quantitative-finance

There are 537 repositories under quantitative-finance topic.

• OpenBB

  OpenBB-finance / OpenBB

  Investment Research for Everyone, Everywhere.

  pythoninvestmentmachine-learningartificial-intelligencefinancecryptocurrencyinvestment-researchstocksquantitative-financeeconomicscryptoopenbbhacktoberfest
  Language:Python 29239

• wilsonfreitas / awesome-quant

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

  algorithmic-trading-enginealgorithmic-trading-libraryalgotradingarbitrage-botawesomeawesome-listfinancefinance-apifinancial-datafinancial-instrumentsgoogle-financequantquantitative-financequantitative-tradingstock-datatechnical-analysistrading-algorithmstrading-bottrading-strategiesyahoo-finance
  Language:Python 17409

• 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 15064

• TA-Lib / ta-lib-python

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

  ta-libpattern-recognitionpythontechnical-analysisfinancequantitative-finance
  Language:Cython 9408
• StockSharp

  StockSharp / StockSharp

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

  trading-strategiestrading-robotstrading-platformalgorithmic-trading-engineforexbitcoinsbrokerquantitative-financetradingfixprotocolfinancehft-tradinginteractive-brokerscryptocryptocurrencystocksbacktestingc-sharpbrokersalgorithmic-trading
  Language:C# 6994
• Qbot

  UFund-Me / Qbot

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

  fundsmachine-learningpytradequantitative-financequantitative-tradingquantizationstrategiestrademarksquant-tradequant-traderbitcoinblockchaindeep-learningfintechqlibtrade-bot
  Language:Jupyter Notebook 6837

• firmai / financial-machine-learning

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

  algorithmic-tradingcryptocurrencyfinanceinvestmentquantquantitative-financestock-markettrading-strategies
  Language:Python 6809
• 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

  algorithmic-tradingbollinger-bandscommodity-tradingmacdmomentum-strategymomentum-trading-strategyoptions-strategiesoptions-tradingpair-tradingquantquantimental-analysisquantitative-financequantitative-tradingquantitative-trading-strategiesstatistical-arbitragetrading-algorithmstrading-bottrading-strategiestrading-strategytrading-systems
  Language:Python 5622

• 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 5487
• jesse

  jesse-ai / jesse

  An advanced crypto trading bot written in Python

  cryptocurrencytrading-bottrading-algorithmstradingcryptoframeworkalgo-tradingalgorithmic-tradingjessetrading-strategiespythonbotcrypto-botbitcointradecrypto-bot-tradingquantitative-financequantitative-trading
  Language:JavaScript 5471

• lballabio / QuantLib

  The QuantLib C++ library

  quantitative-finance
  Language:C++ 5165

• ranaroussi / quantstats

  Portfolio analytics for quants, written in Python

  quantalgotradingalgorithmic-tradingquantitative-tradingquantitative-analysisalgo-tradingpythonvisualizationplottingquantitative-financefinance
  Language:Python 4691

• google / tf-quant-finance

  High-performance TensorFlow library for quantitative finance.

  tensorflowquantitative-financepythonfinancenumerical-methodsnumerical-optimizationnumerical-integrationhigh-performancehigh-performance-computinggpugpu-computingquantlib
  Language:Python 4425
• 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 4346

• 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 4139
• 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 3894

• 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 3487

• georgezouq / awesome-ai-in-finance

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

  reinforcement-learningdeep-learningneural-networkfinancialquantitative-financeanalysistechnology-analysisquantcryptocurrencystock-marketawesomeawesome-list
  3140

• zvtvz / zvt

  modular quant framework.

  stockquantfintechtrading-platformtechnical-analysiscryptocurrencyfundamental-analysisalgorithmic-tradingtrading-strategiesbacktestingquantitative-financetrading-botquantitative-tradingstock-marketzvtpythonmlmachine-learning
  Language:Python 3111
• Riskfolio-Lib

  dcajasn / Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  asset-allocationconvex-optimizationcvar-optimizationcvxpydrawdown-modelduration-matchingefficient-frontierfinanceinvestmentinvestment-analysisportfolio-managementportfolio-optimizationprincipal-components-regressionquantitative-financerisk-contributionrisk-factorsrisk-paritysharpe-ratiostepwise-regressiontrading
  Language:C++ 2923

• EliteQuant / EliteQuant

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

  quantitative-tradingquantitative-financetrading-platformtrading-systemsportfolio-managementasset-managementasset-pricingmathematical-financemachine-learningalgorithmic-trading
  2884

• hugo2046 / QuantsPlaybook

  量化研究-券商金工研报复现

  quantquantitative-financestock-analysistrading-algorithms
  Language:Jupyter Notebook 2512
• qtpylib

  ranaroussi / qtpylib

  QTPyLib, Pythonic Algorithmic Trading

  algotradingquantitative-financeinteractivebrokersbacktesteralgo-tradinginteractive-brokersalgorithmic-trading
  Language:Python 2129

• achillesrasquinha / bulbea

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

  deep-learningstock-marketmachine-learningfinancesentiment-analysisquantitative-financequantitative-tradingstock-market-predictionstock-predictionpython-libraryprediction
  Language:Python 2022

• shashankvemuri / Finance

  150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

  stocksstock-marketfinancepythonmachine-learningdata-sciencetechnical-indicatorsquantitative-financepandasalgorithmic-tradingstocktrading-strategies
  Language:Python 1901

• 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 1886

• edtechre / pybroker

  Algorithmic Trading in Python with Machine Learning

  algotradingbacktestingmachine-learningpythontradingquantitative-financestocksframeworkinvestmentaiartificial-intelligencealgorithmic-tradingdata-sciencefinancetrading-strategiescryptocryptocurrency
  Language:Python 1871

• robertmartin8 / MachineLearningStocks

  Using python and scikit-learn to make stock predictions

  stock-predictionmachine-learningscikit-learnpythonyahoo-financestockhistorical-stock-fundamentalsquantitative-financealgorithmic-tradingtradingsklearntutorialguidedata-sciencestock-prices
  Language:Python 1728

• 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 1680

• VivekPa / AIAlpha

  Use unsupervised and supervised learning to predict stocks

  algorithmic-tradingartificial-intelligenceartificial-neural-networksautoencoderlstmmachine-learningpythonquantitative-financestock-price-predictiontrading-strategieswavelet-transformyahoo-finance-api
  Language:Python 1669

• firmai / machine-learning-asset-management

  Machine Learning in Asset Management (by @firmai)

  machine-learningtrading-strategiesassets-managementalgorithmic-tradingportfolio-optimizationjupyter-notebookgoogle-colabquantitative-financequant
  Language:Jupyter Notebook 1664

• 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 1641

• enzoampil / fastquant

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

  trading-strategiesbacktestingstocksfinancial-data-sciencecryptocurrencyalgotradingquantitative-financedata-sciencemachine-learning
  Language:Jupyter Notebook 1506

• myhhub / stock

  stock股票.获取股票数据,计算股票指标,识别股票形态,综合选股,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 1322

• man-group / ArcticDB

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

  big-datadatadata-analysisdata-sciencedatabasepandasdataframequantitative-analysisquantitative-financequantitative-trading
  Language:C++ 1312
• 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 1089