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The Top 404 Quantitative Finance Open Source Projects

Categories > Economics > Quantitative Finance
Openbbterminal ⭐ 15,293
Investment Research for Everyone, Anywhere.
total releases 4most recent commit 3 hours ago
Awesome Quant ⭐ 10,136
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
most recent commit 4 days ago
Qlib ⭐ 9,239
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
total releases 27most recent commit 14 hours ago
Ta Lib ⭐ 6,810
Python wrapper for TA-Lib (http://ta-lib.org/).
dependent packages 61total releases 19most recent commit 11 days agopypi TA-Lib} Downloads
Stocksharp ⭐ 5,085
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
most recent commit 7 hours ago
Financial Models Numerical Methods ⭐ 3,453
Collection of notebooks about quantitative finance, with interactive python code.
most recent commit 10 months ago
Quantlib ⭐ 3,348
The QuantLib C++ library
dependent packages 1total releases 1most recent commit a day ago
Tf Quant Finance ⭐ 3,223
High-performance TensorFlow library for quantitative finance.
dependent packages 2total releases 29most recent commit 9 hours agopypi tf-quant-finance} Downloads
Pyportfolioopt ⭐ 2,792
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
dependent packages 8total releases 39most recent commit 3 months agopypi pyportfolioopt} Downloads
Mlfinlab ⭐ 2,779
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
dependent packages 4total releases 55most recent commit 6 months agopypi mlfinlab} Downloads
Financial Machine Learning ⭐ 2,777
A curated list of practical financial machine learning tools and applications.
most recent commit 17 hours ago
Quant Trading ⭐ 2,531
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
most recent commit 6 months ago
Quantstats ⭐ 2,240
Portfolio analytics for quants, written in Python
dependent packages 11total releases 59most recent commit 7 days agopypi QuantStats} Downloads
Awesome Quant ⭐ 2,175
中国的Quant相关资源索引
most recent commit a year ago
Zvt ⭐ 2,102
modular quant framework.
total releases 65most recent commit 8 days ago
Vectorbt ⭐ 1,923
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
dependent packages 9total releases 53most recent commit 3 months agopypi vectorbt} Downloads
Elitequant ⭐ 1,728
A list of online resources for quantitative modeling, trading, portfolio management
most recent commit a year ago
Awesome Ai In Finance ⭐ 1,462
🔬 A curated list of awesome machine learning strategies & tools in financial market.
most recent commit 14 days ago
Qtpylib ⭐ 1,311
QTPyLib, Pythonic Algorithmic Trading
total releases 121most recent commit a year ago
Riskfolio Lib ⭐ 1,301
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
dependent packages 2total releases 31most recent commit 2 months agopypi Riskfolio-Lib} Downloads
Gs Quant ⭐ 1,284
Python toolkit for quantitative finance
most recent commit 9 hours ago
Robin_stocks ⭐ 1,242
This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at
dependent packages 12total releases 70most recent commit 7 months agopypi robin-stocks} Downloads
Aialpha ⭐ 1,223
Use unsupervised and supervised learning to predict stocks
most recent commit 2 years ago
Bulbea ⭐ 1,203
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
most recent commit 4 years ago
Ffn ⭐ 1,166
ffn - a financial function library for Python
dependent packages 4total releases 27most recent commit a month agopypi ffn} Downloads
Machine Learning Asset Management ⭐ 1,159
Machine Learning in Asset Management (by @firmai)
most recent commit 8 months ago
Stock_analysis_for_quant ⭐ 1,064
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
most recent commit 3 hours ago
Fastquant ⭐ 853
fastquant — Backtest and optimize your trading strategies with only 3 lines of code!
