[38;5;12m                                                                                                               [39m[38;2;255;187;0m[1m[4mAwesome Quant[0m

[38;5;12mA curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).[39m

[38;5;14m[1m![0m[38;5;14m[1m (https://awesome.re/badge.svg)[0m[38;5;12m (https://awesome.re)[39m

[38;2;255;187;0m[4mLanguages[0m

[38;5;12m- [39m[38;5;14m[1mPython[0m[38;5;12m (#python)[39m
[38;5;12m- [39m[38;5;14m[1mR[0m[38;5;12m (#r)[39m
[38;5;12m- [39m[38;5;14m[1mMatlab[0m[38;5;12m (#matlab)[39m
[38;5;12m- [39m[38;5;14m[1mJulia[0m[38;5;12m (#julia)[39m
[38;5;12m- [39m[38;5;14m[1mJava[0m[38;5;12m (#java)[39m
[38;5;12m- [39m[38;5;14m[1mJavaScript[0m[38;5;12m (#javascript)[39m
[38;5;12m- [39m[38;5;14m[1mHaskell[0m[38;5;12m (#haskell)[39m
[38;5;12m- [39m[38;5;14m[1mScala[0m[38;5;12m (#scala)[39m
[38;5;12m- [39m[38;5;14m[1mRuby[0m[38;5;12m (#ruby)[39m
[38;5;12m- [39m[38;5;14m[1mElixir/Erlang[0m[38;5;12m (#elixirerlang)[39m
[38;5;12m- [39m[38;5;14m[1mGolang[0m[38;5;12m (#golang)[39m
[38;5;12m- [39m[38;5;14m[1mCPP[0m[38;5;12m (#cpp)[39m
[38;5;12m- [39m[38;5;14m[1mCSharp[0m[38;5;12m (#csharp)[39m
[38;5;12m- [39m[38;5;14m[1mRust[0m[38;5;12m (#rust)[39m
[38;5;12m- [39m[38;5;14m[1mFrameworks[0m[38;5;12m (#frameworks)[39m
[38;5;12m- [39m[38;5;14m[1mReproducing Works[0m[38;5;12m (#reproducing-works)[39m

[38;2;255;187;0m[4mPython[0m

[38;2;255;187;0m[4mNumerical Libraries & Data Structures[0m

[38;5;12m- [39m[38;5;14m[1mnumpy[0m[38;5;12m (https://www.numpy.org) - NumPy is the fundamental package for scientific computing with Python.[39m
[38;5;12m- [39m[38;5;14m[1mscipy[0m[38;5;12m (https://www.scipy.org) - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.[39m
[38;5;12m- [39m[38;5;14m[1mpandas[0m[38;5;12m (https://pandas.pydata.org) - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.[39m
[38;5;12m- [39m[38;5;14m[1mquantdsl[0m[38;5;12m (https://github.com/johnbywater/quantdsl) - Domain specific language for quantitative analytics in finance and trading.[39m
[38;5;12m- [39m[38;5;14m[1mstatistics[0m[38;5;12m (https://docs.python.org/3/library/statistics.html) - Builtin Python library for all basic statistical calculations.[39m
[38;5;12m- [39m[38;5;14m[1msympy[0m[38;5;12m (https://www.sympy.org/) - SymPy is a Python library for symbolic mathematics.[39m
[38;5;12m- [39m[38;5;14m[1mpymc3[0m[38;5;12m (https://docs.pymc.io/) - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.[39m
[38;5;12m- [39m[38;5;14m[1mmodelx[0m[38;5;12m (https://docs.modelx.io/) - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.[39m
[38;5;12m- [39m[38;5;14m[1mArcticDB[0m[38;5;12m (https://github.com/man-group/ArcticDB) - High performance datastore for time series and tick data.[39m

