Awesome Quant

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.

Quantlib implementation in pure Julia

A Python implementation of the rough Bergomi model.

quant finance in pure haskell

Python interface to SDMX

R interface to the QuantLib library

Use Python like a spreadsheet!

Technical analysis of financial time series in Julia

Code repository for Pricing and Trading Interest Rate Derivatives

Design of Risk Parity Portfolios

Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ

Python interface to Brazilian Central Bank web services

From Idea to Execution - Manage your trading operation across a distributed cluster

Aggregate trade data into user-defined candles using information driven rules

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

Kelly Criterion calculation

Common financial risk and performance metrics. Used by zipline and pyfolio.

XLLoop Excel Function (UDF) Server

No description.

No description.

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

Get meaningful OHLCV datasets

Time series implementation for the Julia language focused on efficiency and flexibility

A bunch of downloaders and parsers for data delivered from B3

Timeseries in Julia

Flexible financial charts based on HTML5 canvas

R interface to Brazilian Central Bank web services

python module for currencies

Algo execution engine

Data Analysis Studies on Value Investing

This open-source, and convenient python tool is designed to calculate fair value of a stock for given revenue growth and free cash flow margin assumptions of a company. Users can run the tool in batch mode for multiple stock valuations in one go. Download the packaged application in the latest release!

[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.

Writing financial contracts in Julia

Business days calculations and utilities

Python package for timeseries analysis and manipulation

No description.

Leveraged Futures Exchange for Simulated Trading

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

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Analysis of financial instruments

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

Crypto Exchange Orderflow Service for Building Footprint Candles

Python API for accessing Lake high frequency tick trades & order book data

A rust library for financial data analysis

QuantMinds Rough Volatility Workshop lectures

a cashflow engine wrapper for structured finance professionals

Open-source framework for agentic quantitative finance research.

quantitative - Quantitative finance back testing library

Composite Indicators Framework for Business Cycle Analysis