dependent packages 1total releases 46most recent commit 5 months agopypi fastquant} Downloads
Machinelearningstocks ⭐ 851
Using python and scikit-learn to make stock predictions
most recent commit 2 years ago
Quantresearch ⭐ 840
Quantitative analysis, strategies and backtests
most recent commit 11 days ago
Strata ⭐ 693
Open source analytics and market risk library from OpenGamma
dependent packages 3total releases 98most recent commit 18 hours ago
Quantitative Analysis ⭐ 563
量化研究-券商金工研报复现
most recent commit 13 days ago
Quickfix ⭐ 561
🚀 The Go FIX protocol library
dependent packages 4total releases 24most recent commit 22 days ago
Go Finance ⭐ 539
⚠️ Deprecrated in favor of https://github.com/piquette/finance-go
most recent commit 4 years ago
Gemini ⭐ 535
Backtesting for sleepless cryptocurrency markets
most recent commit a year ago
Introneuralnetworks ⭐ 530
Introducing neural networks to predict stock prices
most recent commit 3 years ago
Stock.indicators ⭐ 525
Stock Indicators for .NET is a C# library package that produces financial market technical indicators. Send in historical price quotes and get back desired indicators such as moving averages, Relative Strength Index, Stochastic Oscillator, Parabolic SAR, etc. Nothing more. It can be used in any market analysis software using standard OHLCV price quotes for equities, commodities, forex, cryptocurrencies, and others. We had private trading algorithms, technical analysis, machine learning, and cha
total releases 89most recent commit 2 days ago
Empyrial ⭐ 519
Portfolio Management Framework for risk and performance analysis 投资组合管理
total releases 92most recent commit 3 months ago
51bitquant ⭐ 513
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
most recent commit 5 months ago
Binance_grid_trader ⭐ 459
Binance_grid_trader is a grid strategy bot trading with Binance Spot and Binance Futures Exchange. you can use it to trade any pair in Binance Exchange. Binance_grid_trader是一个币安网格策略软件, 目前支持币安现货，USDT合约和币币合约。
most recent commit a month ago
Tai ⭐ 381
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
dependent packages 3total releases 75most recent commit 12 hours agohex tai} Downloads
Finmath Lib ⭐ 369
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
dependent packages 6total releases 128most recent commit 2 months ago
Autotrader ⭐ 339
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
total releases 99most recent commit 18 hours ago
Finance ⭐ 332
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
most recent commit a year ago
Engine ⭐ 318
Open Source Risk Engine
most recent commit 17 days ago
Qlnet ⭐ 306
QLNet C# Library
dependent packages 18total releases 110most recent commit a month agonuget QLNet} Downloads
Quantdom ⭐ 305
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
total releases 3most recent commit 3 years ago
Open Quant Live Book ⭐ 278
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
most recent commit a year ago
Optimalportfolio ⭐ 262
An open source library for portfolio optimisation
most recent commit 10 months ago
Trading Backtest ⭐ 253
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
most recent commit a year ago
Quantlib Swig ⭐ 245
QuantLib wrappers to other languages
most recent commit 15 days ago
Alphatools ⭐ 243
Quantitative finance research tools in Python
most recent commit a year ago
Ezibpy ⭐ 238
ezIBpy, a Pythonic Client for Interactive Brokers API
dependent packages 1total releases 63most recent commit a year agopypi ezIBpy} Downloads
Lumibot ⭐ 233
Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more
total releases 79most recent commit 3 days ago
Quantitative Notebooks ⭐ 233
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
most recent commit 2 years ago
Financehub ⭐ 227
Resources for Quantitative Finance
most recent commit a year ago
Turingtrader ⭐ 226
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
most recent commit 5 months ago
Time Series Machine Learning ⭐ 220
Machine learning models for time series analysis
most recent commit 4 years ago
Stock Bot ⭐ 220
An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
most recent commit 2 years ago
Qf Lib ⭐ 211
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance.
total releases 4most recent commit 13 hours ago
Hands On Python For Finance ⭐ 194
Hands-on Python for Finance published by Packt.
most recent commit 2 months ago
Alpha Mind ⭐ 193
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
most recent commit 3 months ago
Darwinexlabs ⭐ 192
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
most recent commit 3 years ago
Awesome Fintech ⭐ 189
A curated list of amazingly awesome financial libraries, resources and shiny things.