[38;2;255;187;0m[4mFinancial Instruments and Pricing[0m

[38;5;12m- [39m[38;5;14m[1mOpenBB Terminal[0m[38;5;12m (https://github.com/OpenBB-finance/OpenBBTerminal) - Terminal for investment research for everyone.[39m
[38;5;12m- [39m[38;5;14m[1mPyQL[0m[38;5;12m (https://github.com/enthought/pyql) - QuantLib's Python port.[39m
[38;5;12m- [39m[38;5;14m[1mpyfin[0m[38;5;12m (https://github.com/opendoor-labs/pyfin) - Basic options pricing in Python. [39m[48;2;30;30;40m[38;5;13m[3mARCHIVED[0m
[38;5;12m- [39m[38;5;14m[1mvollib[0m[38;5;12m (https://github.com/vollib/vollib) - vollib is a python library for calculating option prices, implied volatility and greeks.[39m
[38;5;12m- [39m[38;5;14m[1mQuantPy[0m[38;5;12m (https://github.com/jsmidt/QuantPy) - A framework for quantitative finance In python.[39m
[38;5;12m- [39m[38;5;14m[1mFinance-Python[0m[38;5;12m (https://github.com/alpha-miner/Finance-Python) - Python tools for Finance.[39m
[38;5;12m- [39m[38;5;14m[1mffn[0m[38;5;12m (https://github.com/pmorissette/ffn) - A financial function library for Python.[39m
[38;5;12m- [39m[38;5;14m[1mpynance[0m[38;5;12m (https://github.com/GriffinAustin/pynance) - Lightweight Python library for assembling and analysing financial data.[39m
[38;5;12m- [39m[38;5;14m[1mtia[0m[38;5;12m (https://github.com/bpsmith/tia) - Toolkit for integration and analysis.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mhasura/base-python-dash[0m[38;5;12m [39m[38;5;12m(https://platform.hasura.io/hub/projects/hasura/base-python-dash)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mHasura[39m[38;5;12m [39m[38;5;12mquickstart[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mdeploy[39m[38;5;12m [39m[38;5;12mDash[39m[38;5;12m [39m[38;5;12mframework.[39m[38;5;12m [39m[38;5;12mWritten[39m[38;5;12m [39m[38;5;12mon[39m[38;5;12m [39m[38;5;12mtop[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mFlask,[39m[38;5;12m [39m[38;5;12mPlotly.js,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mReact.js,[39m[38;5;12m [39m[38;5;12mDash[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12mideal[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mbuilding[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mvisualization[39m[38;5;12m [39m
[38;5;12mapps[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12mhighly[39m[38;5;12m [39m[38;5;12mcustom[39m[38;5;12m [39m[38;5;12muser[39m[38;5;12m [39m[38;5;12minterfaces[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mpure[39m[38;5;12m [39m[38;5;12mPython.[39m
[38;5;12m- [39m[38;5;14m[1mhasura/base-python-bokeh[0m[38;5;12m (https://platform.hasura.io/hub/projects/hasura/base-python-bokeh) - Hasura quickstart to visualize data with bokeh library.[39m
[38;5;12m- [39m[38;5;14m[1mpysabr[0m[38;5;12m (https://github.com/ynouri/pysabr) - SABR model Python implementation.[39m
[38;5;12m- [39m[38;5;14m[1mFinancePy[0m[38;5;12m (https://github.com/domokane/FinancePy) - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.[39m
[38;5;12m- [39m[38;5;14m[1mgs-quant[0m[38;5;12m (https://github.com/goldmansachs/gs-quant) - Python toolkit for quantitative finance[39m
[38;5;12m- [39m[38;5;14m[1mwillowtree[0m[38;5;12m (https://github.com/federicomariamassari/willowtree) - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.[39m
[38;5;12m- [39m[38;5;14m[1mfinancial-engineering[0m[38;5;12m (https://github.com/federicomariamassari/financial-engineering) - Applications of Monte Carlo methods to financial engineering projects, in Python.[39m
[38;5;12m- [39m[38;5;14m[1moptlib[0m[38;5;12m (https://github.com/dbrojas/optlib) - A library for financial options pricing written in Python.[39m
[38;5;12m- [39m[38;5;14m[1mtf-quant-finance[0m[38;5;12m (https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance.[39m
[38;5;12m- [39m[38;5;14m[1mQ-Fin[0m[38;5;12m (https://github.com/RomanMichaelPaolucci/Q-Fin) - A Python library for mathematical finance.[39m
[38;5;12m- [39m[38;5;14m[1mQuantsbin[0m[38;5;12m (https://github.com/quantsbin/Quantsbin) - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.[39m
[38;5;12m- [39m[38;5;14m[1mfinoptions[0m[38;5;12m (https://github.com/bbcho/finoptions-dev) - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.[39m
[38;5;12m- [39m[38;5;14m[1mpypme[0m[38;5;12m (https://github.com/ymyke/pypme) - PME (Public Market Equivalent) calculation.[39m
[38;5;12m- [39m[38;5;14m[1mAbsBox[0m[38;5;12m (https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).[39m
[38;5;12m- [39m[38;5;14m[1mIntrinsic-Value-Calculator[0m[38;5;12m (https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.[39m
[38;5;12m- [39m[38;5;14m[1mKelly-Criterion[0m[38;5;12m (https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.[39m
[38;5;12m- [39m[38;5;14m[1mrateslib[0m[38;5;12m (https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.[39m

[38;2;255;187;0m[4mIndicators[0m

[38;5;12m- [39m[38;5;14m[1mpandas_talib[0m[38;5;12m (https://github.com/femtotrader/pandas_talib) - A Python Pandas implementation of technical analysis indicators.[39m
[38;5;12m- [39m[38;5;14m[1mfinta[0m[38;5;12m (https://github.com/peerchemist/finta) - Common financial technical analysis indicators implemented in Pandas.[39m
[38;5;12m- [39m[38;5;14m[1mTulipy[0m[38;5;12m (https://github.com/cirla/tulipy) - Financial Technical Analysis Indicator Library (Python bindings for [39m[38;5;14m[1mtulipindicators[0m[38;5;12m (https://github.com/TulipCharts/tulipindicators))[39m
[38;5;12m- [39m[38;5;14m[1mlppls[0m[38;5;12m (https://github.com/Boulder-Investment-Technologies/lppls) - A Python module for fitting the [39m[38;5;14m[1mLog-Periodic Power Law Singularity (LPPLS)[0m[38;5;12m (https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.[39m
[38;5;12m- [39m[38;5;14m[1mtalipp[0m[38;5;12m (https://github.com/nardew/talipp) - Incremental technical analysis library for Python.[39m
[38;5;12m- [39m[38;5;14m[1mstreaming_indicators[0m[38;5;12m (https://github.com/mr-easy/streaming_indicators) - A python library for computing technical analysis indicators on streaming data.[39m

