quantitative-finance

There are 503 repositories under quantitative-finance topic.

• OpenBBTerminal

  OpenBB-finance / OpenBBTerminal

  Investment Research for Everyone, Everywhere.

  artificial-intelligencecryptocryptocurrencyeconomicsfinancehacktoberfestinvestmentinvestment-researchmachine-learningopenbbpythonquantitative-financestocks
  Language:Python 26190

• wilsonfreitas / awesome-quant

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

  financefinancial-datastock-dataawesomeawesome-listquantitative-financequantquantitative-tradingyahoo-financefinance-apigoogle-financetrading-strategiesfinancial-instrumentstrading-algorithmsalgotradingalgorithmic-trading-enginealgorithmic-trading-librarytechnical-analysistrading-botarbitrage-bot
  Language:Python 16181

• microsoft / qlib

  Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

  quantitative-financemachine-learningstock-dataplatformfinancealgorithmic-tradingpythoninvestmentquantquantitative-tradingquant-datasetquant-modelsauto-quantfintechresearch-paperpaperresearchdeep-learning
  Language:Python 14258

• TA-Lib / ta-lib-python

  Python wrapper for TA-Lib (http://ta-lib.org/).

  ta-libpattern-recognitionpythontechnical-analysisfinancequantitative-finance
  Language:Cython 9073
• StockSharp

  StockSharp / StockSharp

  Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

  algorithmic-tradingalgorithmic-trading-enginebacktestingbitcoinsbrokerbrokersc-sharpcryptocryptocurrencyfinancefixprotocolforexhft-tradinginteractive-brokersquantitative-financestockstradingtrading-platformtrading-robotstrading-strategies
  Language:C# 6673
• Qbot

  UFund-Me / Qbot

  [🔥updating ...] AI 自动量化交易机器人 AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

  bitcoinblockchaindeep-learningfintechfundsmachine-learningpytradeqlibquant-tradequant-traderquantitative-financequantitative-tradingquantizationstrategiestrade-bottrademarks
  Language:Jupyter Notebook 5980

• firmai / financial-machine-learning

  A curated list of practical financial machine learning tools and applications.

  algorithmic-tradingcryptocurrencyfinanceinvestmentquantquantitative-financestock-markettrading-strategies
  Language:Python 5560
• quant-trading

  je-suis-tm / 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

  trading-strategiesquantitative-tradingtrading-botquantitative-financealgorithmic-tradingmacdstatistical-arbitragebollinger-bandsmomentum-trading-strategyoptions-tradingoptions-strategiescommodity-tradingquanttrading-algorithmstrading-systemstrading-strategymomentum-strategyquantitative-trading-strategiesquantimental-analysispair-trading
  Language:Python 5297

• cantaro86 / Financial-Models-Numerical-Methods

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

  quantitative-financejupyter-notebookskalman-filteroption-pricingfinancial-engineeringfinancial-mathematicspartial-differential-equationsfourier-inversionstochastic-processesstochastic-differential-equationslevy-processesheston-modelbrownian-motionamerican-optionsmonte-carlo-methodspythonlinear-regressionlinear-systems-equationsjump-diffusion-mertons-modeleconometrics
  Language:Jupyter Notebook 5278

• lballabio / QuantLib

  The QuantLib C++ library

  quantitative-finance
  Language:C++ 4856

• ranaroussi / quantstats

  Portfolio analytics for quants, written in Python

  algo-tradingalgorithmic-tradingalgotradingfinanceplottingpythonquantquantitative-analysisquantitative-financequantitative-tradingvisualization
  Language:Python 4332

• google / tf-quant-finance

  High-performance TensorFlow library for quantitative finance.

  tensorflowquantitative-financepythonfinancenumerical-methodsnumerical-optimizationnumerical-integrationhigh-performancehigh-performance-computinggpugpu-computingquantlib
  Language:Python 4308
• PyPortfolioOpt

  robertmartin8 / PyPortfolioOpt

  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

  financeportfolio-optimizationportfolio-managementquantitative-financealgorithmic-tradinginvestingefficient-frontiercovariancepythoninvestmentinvestment-analysisfinancial-analysis
  Language:Jupyter Notebook 4148

• polakowo / vectorbt

  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

  backtestingtradingalgorithmic-tradingtrading-strategiescryptocurrencydata-visualizationtime-seriesdata-sciencefinancemachine-learningportfolio-optimizationquantitative-financequantitative-analysisalgorithmic-traiding
  Language:Python 3797
• mlfinlab

  hudson-and-thames / mlfinlab

  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

  machine-learningtradinginvestingresearchfinancepythonalgorithmic-tradingquantitative-financefinancial-machine-learningportfolio-managementportfolio-optimization
  Language:Python 3793

• zvtvz / zvt

  modular quant framework.

  stockquantfintechtrading-platformtechnical-analysiscryptocurrencyfundamental-analysisalgorithmic-tradingtrading-strategiesbacktestingquantitative-financetrading-botquantitative-tradingstock-marketzvtpythonmlmachine-learning
  Language:Python 3009

• paperswithbacktest / awesome-systematic-trading

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

  financeawesomebookpapertrading-botalgotradingquantawesome-listtrading-strategiestrading-algorithmsquantitative-financealgorithmic-tradingquantitative-tradingarbitrage-botfutures-historical-dataalphafuturesfutures-marketfuturesmarkets
  Language:Python 2998

• georgezouq / awesome-ai-in-finance

  🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

  analysisawesomeawesome-listcryptocurrencydeep-learningfinancialneural-networkquantquantitative-financereinforcement-learningstock-markettechnology-analysis
  2894

