MarkoAGM

stochastic

Generate realizations of stochastic processes in python.

hft-avellaneda

High-frequency trading in a limit order book

Time-Series-Analysis-and-Forecasting

This repository contains everything you need to become proficient in Time Series Analysis and Forecasting

QuantEcon.py

A community based Python library for quantitative economics

math

🧮 Path to a free self-taught education in Mathematics!

computer-science

:mortar_board: Path to a free self-taught education in Computer Science!

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

Quant

FinMathematics

Books

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

public

Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)

zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library

Time-Series-Momentum

CTA-strategies

Backtest result archive for Momentum Trading Strategies

time_series_handbook

Tutorials

Ipython notebooks for math and finance tutorials

the-book-of-trading-strategies

Source Codes for the Book of Trading Strategies

trend-following-strategies

Official Repository

quant-trading

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

blankly

🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.

PyTrendFollow

PyTrendFollow - systematic futures trading using trend following

OpenBB

Investment Research for Everyone, Everywhere.

Bayesian-Statistics

This repository holds slides and code for a full Bayesian statistics graduate course.

backtrader

Python Backtesting library for trading strategies

FX_forecasting_model

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

orbit

A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.