[38;2;255;187;0m[4mTrading & Backtesting[0m
[38;5;12m- [39m[38;5;14m[1mskfolio[0m[38;5;12m (https://github.com/skfolio/skfolio) - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.[39m
[38;5;12m- [39m[38;5;14m[1mInvesting algorithm framework[0m[38;5;12m (https://github.com/coding-kitties/investing-algorithm-framework) - Framework for developing, backtesting, and deploying automated trading algorithms.[39m
[38;5;12m- [39m[38;5;14m[1mQSTrader[0m[38;5;12m (https://github.com/mhallsmoore/qstrader) - QSTrader backtesting simulation engine.[39m
[38;5;12m- [39m[38;5;14m[1mBlankly[0m[38;5;12m (https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment.[39m
[38;5;12m- [39m[38;5;14m[1mTA-Lib[0m[38;5;12m (https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib ().[39m
[38;5;12m- [39m[38;5;14m[1mzipline[0m[38;5;12m (https://github.com/quantopian/zipline) - Pythonic algorithmic trading library.[39m
[38;5;12m- [39m[38;5;14m[1mQuantSoftware Toolkit[0m[38;5;12m (https://github.com/QuantSoftware/QuantSoftwareToolkit) - Python-based open source software framework designed to support portfolio construction and management.[39m
[38;5;12m- [39m[38;5;14m[1mquantitative[0m[38;5;12m (https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library.[39m
[38;5;12m- [39m[38;5;14m[1manalyzer[0m[38;5;12m (https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies.[39m
[38;5;12m- [39m[38;5;14m[1mbt[0m[38;5;12m (https://github.com/pmorissette/bt) - Flexible Backtesting for Python.[39m
[38;5;12m- [39m[38;5;14m[1mbacktrader[0m[38;5;12m (https://github.com/backtrader/backtrader) - Python Backtesting library for trading strategies.[39m
[38;5;12m- [39m[38;5;14m[1mpythalesians[0m[38;5;12m (https://github.com/thalesians/pythalesians) - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc.[39m
[38;5;12m- [39m[38;5;14m[1mpybacktest[0m[38;5;12m (https://github.com/ematvey/pybacktest) - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.[39m
[38;5;12m- [39m[38;5;14m[1mpyalgotrade[0m[38;5;12m (https://github.com/gbeced/pyalgotrade) - Python Algorithmic Trading Library.[39m
[38;5;12m- [39m[38;5;14m[1mbasana[0m[38;5;12m (https://github.com/gbeced/basana) - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.[39m
[38;5;12m- [39m[38;5;14m[1mtradingWithPython[0m[38;5;12m (https://pypi.org/project/tradingWithPython/) - A collection of functions and classes for Quantitative trading.[39m
[38;5;12m- [39m[38;5;14m[1mPandas TA[0m[38;5;12m (https://github.com/twopirllc/pandas-ta) - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.[39m
[38;5;12m- [39m[38;5;14m[1mta[0m[38;5;12m (https://github.com/bukosabino/ta) - Technical Analysis Library using Pandas (Python)[39m
[38;5;12m- [39m[38;5;14m[1malgobroker[0m[38;5;12m (https://github.com/joequant/algobroker) - This is an execution engine for algo trading.[39m
[38;5;12m- [39m[38;5;14m[1mpysentosa[0m[38;5;12m (https://pypi.org/project/pysentosa/) - Python API for sentosa trading system.[39m
[38;5;12m- [39m[38;5;14m[1mfinmarketpy[0m[38;5;12m (https://github.com/cuemacro/finmarketpy) - Python library for backtesting trading strategies and analyzing financial markets.[39m
[38;5;12m- [39m[38;5;14m[1mbinary-martingale[0m[38;5;12m (https://github.com/metaperl/binary-martingale) - Computer program to automatically trade binary options martingale style.[39m
[38;5;12m- [39m[38;5;14m[1mfooltrader[0m[38;5;12m (https://github.com/foolcage/fooltrader) - the project using big-data technology to provide an uniform way to analyze the whole market.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mzvt[0m[38;5;12m [39m[38;5;12m(https://github.com/zvtvz/zvt)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mproject[39m[38;5;12m [39m[38;5;12musing[39m[38;5;12m [39m[38;5;12msql,[39m[38;5;12m [39m[38;5;12mpandas[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mprovide[39m[38;5;12m [39m[38;5;12man[39m[38;5;12m [39m[38;5;12muniform[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mextendable[39m[38;5;12m [39m[38;5;12mway[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mrecord[39m[38;5;12m [39m[38;5;12mdata,[39m[38;5;12m [39m[38;5;12mcomputing[39m[38;5;12m [39m[38;5;12mfactors,[39m[38;5;12m [39m[38;5;12mselect[39m[38;5;12m [39m[38;5;12msecurities,[39m[38;5;12m [39m[38;5;12mbacktesting,[39m[38;5;12m [39m[38;5;12mrealtime[39m[38;5;12m [39m[38;5;12mtrading[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mit[39m[38;5;12m [39m[38;5;12mcould[39m[38;5;12m [39m[38;5;12mshow[39m[38;5;12m [39m[38;5;12mall[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mthem[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mclearly[39m[38;5;12m [39m
[38;5;12mcharts[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mrealtime.[39m
[38;5;12m- [39m[38;5;14m[1mpylivetrader[0m[38;5;12m (https://github.com/alpacahq/pylivetrader) - zipline-compatible live trading library.[39m
[38;5;12m- [39m[38;5;14m[1mpipeline-live[0m[38;5;12m (https://github.com/alpacahq/pipeline-live) - zipline's pipeline capability with IEX for live trading.[39m
[38;5;12m- [39m[38;5;14m[1mzipline-extensions[0m[38;5;12m (https://github.com/quantrocket-llc/zipline-extensions) - Zipline extensions and adapters for QuantRocket.[39m
[38;5;12m- [39m[38;5;14m[1mmoonshot[0m[38;5;12m (https://github.com/quantrocket-llc/moonshot) - Vectorized backtester and trading engine for QuantRocket based on Pandas.[39m