• EliteQuant / EliteQuant

  A list of online resources for quantitative modeling, trading, portfolio management

  quantitative-tradingquantitative-financetrading-platformtrading-systemsportfolio-managementasset-managementasset-pricingmathematical-financemachine-learningalgorithmic-trading
  2767
• Riskfolio-Lib

  dcajasn / Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  portfolio-optimizationconvex-optimizationstepwise-regressionduration-matchingdrawdown-modelsharpe-ratiotradinginvestmentfinanceasset-allocationprincipal-components-regressioncvar-optimizationcvxpyrisk-parityrisk-contributionrisk-factorsportfolio-managementinvestment-analysisquantitative-financeefficient-frontier
  Language:C++ 2716

• hugo2046 / QuantsPlaybook

  量化研究-券商金工研报复现

  quantquantitative-financestock-analysistrading-algorithms
  Language:Jupyter Notebook 2162
• qtpylib

  ranaroussi / qtpylib

  QTPyLib, Pythonic Algorithmic Trading

  algo-tradingalgorithmic-tradingalgotradingbacktesterinteractive-brokersinteractivebrokersquantitative-finance
  Language:Python 2102

• achillesrasquinha / bulbea

  :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

  deep-learningfinancemachine-learningpredictionpython-libraryquantitative-financequantitative-tradingsentiment-analysisstock-marketstock-market-predictionstock-prediction
  Language:Python 1980

• letianzj / QuantResearch

  Quantitative analysis, strategies and backtests

  quantitative-financequantitative-tradingportfolio-managementrisk-managementderivatives-pricingmachine-learningdeep-learningbacktesting-trading-strategiestrading-strategiesstatistical-arbitrageasset-managementasset-allocationalgotradingtrading-algorithmsfinancial-analysispairs-tradingalgorithmic-tradingdata-sciencereinforcement-learningbacktests
  Language:Jupyter Notebook 1698

• robertmartin8 / MachineLearningStocks

  Using python and scikit-learn to make stock predictions

  stock-predictionmachine-learningscikit-learnpythonyahoo-financestockhistorical-stock-fundamentalsquantitative-financealgorithmic-tradingtradingsklearntutorialguidedata-sciencestock-prices
  Language:Python 1660

• firmai / machine-learning-asset-management

  Machine Learning in Asset Management (by @firmai)

  machine-learningtrading-strategiesassets-managementalgorithmic-tradingportfolio-optimizationjupyter-notebookgoogle-colabquantitative-financequant
  Language:Jupyter Notebook 1636

• VivekPa / AIAlpha

  Use unsupervised and supervised learning to predict stocks

  artificial-intelligenceartificial-neural-networkslstmmachine-learningstock-price-predictionalgorithmic-tradingquantitative-financeautoencoderwavelet-transformyahoo-finance-apipythontrading-strategies
  Language:Python 1631

• jmfernandes / robin_stocks

  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

  robinhood-apirobinhood-pythontradingquantitative-financetrading-apirobinhoodrobinhood-portfoliocryptocurrencytrading-algorithmsstock-tradingstock-marketoptions-trading
  Language:Python 1625

• edtechre / pybroker

  Algorithmic Trading in Python with Machine Learning

  aialgorithmic-tradingalgotradingartificial-intelligencebacktestingcryptocryptocurrencydata-sciencefinanceframeworkinvestmentmachine-learningpythonquantitative-financestockstradingtrading-strategies
  Language:Python 1622

• LastAncientOne / Stock_Analysis_For_Quant

  Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

  stock-marketstock-analysistrading-strategiestechnical-analysistechnical-indicatorsstock-predictionsignalsquantitative-financequantitative-tradingquantitative-analysisfinancial-analysisfinancial-datafinancial-engineeringexcelrpython3powerbitableauvba
  Language:Jupyter Notebook 1572

• enzoampil / fastquant

  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

  algotradingbacktestingcryptocurrencydata-sciencefinancial-data-sciencemachine-learningquantitative-financestockstrading-strategies
  Language:Jupyter Notebook 1433

• man-group / ArcticDB

  ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

  big-datadatadata-analysisdata-sciencedatabasedataframepandasquantitative-analysisquantitative-financequantitative-trading
  Language:C++ 1125

• myhhub / stock

  stock股票.获取股票数据,计算股票指标,识别股票形态,内置选股策略,股票验证回测,股票自动交易,支持PC及移动设备。

  stockstocksbacktestbacktestingquantitativequantitative-financestrategiesstrategybroker-trading-platform
  Language:Python 1004

• LongOnly / Quantitative-Notebooks

  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

  quantitative-financequantitative-tradingasset-managementasset-allocationalgotradingtrading-algorithmstrading-strategiesfinancial-analysispairs-tradingalgorithmic-tradingasset-pricingstock-tradingpythonmachine-learningdata-analysisdata-sciencejupyternotebook
  Language:Jupyter Notebook 941

• jrothschild33 / learn_backtrader

  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、策略构建、数据结构、回测交易等，彻底掌握量化神器的使用方法。章节：介绍篇、数据篇、指标篇、交易篇、策略篇、可视化篇……（持续更新中）

  quantitative-financequantbacktrader
  Language:Python 934
• skfolio

  skfolio / skfolio

  Python library for portfolio optimization built on top of scikit-learn

  asset-allocationasset-managementconvex-optimizationcvar-optimizationcvxpyefficient-frontierhierarchical-clusteringmachine-learningportfolioportfolio-optimizationquantitative-financequantitative-investmentrisk-parityscikit-learntrading-strategies
  Language:Python 923