Awesome Open Source
Awesome Open Source
Combined Topics
quantitative-finance x
Advertising 📦 10
All Projects
Application Programming Interfaces 📦 124
Applications 📦 192
Artificial Intelligence 📦 78
Blockchain 📦 73
Build Tools 📦 113
Cloud Computing 📦 80
Code Quality 📦 28
Collaboration 📦 32
Command Line Interface 📦 49
Community 📦 83
Companies 📦 60
Compilers 📦 63
Computer Science 📦 80
Configuration Management 📦 42
Content Management 📦 175
Control Flow 📦 213
Data Formats 📦 78
Data Processing 📦 276
Data Storage 📦 135
Economics 📦 64
Frameworks 📦 215
Games 📦 129
Graphics 📦 110
Hardware 📦 152
Integrated Development Environments 📦 49
Learning Resources 📦 166
Legal 📦 29
Libraries 📦 129
Lists Of Projects 📦 22
Machine Learning 📦 347
Mapping 📦 64
Marketing 📦 15
Mathematics 📦 55
Media 📦 239
Messaging 📦 98
Networking 📦 315
Operating Systems 📦 89
Operations 📦 121
Package Managers 📦 55
Programming Languages 📦 245
Runtime Environments 📦 100
Science 📦 42
Security 📦 396
Social Media 📦 27
Software Architecture 📦 72
Software Development 📦 72
Software Performance 📦 58
Software Quality 📦 133
Text Editors 📦 49
Text Processing 📦 136
User Interface 📦 330
User Interface Components 📦 514
Version Control 📦 30
Virtualization 📦 71
Web Browsers 📦 42
Web Servers 📦 26
Web User Interface 📦 210

The Top 79 Quantitative Finance Open Source Projects

Categories > Economics > Quantitative Finance
Awesome Quant ⭐ 7,356
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Ta Lib ⭐ 5,500
Python wrapper for TA-Lib (http://ta-lib.org/).
Qlib ⭐ 5,331
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.
Stocksharp ⭐ 4,247
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
Financial Models Numerical Methods ⭐ 3,380
Collection of notebooks about quantitative finance, with interactive python code.
Tf Quant Finance ⭐ 2,733
High-performance TensorFlow library for quantitative finance.
Quantlib ⭐ 2,729
The QuantLib C++ library
Mlfinlab ⭐ 2,484
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 ⭐ 2,176
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Quant Trading ⭐ 2,039
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Elitequant ⭐ 1,663
A list of online resources for quantitative modeling, trading, portfolio management
Zvt ⭐ 1,629
modular quant framework.
Bulbea ⭐ 1,515
🐗 🐻 Deep Learning based Python Library for Stock Market Prediction and Modelling
Qtpylib ⭐ 1,409
QTPyLib, Pythonic Algorithmic Trading
Aialpha ⭐ 1,261
Use unsupervised and supervised learning to predict stocks
Robin_stocks ⭐ 1,119
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
Awesome Ai In Finance ⭐ 1,086
🔬 A curated list of awesome machine learning strategies & tools in financial market.
Machinelearningstocks ⭐ 1,005
Using python and scikit-learn to make stock predictions
Research ⭐ 714
Notebooks based on financial machine learning.
Stock_analysis_for_quant ⭐ 697
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Strata ⭐ 626
Open source analytics and market risk library from OpenGamma
Fastquant ⭐ 618
fastquant — Backtest and optimize your trading strategies with only 3 lines of code!
Riskfolio Lib ⭐ 556
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Gemini ⭐ 552
Backtesting for sleepless cryptocurrency markets
Go Finance ⭐ 534
⚠️ Deprecrated in favor of https://github.com/piquette/finance-go
Introneuralnetworks ⭐ 519
Introducing neural networks to predict stock prices
Quickfix ⭐ 489
🚀 The Go FIX protocol library
Quantdom ⭐ 489
Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
Pandas Technical Indicators ⭐ 417
Technical Indicators implemented in Python using Pandas
Quantitative Notebooks ⭐ 408
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
51bitquant ⭐ 398
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
Awesome Algorithmic Trading ⭐ 384
A curated list of awesome algorithmic trading frameworks, libraries, software and resources
Options Trading Strategies In Python ⭐ 351
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Finmath Lib ⭐ 321
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Tai ⭐ 301
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Finance ⭐ 297
Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Open Quant Live Book ⭐ 285
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!