[38;5;12m- [39m[38;5;14m[1mPyPortfolioOpt[0m[38;5;12m (https://github.com/robertmartin8/PyPortfolioOpt) - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mEiten[0m[38;5;12m [39m[38;5;12m(https://github.com/tradytics/eiten)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mEiten[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12man[39m[38;5;12m [39m[38;5;12mopen[39m[38;5;12m [39m[38;5;12msource[39m[38;5;12m [39m[38;5;12mtoolkit[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mTradytics[39m[38;5;12m [39m[38;5;12mthat[39m[38;5;12m [39m[38;5;12mimplements[39m[38;5;12m [39m[38;5;12mvarious[39m[38;5;12m [39m[38;5;12mstatistical[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12malgorithmic[39m[38;5;12m [39m[38;5;12minvesting[39m[38;5;12m [39m[38;5;12mstrategies[39m[38;5;12m [39m[38;5;12msuch[39m[38;5;12m [39m[38;5;12mas[39m[38;5;12m [39m[38;5;12mEigen[39m[38;5;12m [39m[38;5;12mPortfolios,[39m[38;5;12m [39m[38;5;12mMinimum[39m[38;5;12m [39m[38;5;12mVariance[39m[38;5;12m [39m[38;5;12mPortfolios,[39m[38;5;12m [39m[38;5;12mMaximum[39m[38;5;12m [39m[38;5;12mSharpe[39m[38;5;12m [39m
[38;5;12mRatio[39m[38;5;12m [39m[38;5;12mPortfolios,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mGenetic[39m[38;5;12m [39m[38;5;12mAlgorithms[39m[38;5;12m [39m[38;5;12mbased[39m[38;5;12m [39m[38;5;12mPortfolios.[39m
[38;5;12m- [39m[38;5;14m[1mriskparity.py[0m[38;5;12m (https://github.com/dppalomar/riskparity.py) - fast and scalable design of risk parity portfolios with TensorFlow 2.0[39m
[38;5;12m- [39m[38;5;14m[1mmlfinlab[0m[38;5;12m (https://github.com/hudson-and-thames/mlfinlab) - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)[39m
[38;5;12m- [39m[38;5;14m[1mpyqstrat[0m[38;5;12m (https://github.com/abbass2/pyqstrat) - A fast, extensible, transparent python library for backtesting quantitative strategies.[39m
[38;5;12m- [39m[38;5;14m[1mNowTrade[0m[38;5;12m (https://github.com/edouardpoitras/NowTrade) - Python library for backtesting technical/mechanical strategies in the stock and currency markets.[39m
[38;5;12m- [39m[38;5;14m[1mpinkfish[0m[38;5;12m (https://github.com/fja05680/pinkfish) - A backtester and spreadsheet library for security analysis.[39m
[38;5;12m- [39m[38;5;14m[1maat[0m[38;5;12m (https://github.com/timkpaine/aat) - Async Algorithmic Trading Engine[39m
[38;5;12m- [39m[38;5;14m[1mBacktesting.py[0m[38;5;12m (https://kernc.github.io/backtesting.py/) - Backtest trading strategies in Python[39m
[38;5;12m- [39m[38;5;14m[1mcatalyst[0m[38;5;12m (https://github.com/enigmampc/catalyst) - An Algorithmic Trading Library for Crypto-Assets in Python[39m
[38;5;12m- [39m[38;5;14m[1mquantstats[0m[38;5;12m (https://github.com/ranaroussi/quantstats) - Portfolio analytics for quants, written in Python[39m
[38;5;12m- [39m[38;5;14m[1mqtpylib[0m[38;5;12m (https://github.com/ranaroussi/qtpylib) - QTPyLib, Pythonic Algorithmic Trading [39m
[38;5;12m- [39m[38;5;14m[1mQuantdom[0m[38;5;12m (https://github.com/constverum/Quantdom) - Python-based framework for backtesting trading strategies & analyzing financial markets [39m[38;5;14m[1mGUI :neckbeard:[0m[38;5;12m [39m
[38;5;12m- [39m[38;5;14m[1mfreqtrade[0m[38;5;12m (https://github.com/freqtrade/freqtrade) - Free, open source crypto trading bot[39m
[38;5;12m- [39m[38;5;14m[1malgorithmic-trading-with-python[0m[38;5;12m (https://github.com/chrisconlan/algorithmic-trading-with-python) - Free [39m[48;5;235m[38;5;249mpandas[49m[39m[38;5;12m and [39m[48;5;235m[38;5;249mscikit-learn[49m[39m[38;5;12m resources for trading simulation, backtesting, and machine learning on financial data.[39m
[38;5;12m- [39m[38;5;14m[1mDeepDow[0m[38;5;12m (https://github.com/jankrepl/deepdow) - Portfolio optimization with deep learning[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mQlib[0m[38;5;12m [39m[38;5;12m(https://github.com/microsoft/qlib)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mAn[39m[38;5;12m [39m[38;5;12mAI-oriented[39m[38;5;12m [39m[38;5;12mQuantitative[39m[38;5;12m [39m[38;5;12mInvestment[39m[38;5;12m [39m[38;5;12mPlatform[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mMicrosoft.[39m[38;5;12m [39m[38;5;12mFull[39m[38;5;12m [39m[38;5;12mML[39m[38;5;12m [39m[38;5;12mpipeline[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mprocessing,[39m[38;5;12m [39m[38;5;12mmodel[39m[38;5;12m [39m[38;5;12mtraining,[39m[38;5;12m [39m[38;5;12mback-testing;[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mcovers[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mentire[39m[38;5;12m [39m[38;5;12mchain[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mquantitative[39m[38;5;12m [39m[38;5;12minvestment:[39m[38;5;12m [39m[38;5;12malpha[39m[38;5;12m [39m
[38;5;12mseeking,[39m[38;5;12m [39m[38;5;12mrisk[39m[38;5;12m [39m[38;5;12mmodeling,[39m[38;5;12m [39m[38;5;12mportfolio[39m[38;5;12m [39m[38;5;12moptimization,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12morder[39m[38;5;12m [39m[38;5;12mexecution.[39m
[38;5;12m- [39m[38;5;14m[1mmachine-learning-for-trading[0m[38;5;12m (https://github.com/stefan-jansen/machine-learning-for-trading) - Code and resources for Machine Learning for Algorithmic Trading[39m
[38;5;12m- [39m[38;5;14m[1mAlphaPy[0m[38;5;12m (https://github.com/ScottfreeLLC/AlphaPy) - Automated Machine Learning [39m[38;5;14m[1mAutoML[0m[38;5;12m  with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost[39m
