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The Top 364 Quantitative Finance Open Source Projects on Github
Categories
>
Economics
>
Quantitative Finance
Gamestonkterminal
⭐
8,679
Investment Research for Everyone.
Awesome Quant
⭐
7,929
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Qlib
⭐
7,330
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.
Ta Lib
⭐
5,926
Python wrapper for TA-Lib (http://ta-lib.org/).
Stocksharp
⭐
4,549
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
Financial Models Numerical Methods
⭐
3,453
Collection of notebooks about quantitative finance, with interactive python code.
Quantlib
⭐
2,909
The QuantLib C++ library
Tf Quant Finance
⭐
2,890
High-performance TensorFlow library for quantitative finance.
Mlfinlab
⭐
2,627
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Pyportfolioopt
⭐
2,380
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Quant Trading
⭐
2,318
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
Zvt
⭐
1,772
modular quant framework.
Elitequant
⭐
1,728
A list of online resources for quantitative modeling, trading, portfolio management
Vectorbt
⭐
1,417
Supercharged backtesting and technical analysis for quants
Qtpylib
⭐
1,311
QTPyLib, Pythonic Algorithmic Trading
Aialpha
⭐
1,223
Use unsupervised and supervised learning to predict stocks
Robin_stocks
⭐
1,216
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
Bulbea
⭐
1,203
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
Awesome Ai In Finance
⭐
1,039
🔬 A curated list of awesome machine learning strategies & tools in financial market.
Machinelearningstocks
⭐
851
Using python and scikit-learn to make stock predictions
Stock_analysis_for_quant
⭐
836
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Riskfolio Lib
⭐
699
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Strata
⭐
648
Open source analytics and market risk library from OpenGamma
Fastquant
⭐
635
fastquant — Backtest and optimize your trading strategies with only 3 lines of code!
Go Finance
⭐
539
⚠️ Deprecrated in favor of https://github.com/piquette/finance-go
Gemini
⭐
535
Backtesting for sleepless cryptocurrency markets
Introneuralnetworks
⭐
530
Introducing neural networks to predict stock prices
Quickfix
⭐
505
🚀 The Go FIX protocol library
51bitquant
⭐
420
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
Quantresearch
⭐
411
Quantitative analysis, strategies and backtests
Empyrial
⭐
406
Portfolio Management Framework for risk and performance analysis 投资组合管理
Stock.indicators
⭐
336
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, machine learning, and charting systems in mind when originally creating this community library.
Binance_grid_trader
⭐
332
A grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易
Finance
⭐
332
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Tai
⭐
325
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Pandas Technical Indicators
⭐
316
Technical Indicators implemented in Python using Pandas
Quantdom
⭐
305
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Finmath Lib
⭐
293
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
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!
Qlnet
⭐
272
QLNet C# Library
Optimalportfolio
⭐
262
An open source library for portfolio optimisation
Trading Backtest
⭐
253
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Alphatools
⭐
243
Quantitative finance research tools in Python
Ezibpy
⭐
238
ezIBpy, a Pythonic Client for Interactive Brokers API
Quantitative Notebooks
⭐
233
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Time Series Machine Learning
⭐
220
Machine learning models for time series analysis
Stock Bot
⭐
220
An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
Quantlib Swig
⭐
209
QuantLib wrappers to other languages
Darwinexlabs
⭐
192
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Turingtrader
⭐
188
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Morpheus Core
⭐
186
The foundational library of the Morpheus data science framework
Alpha Mind
⭐
177
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Options Trading Strategies In Python
⭐
170
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Machine Learning And Ai In Trading
⭐
169
Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
Awesome Algorithmic Trading
⭐
157
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Bursatil Argentina Python
⭐
153
Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
Py Quantmod
⭐
149
Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Ta Math
⭐
128
🔮 Technical analysis math. Indicators, overlays and correlation.
Blog
⭐
121
Source code for my personal blog
Fast_arrow
⭐
121
(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
Strategems.jl
⭐
107
Quantitative systematic trading strategy development and backtesting in Julia
Pandas Ml Quant
⭐
107
Master repository for the pandas-ml modules
Quant
⭐
104
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Quant Notes
⭐
101
Quantitative Interview Preparation Guide, updated version here ==>
Lumibot
⭐
99
Making it easy to backtest and create trading bots
Deep Quant
⭐
98
Deep learning for forecasting company fundamental data
Tradingstrategies
⭐
96
Algorithmic trading strategies
Wencai
⭐
92
This is a wencai crawler.（i问财的策略回测接口的Pythonic工具包）
Portfolio_allocation_js
⭐
90
A JavaScript library to allocate and optimize financial portfolios.
Course_codes
⭐
90
VNPY 2020 Python数字货币量化交易视频教程课程代码和资料
Moonshot
⭐
90
Vectorized backtester and trading engine for QuantRocket
Pymarketstore
⭐
88
Python driver for MarketStore
Compfinance
⭐
86
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Quant Finance Resources
⭐
81
Courses, Articles and many more which can help beginners or professionals.
Temporal.jl
⭐
79
Time series implementation for the Julia language focused on efficiency and flexibility
Systemicrisk
⭐
76
A framework for systemic risk valuation and analysis.
Quantsbin
⭐
76
Quantitative Finance tools
Gym Continuousdoubleauction
⭐
70
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.
Finrl_podracer
⭐
68
FinRL-Podracer is a cloud solution.
Notebooks
⭐
60
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.
Value Investing Studies
⭐
59
Data Analysis Studies on Value Investing
Quant
⭐
59
Quantitative Analysis Research see more at https://teddykoker.com
Financial Formulas Library .net Standard
⭐
57
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Lubeck
⭐
56
High level linear algebra library for Dlang
Spark In Finance Quantitative Investing
⭐
53
Materials for IBM Spark contest. About the real-world application of big data and spark.
Gdax Orderbook Ml
⭐
53
Application of machine learning to the Coinbase (GDAX) orderbook
Proj_option_pricing_matlab
⭐
51
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Okama
⭐
49
Investment portfolio and stocks analyzing tools for Python with free historical data
Rl
⭐
44
Deep Reinforcement Learning For Trading
Quantlib Noboost
⭐
44
QuantLib ported to C++17 and with all Boost dependency removed
Portfoliolab
⭐
43
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Quant Library
⭐
41
α collection of resources for people interested in quant finance
Autotrader
⭐
37
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
Quant Reseach
⭐
35
Augmento sentiment data quickstart and research
Alpha Compiler
⭐
34
Nagpythonexamples
⭐
33
Examples and demos showing how to call functions from the NAG Library for Python
Optionmatrix
⭐
31
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Tiger_quant
⭐
31
Java 实盘量化框架
Projectreward
⭐
30
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Portfolio_analytics_js
⭐
29
A JavaScript library to track and measure stock market portfolios performances.
1-100 of 364 projects
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📦 79
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📦 48
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📦 81
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📦 60
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📦 74
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📦 77
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📦 266
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📦 132
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📦 60
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📦 198
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📦 122
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Integrated Development Environments
📦 47
Learning Resources
📦 147
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📦 28
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📦 119
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📦 21
Machine Learning
📦 336
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📦 61
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📦 15
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📦 55
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📦 228
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📦 97
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📦 304
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📦 84
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📦 120
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📦 52
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📦 229
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📦 96
Science
📦 42
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📦 375
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📦 26
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📦 70
Software Development
📦 68
Software Performance
📦 57
Software Quality
📦 127
Text Editors
📦 45
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📦 131
User Interface
📦 310
User Interface Components
📦 465
Version Control
📦 29
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📦 68
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📦 38
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📦 25
Web User Interface
📦 194
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