

The fastest way from backtest to live trading.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Pipeline Extension for Live Trading

Feature Engineering and Feature Importance in Machine Learning for Financial Markets

Fully functioning fast Limit Order Book written in Python

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

A JavaScript library to allocate and optimize financial portfolios.

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

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

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/

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

QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading

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

Quantitative systematic trading strategy development and backtesting in Julia

Time series market data

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

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

JQuantLib is a library for Quantitative Finance written in 100% Java

High performance order matching engine

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

portfolio construction and quantitative analysis

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.