[38;5;12m- [39m[38;5;14m[1mjesse[0m[38;5;12m (https://github.com/jesse-ai/jesse) - An advanced crypto trading bot written in Python[39m
[38;5;12m- [39m[38;5;14m[1mrqalpha[0m[38;5;12m (https://github.com/ricequant/rqalpha) - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.[39m
[38;5;12m- [39m[38;5;14m[1mFinRL-Library[0m[38;5;12m (https://github.com/AI4Finance-LLC/FinRL-Library) - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.[39m
[38;5;12m- [39m[38;5;14m[1mbulbea[0m[38;5;12m (https://github.com/achillesrasquinha/bulbea) - Deep Learning based Python Library for Stock Market Prediction and Modelling.[39m
[38;5;12m- [39m[38;5;14m[1mib_nope[0m[38;5;12m (https://github.com/ajhpark/ib_nope) - Automated trading system for NOPE strategy over IBKR TWS.[39m
[38;5;12m- [39m[38;5;14m[1mOctoBot[0m[38;5;12m (https://github.com/Drakkar-Software/OctoBot) - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.[39m
[38;5;12m- [39m[38;5;14m[1mbta-lib[0m[38;5;12m (https://github.com/mementum/bta-lib) - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.[39m
[38;5;12m- [39m[38;5;14m[1mStock-Prediction-Models[0m[38;5;12m (https://github.com/huseinzol05/Stock-Prediction-Models) - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.[39m
[38;5;12m- [39m[38;5;14m[1mTuneTA[0m[38;5;12m (https://github.com/jmrichardson/tuneta) - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.[39m
[38;5;12m- [39m[38;5;14m[1mAutoTrader[0m[38;5;12m (https://github.com/kieran-mackle/AutoTrader) - A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.[39m
[38;5;12m- [39m[38;5;14m[1mfast-trade[0m[38;5;12m (https://github.com/jrmeier/fast-trade) - A library built with backtest portability and performance in mind for backtest trading strategies.[39m
[38;5;12m- [39m[38;5;14m[1mqf-lib[0m[38;5;12m (https://github.com/quarkfin/qf-lib) - QF-Lib is a Python library that provides high quality tools for quantitative finance.[39m
[38;5;12m- [39m[38;5;14m[1mtda-api[0m[38;5;12m (https://github.com/alexgolec/tda-api) - Gather data and trade equities, options, and ETFs via TDAmeritrade.[39m
[38;5;12m- [39m[38;5;14m[1mvectorbt[0m[38;5;12m (https://github.com/polakowo/vectorbt) - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.[39m
[38;5;12m- [39m[38;5;14m[1mLean[0m[38;5;12m (https://github.com/QuantConnect/Lean) - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).[39m
[38;5;12m- [39m[38;5;14m[1mfast-trade[0m[38;5;12m (https://github.com/jrmeier/fast-trade) - Low code backtesting library utilizing pandas and technical analysis indicators.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mpysystemtrade[0m[38;5;12m [39m[38;5;12m(https://github.com/robcarver17/pysystemtrade)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mpysystemtrade[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mopen[39m[38;5;12m [39m[38;5;12msource[39m[38;5;12m [39m[38;5;12mversion[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mRobert[39m[38;5;12m [39m[38;5;12mCarver's[39m[38;5;12m [39m[38;5;12mbacktesting[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mtrading[39m[38;5;12m [39m[38;5;12mengine[39m[38;5;12m [39m[38;5;12mthat[39m[38;5;12m [39m[38;5;12mimplements[39m[38;5;12m [39m[38;5;12msystems[39m[38;5;12m [39m[38;5;12maccording[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mframework[39m[38;5;12m [39m[38;5;12moutlined[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mhis[39m[38;5;12m [39m[38;5;12mbook[39m[38;5;12m [39m
[38;5;12m"Systematic[39m[38;5;12m [39m[38;5;12mTrading",[39m[38;5;12m [39m[38;5;12mwhich[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12mfurther[39m[38;5;12m [39m[38;5;12mdeveloped[39m[38;5;12m [39m[38;5;12mon[39m[38;5;12m [39m[38;5;12mhis[39m[38;5;12m [39m[38;5;14m[1mblog[0m[38;5;12m [39m[38;5;12m(https://qoppac.blogspot.com/).[39m
[38;5;12m- [39m[38;5;14m[1mpytrendseries[0m[38;5;12m (https://github.com/rafa-rod/pytrendseries) - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.[39m
[38;5;12m- [39m[38;5;14m[1mPyLOB[0m[38;5;12m (https://github.com/DrAshBooth/PyLOB) - Fully functioning fast Limit Order Book written in Python.[39m
[38;5;12m- [39m[38;5;14m[1mPyBroker[0m[38;5;12m (https://github.com/edtechre/pybroker) - Algorithmic Trading with Machine Learning.[39m
[38;5;12m- [39m[38;5;14m[1mOctoBot Script[0m[38;5;12m (https://github.com/Drakkar-Software/OctoBot-Script) - A quant framework to create cryptocurrencies strategies - from backtesting to optimisation to livetrading.[39m
[38;5;12m- [39m[38;5;14m[1mhftbacktest[0m[38;5;12m (https://github.com/nkaz001/hftbacktest) - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.[39m
[38;5;12m- [39m[38;5;14m[1mvnpy[0m[38;5;12m (https://github.com/vnpy/vnpy) - VeighNa is a Python-based open source quantitative trading system development framework.[39m
[38;5;12m- [39m[38;5;14m[1mIntelligent Trading Bot[0m[38;5;12m (https://github.com/asavinov/intelligent-trading-bot) - Automatically generating signals and trading based on machine learning and feature engineering[39m
[38;5;12m- [39m[38;5;14m[1mfastquant[0m[38;5;12m (https://github.com/enzoampil/fastquant) - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.[39m
[38;5;12m- [39m[38;5;14m[1mnautilus_trader[0m[38;5;12m (https://github.com/nautechsystems/nautilus_trader) - A high-performance algorithmic trading platform and event-driven backtester.[39m