Time Series Machine Learning ⭐ 277
Machine learning models for time series analysis
Machine Learning And Ai In Trading ⭐ 274
Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
Darwinexlabs ⭐ 272
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
Qlnet ⭐ 268
QLNet C# Library
Empyrial ⭐ 268
AI and data-driven Portfolio Management Framework for risk and performance analysis 投资组合管理
Alphatools ⭐ 256
Quantitative finance research tools in Python
Ezibpy ⭐ 255
ezIBpy, a Pythonic Client for Interactive Brokers API
Trading Backtest ⭐ 253
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stock.indicators ⭐ 251
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 ⭐ 251
A grid trading strategy and trading-bot for Binance Exchange. 币安交易所的网格交易
Stock Bot ⭐ 251
An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.
Optimalportfolio ⭐ 250
An open source library for portfolio optimisation
Quantresearch ⭐ 247
Quantitative analysis, strategies and backtests
Morpheus Core ⭐ 210
The foundational library of the Morpheus data science framework
Quant Notes ⭐ 208
Quantitative Interview Preparation Guide, updated version here ==>
Quantlib Swig ⭐ 193
QuantLib wrappers to other languages
Alpha Mind ⭐ 179
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Turingtrader ⭐ 176
The Open-Source Backtesting Engine/ Market Simulator by Bertram Solutions.
Bursatil Argentina Python ⭐ 163
Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa
Presentations ⭐ 162
Slide show presentations regarding data driven investing.
Py Quantmod ⭐ 161
Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Ft ⭐ 131
基于共享内存队列的低时延算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测
Ta Math ⭐ 130
🔮 Technical analysis math. Indicators, overlays and correlation.
Blog ⭐ 128
Source code for my personal blog
Fast_arrow ⭐ 127
(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
Strategems.jl ⭐ 122
Quantitative systematic trading strategy development and backtesting in Julia
Tradingstrategies ⭐ 122
Algorithmic trading strategies
Deep Quant ⭐ 116
Deep learning for forecasting company fundamental data
Quant ⭐ 107
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Moonshot ⭐ 102
Vectorized backtester and trading engine for QuantRocket
Pymarketstore ⭐ 87
Python driver for MarketStore
Quant ⭐ 84
Quantitative Analysis Research see more at https://teddykoker.com
Quantsbin ⭐ 79
Quantitative Finance tools
Systemicrisk ⭐ 77
A framework for systemic risk valuation and analysis.
Binance Crypto Triangular Arbitrage ⭐ 73
A profitable triangular arbitrage cycles finder.
Gdax Orderbook Ml ⭐ 71
Application of machine learning to the Coinbase (GDAX) orderbook
Gym Continuousdoubleauction ⭐ 66
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.
Pandas Ml Quant ⭐ 66
Master repository for the pandas-ml modules
Quant Finance Resources ⭐ 64
Courses, Articles and many more which can help beginners or professionals.
Deep Hedging ⭐ 43
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Portbalance ⭐ 31
Determine optimal rebalancing of a passive stock portfolio.
Moonchart ⭐ 21
Performance tear sheets and backtest analysis for Moonshot
1-79 of 79 projects
Advertising 📦 10
All Projects
Application Programming Interfaces 📦 124
Applications 📦 192
Artificial Intelligence 📦 78
Blockchain 📦 73
Build Tools 📦 113
Cloud Computing 📦 80
Code Quality 📦 28
Collaboration 📦 32
Command Line Interface 📦 49
Community 📦 83
Companies 📦 60
Compilers 📦 63
Computer Science 📦 80
Configuration Management 📦 42
Content Management 📦 175
Control Flow 📦 213
Data Formats 📦 78
Data Processing 📦 276
Data Storage 📦 135
Economics 📦 64
Frameworks 📦 215
Games 📦 129
Graphics 📦 110
Hardware 📦 152
Integrated Development Environments 📦 49
Learning Resources 📦 166
Legal 📦 29
Libraries 📦 129
Lists Of Projects 📦 22
Machine Learning 📦 347
Mapping 📦 64
Marketing 📦 15
Mathematics 📦 55
Media 📦 239
Messaging 📦 98
Networking 📦 315
Operating Systems 📦 89
Operations 📦 121
Package Managers 📦 55
Programming Languages 📦 245
Runtime Environments 📦 100
Science 📦 42
Security 📦 396
Social Media 📦 27
Software Architecture 📦 72
Software Development 📦 72
Software Performance 📦 58
Software Quality 📦 133
Text Editors 📦 49
Text Processing 📦 136
User Interface 📦 330
User Interface Components 📦 514
Version Control 📦 30
Virtualization 📦 71
Web Browsers 📦 42
Web Servers 📦 26
Web User Interface 📦 210