hasura/base-python-dash - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.
Pandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.
ta - Technical Analysis Library using Pandas (Python)
algobroker - This is an execution engine for algo trading.
pysentosa - Python API for sentosa trading system.
finmarketpy - Python library for backtesting trading strategies and analyzing financial markets.
binary-martingale - Computer program to automatically trade binary options martingale style.
fooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.
zvt - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.
moonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
Eiten - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.
riskparity.py - fast and scalable design of risk parity portfolios with TensorFlow 2.0
mlfinlab - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
pyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.
NowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
pinkfish - A backtester and spreadsheet library for security analysis.
DeepDow - Portfolio optimization with deep learning
Qlib - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.
pysystemtrade - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his blog.
pytrendseries - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
yfinance - Yahoo! Finance market data downloader (+faster Pandas Datareader)
findatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.
googlefinance - Python module to get real-time stock data from Google Finance API.
yahoo-finance - Python module to get stock data from Yahoo! Finance.
pandas-datareader - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
pandas-finance - High level API for access to and analysis of financial data.
pyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.
xts - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.
data.table - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.
blotter - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
quantstrat - Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.
FactorAnalytics - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.
Expected Returns - Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.
tseries - Time Series Analysis and Computational Finance.
Ghostfolio - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.
IndicatorTS - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
Scala Quant - Scala library for working with stock data from IFTTT recipes or Google Finance.
Jiji - Open Source Forex algorithmic trading framework using OANDA REST API.
Tai - Open Source composable, real time, market data and trade execution toolkit.
Workbench - From Idea to Execution - Manage your trading operation across a globally distributed cluster
Prop - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.
Kelp - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).
marketstore - DataFrame Server for Financial Timeseries Data.
IndicatorGo - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
TradeFrame - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in Option Greeks/IV calculation library.
QuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
Machine-Learning-for-Asset-Managers - 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.