[38;2;255;187;0m[4mRisk Analysis[0m

[38;5;12m- [39m[38;5;14m[1mpyfolio[0m[38;5;12m (https://github.com/quantopian/pyfolio) - Portfolio and risk analytics in Python.[39m
[38;5;12m- [39m[38;5;14m[1mempyrical[0m[38;5;12m (https://github.com/quantopian/empyrical) - Common financial risk and performance metrics.[39m
[38;5;12m- [39m[38;5;14m[1mfecon235[0m[38;5;12m (https://github.com/rsvp/fecon235) - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.[39m
[38;5;12m- [39m[38;5;14m[1mfinance[0m[38;5;12m (https://pypi.org/project/finance/) - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.[39m
[38;5;12m- [39m[38;5;14m[1mqfrm[0m[38;5;12m (https://pypi.org/project/qfrm/) - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.[39m
[38;5;12m- [39m[38;5;14m[1mvisualize-wealth[0m[38;5;12m (https://github.com/benjaminmgross/visualize-wealth) - Portfolio construction and quantitative analysis.[39m
[38;5;12m- [39m[38;5;14m[1mVisualPortfolio[0m[38;5;12m (https://github.com/wegamekinglc/VisualPortfolio) - This tool is used to visualize the performance of a portfolio.[39m
[38;5;12m- [39m[38;5;14m[1muniversal-portfolios[0m[38;5;12m (https://github.com/Marigold/universal-portfolios) - Collection of algorithms for online portfolio selection.[39m
[38;5;12m- [39m[38;5;14m[1mFinQuant[0m[38;5;12m (https://github.com/fmilthaler/FinQuant) - A program for financial portfolio management, analysis and optimisation.[39m
[38;5;12m- [39m[38;5;14m[1mEmpyrial[0m[38;5;12m (https://github.com/ssantoshp/Empyrial) - Portfolio's risk and performance analytics and returns predictions.[39m
[38;5;12m- [39m[38;5;14m[1mrisktools[0m[38;5;12m (https://github.com/bbcho/risktools-dev) - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.[39m
[38;5;12m- [39m[38;5;14m[1mRiskfolio-Lib[0m[38;5;12m (https://github.com/dcajasn/Riskfolio-Lib) - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.[39m
[38;5;12m- [39m[38;5;14m[1mempyrical-reloaded[0m[38;5;12m (https://github.com/stefan-jansen/empyrical-reloaded) - Common financial risk and performance metrics. [39m[38;5;14m[1mempyrical[0m[38;5;12m (https://github.com/quantopian/empyrical) fork.[39m
[38;5;12m- [39m[38;5;14m[1mpyfolio-reloaded[0m[38;5;12m (https://github.com/stefan-jansen/pyfolio-reloaded) - Portfolio and risk analytics in Python. [39m[38;5;14m[1mpyfolio[0m[38;5;12m (https://github.com/quantopian/pyfolio) fork.[39m
[38;5;12m- [39m[38;5;14m[1mfortitudo.tech[0m[38;5;12m (https://github.com/fortitudo-tech/fortitudo.tech) - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.[39m

