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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
449 repos currently saved from this list.
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A Python implementation of the rough Bergomi model.
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.
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
Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
Design of Risk Parity Portfolios
From Idea to Execution - Manage your trading operation across a distributed cluster
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.
Aggregate trade data into user-defined candles using information driven rules
Python interface to Brazilian Central Bank web services
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
Time series implementation for the Julia language focused on efficiency and flexibility
Get meaningful OHLCV datasets
Timeseries in Julia
R interface to Brazilian Central Bank web services
Flexible financial charts based on HTML5 canvas
Algo execution engine
Data Analysis Studies on Value Investing
python module for currencies
A bunch of downloaders and parsers for data delivered from B3
[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
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!
Writing financial contracts in Julia
Self-hosted AI trading strategy lab — paper trading, overnight strategy tournaments, 15+ technical indicators
Business days calculations and utilities
Python package for timeseries analysis and manipulation
No description.
Leveraged Futures Exchange for Simulated Trading
Analysis of financial instruments
High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
Crypto Exchange Orderflow Service for Building Footprint Candles
Python API for accessing Lake high frequency tick trades & order book data
QuantMinds Rough Volatility Workshop lectures
A rust library for financial data analysis
quantitative - Quantitative finance back testing library
a cashflow engine wrapper for structured finance professionals
Composite Indicators Framework for Business Cycle Analysis
Fixed income tools for R
The Thalesians' Python library