most recent commit 2 years ago
Morpheus Core ⭐ 186
The foundational library of the Morpheus data science framework
dependent packages 6total releases 11most recent commit 4 years ago
Options Trading Strategies In Python ⭐ 170
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
most recent commit 3 years ago
Machine Learning And Ai In Trading ⭐ 169
Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
most recent commit 3 years ago
Quant ⭐ 159
Quantitative Finance and Algorithmic Trading
most recent commit 7 years ago
Finrl_podracer ⭐ 158
FinRL-Podracer is a cloud solution.
most recent commit 4 days ago
Awesome Algorithmic Trading ⭐ 157
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
most recent commit 3 years ago
Bursatil Argentina Python ⭐ 153
Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
most recent commit a year ago
Ta Math ⭐ 149
🔮 Technical analysis math. Indicators, overlays and correlation.
dependent packages 1total releases 173most recent commit 2 days agonpm ta-math} Downloads
Py Quantmod ⭐ 149
Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
most recent commit 2 years ago
Binance Crypto Triangular Arbitrage ⭐ 136
A profitable triangular arbitrage cycles finder.
most recent commit 6 months ago
Learn_backtrader ⭐ 132
BackTrader中文教程笔记（by：量化投资与机器学习），系统性介绍Bactrader的特性、策
most recent commit 10 months ago
Notebooks ⭐ 132
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
most recent commit 10 hours ago
Quantfinance ⭐ 131
Top training materials in quantitative finance
most recent commit 5 months ago
Quant ⭐ 129
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
most recent commit a month ago
Quantpy ⭐ 129
A framework for quantitative finance In python.
most recent commit 4 years ago
Moonshot ⭐ 121
Vectorized backtester and trading engine for QuantRocket
most recent commit 24 days ago
Fast_arrow ⭐ 121
(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
total releases 31most recent commit 2 years ago
Blueshift Demo Strategies ⭐ 111
Repository of demo strategies for the Blueshift platform
most recent commit 3 months ago
Quantitativeprimer ⭐ 109
An Interview Primer for Quantitative Finance
most recent commit 3 years ago
Indicator ⭐ 108
Indicator is a Golang module providing various stock technical analysis indicators for trading.
dependent packages 1total releases 25most recent commit a month ago
Strategems.jl ⭐ 107
Quantitative systematic trading strategy development and backtesting in Julia
most recent commit a year ago
Pandas Ml Quant ⭐ 107
Master repository for the pandas-ml modules
total releases 45most recent commit 10 months ago
Finance ⭐ 101
Study resources for quantitative finance
most recent commit a month ago
Quant Notes ⭐ 101
Quantitative Interview Preparation Guide, updated version here ==>
most recent commit 3 years ago
Rquantlib ⭐ 100
R interface to the QuantLib library
dependent packages 2total releases 55most recent commit 3 months ago
Deep Quant ⭐ 98
Deep learning for forecasting company fundamental data
most recent commit 3 years ago
Tradingstrategies ⭐ 96
Algorithmic trading strategies
most recent commit 5 years ago
Machine Learning For Asset Managers ⭐ 96
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.
most recent commit a year ago
Quant Finance Resources ⭐ 95
Courses, Articles and many more which can help beginners or professionals.
most recent commit 8 months ago
Pymarketstore ⭐ 93
Python driver for MarketStore
dependent packages 1total releases 13most recent commit 2 months agopypi pymarketstore} Downloads
Wencai ⭐ 92
This is a wencai crawler.（i问财的策略回测接口的Pythonic工具包）
most recent commit a year ago
Okama ⭐ 91
Investment portfolio and stocks analyzing tools for Python with free historical data
most recent commit 10 hours ago
Portfolio_allocation_js ⭐ 90
A JavaScript library to allocate and optimize financial portfolios.
total releases 11most recent commit 2 years ago
Shares ⭐ 89
A-share quantitative system. A股量化系统
most recent commit 2 months ago
Gym Continuousdoubleauction ⭐ 87
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
most recent commit 5 months ago
Compfinance ⭐ 86
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
most recent commit a year ago
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