[38;2;255;187;0m[4mFactor Analysis[0m

[38;5;12m- [39m[38;5;14m[1malphalens[0m[38;5;12m (https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors.[39m
[38;5;12m- [39m[38;5;14m[1mSpectre[0m[38;5;12m (https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester[39m

[38;2;255;187;0m[4mQuant Research Environment[0m

[38;5;12m- [39m[38;5;14m[1mJupyter Quant[0m[38;5;12m (https://github.com/gnzsnz/jupyter-quant) - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.[39m

[38;2;255;187;0m[4mTime Series[0m

[38;5;12m- [39m[38;5;14m[1mARCH[0m[38;5;12m (https://github.com/bashtage/arch) - ARCH models in Python.[39m
[38;5;12m- [39m[38;5;14m[1mstatsmodels[0m[38;5;12m (http://statsmodels.sourceforge.net) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.[39m
[38;5;12m- [39m[38;5;14m[1mdynts[0m[38;5;12m (https://github.com/quantmind/dynts) - Python package for timeseries analysis and manipulation.[39m
[38;5;12m- [39m[38;5;14m[1mPyFlux[0m[38;5;12m (https://github.com/RJT1990/pyflux) - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.[39m
[38;5;12m- [39m[38;5;14m[1mtsfresh[0m[38;5;12m (https://github.com/blue-yonder/tsfresh) - Automatic extraction of relevant features from time series.[39m
[38;5;12m- [39m[38;5;14m[1mhasura/quandl-metabase[0m[38;5;12m (https://platform.hasura.io/hub/projects/anirudhm/quandl-metabase-time-series) - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.[39m
[38;5;12m- [39m[38;5;14m[1mFacebook Prophet[0m[38;5;12m (https://github.com/facebook/prophet) - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.[39m
[38;5;12m- [39m[38;5;14m[1mtsmoothie[0m[38;5;12m (https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way.[39m
[38;5;12m- [39m[38;5;14m[1mpmdarima[0m[38;5;12m (https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.[39m
[38;5;12m- [39m[38;5;14m[1mgluon-ts[0m[38;5;12m (https://github.com/awslabs/gluon-ts) - vProbabilistic time series modeling in Python.[39m

[38;2;255;187;0m[4mCalendars[0m

[38;5;12m- [39m[38;5;14m[1mexchange_calendars[0m[38;5;12m (https://github.com/gerrymanoim/exchange_calendars) - Stock Exchange Trading Calendars.[39m
[38;5;12m- [39m[38;5;14m[1mbizdays[0m[38;5;12m (https://github.com/wilsonfreitas/python-bizdays) - Business days calculations and utilities.[39m
[38;5;12m- [39m[38;5;14m[1mpandas_market_calendars[0m[38;5;12m (https://github.com/rsheftel/pandas_market_calendars) - Exchange calendars to use with pandas for trading applications.[39m

