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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.
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
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No description.