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Search results for quantitative finance
quantitative-finance
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337 search results found
Blueshift Demo Strategies
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134
Repository of demo strategies for the Blueshift platform
Trading Strategy
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133
Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges
Learn_backtrader
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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
Quant
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129
Codera Quant is a Java framework for algorithmic trading strategies development, execution and backtesting via Interactive Brokers TWS API or other brokers API
Stock.indicators.python
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127
Stock Indicators for Python. Maintained by @LeeDongGeon1996
Fast_arrow
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121
(no longer maintained) A simple yet robust (stock+options) API client for Robinhood
Pyfeng
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116
Python Financial ENGineering (PyFENG package in PyPI.org)
Proj_option_pricing_matlab
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115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Rquantlib
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113
R interface to the QuantLib library
Systemicrisk
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111
A framework for systemic risk valuation and analysis.
Quantitativeprimer
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109
An Interview Primer for Quantitative Finance
Strategems.jl
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107
Quantitative systematic trading strategy development and backtesting in Julia
Quant Jobs Zurich
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104
A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.
Quant Notes
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101
Quantitative Interview Preparation Guide, updated version here ==>
Notebooks
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101
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.
Deep Quant
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98
Deep learning for forecasting company fundamental data
Tradingstrategies
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96
Algorithmic trading strategies
Quant Finance Resources
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95
Courses, Articles and many more which can help beginners or professionals.
Pymarketstore
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94
Python driver for MarketStore
Rl
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94
Deep Reinforcement Learning For Trading
Wencai
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92
This is a wencai crawler.(i问财的策略回测接口的Pythonic工具包)
Finhack
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92
FinHack®,一个易于拓展的量化金融框架,它在当前版本中集成了数据采集、因子计算、因子挖掘、因子
Pytrendseries
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89
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Fortitudo.tech
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89
Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
Gym Continuousdoubleauction
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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.
Compfinance
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86
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Modelx
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82
Use Python like a spreadsheet!
Temporal.jl
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82
Time series implementation for the Julia language focused on efficiency and flexibility
Ib Gateway Docker
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81
Docker image with IB Gateway/TWS and IBC
Jquantlib
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79
JQuantLib is a library for Quantitative Finance written in 100% Java
Quantsbin
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76
Quantitative Finance tools
Trade Executor
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69
A Python framework for managing positions and trades in DeFi
Zillionare
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65
量化交易教程及知识分享 请访问 www.jieyu.ai
Stochvolmodels
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65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Storage
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63
Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).
Barter Data Rs
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63
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
Lubeck
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62
High level linear algebra library for Dlang
Curves
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61
Tools for building commodity forward, swaps, and futures curves (Python and .NET).
Defund
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60
The first L1 blockchain built specifically for quantitative developers, asset managers, hedge funds, and financial advisors.
Value Investing Studies
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59
Data Analysis Studies on Value Investing
Noba
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58
Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Additionally, Noba also provide 'Ioc Container', 'Event System', 'Database Abstraction Layer', 'Pipeline System' and more.
Crypto Trading Strategy Backtester
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57
Easy-to-use cryptocurrency trading strategy simulator and backtester
Financial Formulas Library .net Standard
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57
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Portfoliolab
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57
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
Tradingview Screener
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56
A package that lets you create TradingView screeners in Python!
Quantinveststrats
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54
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Bsm Time Machine
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54
A Black-Scholes-based options backtesting simulator
Tiger_quant
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54
Java 实盘量化框架
Spark In Finance Quantitative Investing
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53
Materials for IBM Spark contest. About the real-world application of big data and spark.
Autohedge.jl
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53
Automatic Options Hedging and Backtesting
Gdax Orderbook Ml
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53
Application of machine learning to the Coinbase (GDAX) orderbook
Nagpythonexamples
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52
Examples and demos showing how to call functions from the NAG Library for Python
Fypy
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51
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.
Azapy
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45
Financial Portfolio Optimization Algorithms
Quantlib Noboost
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44
QuantLib ported to C++17 and with all Boost dependency removed
Black Scholes Option Pricing Model
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44
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Financialtoolbox.jl
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43
Useful functions for Black–Scholes Model in the Julia Language
Doubleadapt
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42
The official API of DoubleAdapt (KDD'23), an incremental learning framework for online stock trend forecasting, WITHOUT dependencies on the qlib package.
Quant Library
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41
α collection of resources for people interested in quant finance
Abquant Data
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41
A&B professional platform for quantitative finance. God is Asking & Bidding Me. ABQ 基于 通达信 数据的量化.
Rusquant
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39
Official version of rusquant package for R
Analysis Sharing
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39
Sharing quantitative analyses on Crypto Lake data
Ib_dl
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39
Historical market data downloader using Interactive Brokers TWS
Thetadata Python
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38
Real-time & historical data API for US stocks and options
Quantgpt
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38
powerful ai-copilot for quant traders and researchers
Quant Reseach
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35
Augmento sentiment data quickstart and research
Macrosynergy
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35
Macrosynergy Quant Research
Avellaneda Stoikov
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34
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
Trading Rules Using Machine Learning
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32
A financial trading method using machine learning.
Ufund Miniprogram
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32
Qbot 微信小程序: 自选基金/股票助手、策略选股、股票盯盘、量化投研智库
Historicalvolatility
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31
A framework for historical volatility estimation and analysis.
Moonchart
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31
Performance tear sheets and backtest analysis for Moonshot
Ito.jl
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31
A Julia package for quantitative finance
Projectreward
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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
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29
A JavaScript library to track and measure stock market portfolios performances.
Learning Quantitative Finance With R
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29
Code repository of Learning Quantitative Finance with R by Packt
Quantresearchdev
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29
Quantitative crypto bot framework
Python_ds_research
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29
Python based Quant Finance Models, Tools and Algorithmic Decision Making
Binomialoptmodel
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28
A python program to implement the discrete binomial option pricing model
Scutquant
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28
scutquant是一个开源的离线量化投资平台,由华南理工大学量化投资协会负责维护. 该框架具有低耦合, 高内聚的特点
Cqf
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27
This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
Quantropy
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27
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.
Appendices
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25
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
Deep Hedging
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25
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Ichimoku
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25
ichimoku - Visualization and Tools for Ichimoku Kinko Hyo Strategies
Quant Finance With Python Code
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24
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
Cira
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24
Cira algorithmic trading made easy. A Façade library for simpler interaction with alpaca-trade-API from Alpaca Markets.
Osqf2015
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24
Quantlib
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24
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
Stock Price Forecasting Using Artificial Intelligence
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24
Stock price prediction using Bidirectional LSTM and sentiment analysis
Torchqtm
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24
TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
Quantitavefinanceexamplespy
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23
Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).
Qwack
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23
A modern quantitative finance framework that makes the complex simple
Portbalance
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23
Determine optimal rebalancing of a passive stock portfolio.
Quantlibnode
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22
QuantLib Async Bindings for Node.js
Pymc Stochastic Process
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22
Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.
Mindgowrapper
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22
辣鸡同花顺 MindGo 量化交易平台的回测框架 Some wrapper for sh*t quant platform 10qjka MindGo
Financialmontecarlo.jl
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21
Julia Package for Financial Monte Carlo Simulations
Eigen Portfolio
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21
Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks to construct an optimized diversified intelligent portfolio.
Cashflower
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21
An open-source Python framework for actuarial cash flow models
101-200 of 337 search results
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