[38;2;255;187;0m[4mData Sources[0m

[38;5;12m- [39m[38;5;14m[1myfinance[0m[38;5;12m (https://github.com/ranaroussi/yfinance) - Yahoo! Finance market data downloader (+faster Pandas Datareader)[39m
[38;5;12m- [39m[38;5;14m[1mfindatapy[0m[38;5;12m (https://github.com/cuemacro/findatapy) - Python library to download market data via Bloomberg, Quandl, Yahoo etc.[39m
[38;5;12m- [39m[38;5;14m[1mgooglefinance[0m[38;5;12m (https://github.com/hongtaocai/googlefinance) - Python module to get real-time stock data from Google Finance API.[39m
[38;5;12m- [39m[38;5;14m[1myahoo-finance[0m[38;5;12m (https://github.com/lukaszbanasiak/yahoo-finance) - Python module to get stock data from Yahoo! Finance.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mpandas-datareader[0m[38;5;12m [39m[38;5;12m(https://github.com/pydata/pandas-datareader)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mPython[39m[38;5;12m [39m[38;5;12mmodule[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mget[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mfrom[39m[38;5;12m [39m[38;5;12mvarious[39m[38;5;12m [39m[38;5;12msources[39m[38;5;12m [39m[38;5;12m(Google[39m[38;5;12m [39m[38;5;12mFinance,[39m[38;5;12m [39m[38;5;12mYahoo[39m[38;5;12m [39m[38;5;12mFinance,[39m[38;5;12m [39m[38;5;12mFRED,[39m[38;5;12m [39m[38;5;12mOECD,[39m[38;5;12m [39m[38;5;12mFama/French,[39m[38;5;12m [39m[38;5;12mWorld[39m[38;5;12m [39m[38;5;12mBank,[39m[38;5;12m [39m[38;5;12mEurostat...)[39m[38;5;12m [39m[38;5;12minto[39m[38;5;12m [39m[38;5;12mPandas[39m[38;5;12m [39m[38;5;12mdatastructures[39m[38;5;12m [39m[38;5;12msuch[39m[38;5;12m [39m[38;5;12mas[39m[38;5;12m [39m
[38;5;12mDataFrame,[39m[38;5;12m [39m[38;5;12mPanel[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mcaching[39m[38;5;12m [39m[38;5;12mmechanism.[39m
[38;5;12m- [39m[38;5;14m[1mpandas-finance[0m[38;5;12m (https://github.com/davidastephens/pandas-finance) - High level API for access to and analysis of financial data.[39m
[38;5;12m- [39m[38;5;14m[1mpyhoofinance[0m[38;5;12m (https://github.com/innes213/pyhoofinance) - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.[39m
[38;5;12m- [39m[38;5;14m[1myfinanceapi[0m[38;5;12m (https://github.com/Karthik005/yfinanceapi) - Finance API for Python.[39m
[38;5;12m- [39m[38;5;14m[1myql-finance[0m[38;5;12m (https://github.com/slawek87/yql-finance) - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).[39m
[38;5;12m- [39m[38;5;14m[1mystockquote[0m[38;5;12m (https://github.com/cgoldberg/ystockquote) - Retrieve stock quote data from Yahoo Finance.[39m
[38;5;12m- [39m[38;5;14m[1mwallstreet[0m[38;5;12m (https://github.com/mcdallas/wallstreet) - Real time stock and option data.[39m
[38;5;12m- [39m[38;5;14m[1mstock_extractor[0m[38;5;12m (https://github.com/ZachLiuGIS/stock_extractor) - General Purpose Stock Extractors from Online Resources.[39m
[38;5;12m- [39m[38;5;14m[1mStockex[0m[38;5;12m (https://github.com/cttn/Stockex) - Python wrapper for Yahoo! Finance API.[39m
[38;5;12m- [39m[38;5;14m[1mfinsymbols[0m[38;5;12m (https://github.com/skillachie/finsymbols) - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.[39m
[38;5;12m- [39m[38;5;14m[1mFRB[0m[38;5;12m (https://github.com/avelkoski/FRB) - Python Client for FRED® API.[39m
[38;5;12m- [39m[38;5;14m[1minquisitor[0m[38;5;12m (https://github.com/econdb/inquisitor) - Python Interface to Econdb.com API.[39m
[38;5;12m- [39m[38;5;14m[1myfi[0m[38;5;12m (https://github.com/nickelkr/yfi) - Yahoo! YQL library.[39m
[38;5;12m- [39m[38;5;14m[1mchinesestockapi[0m[38;5;12m (https://pypi.org/project/chinesestockapi/) - Python API to get Chinese stock price.[39m
[38;5;12m- [39m[38;5;14m[1mexchange[0m[38;5;12m (https://github.com/akarat/exchange) - Get current exchange rate.[39m
[38;5;12m- [39m[38;5;14m[1mticks[0m[38;5;12m (https://github.com/jamescnowell/ticks) - Simple command line tool to get stock ticker data.[39m
[38;5;12m- [39m[38;5;14m[1mpybbg[0m[38;5;12m (https://github.com/bpsmith/pybbg) - Python interface to Bloomberg COM APIs.[39m
[38;5;12m- [39m[38;5;14m[1mccy[0m[38;5;12m (https://github.com/lsbardel/ccy) - Python module for currencies.[39m
[38;5;12m- [39m[38;5;14m[1mtushare[0m[38;5;12m (https://pypi.org/project/tushare/) - A utility for crawling historical and Real-time Quotes data of China stocks.[39m
[38;5;12m- [39m[38;5;14m[1mjsm[0m[38;5;12m (https://pypi.org/project/jsm/) - Get the japanese stock market data.[39m
[38;5;12m- [39m[38;5;14m[1mcn_stock_src[0m[38;5;12m (https://github.com/jealous/cn_stock_src) - Utility for retrieving basic China stock data from different sources.[39m
[38;5;12m- [39m[38;5;14m[1mcoinmarketcap[0m[38;5;12m (https://github.com/barnumbirr/coinmarketcap) - Python API for coinmarketcap.[39m
[38;5;12m- [39m[38;5;14m[1mafter-hours[0m[38;5;12m (https://github.com/datawrestler/after-hours) - Obtain pre market and after hours stock prices for a given symbol.[39m
[38;5;12m- [39m[38;5;14m[1mbronto-python[0m[38;5;12m (https://pypi.org/project/bronto-python/) - Bronto API Integration for Python.[39m
[38;5;12m- [39m[38;5;14m[1mpytdx[0m[38;5;12m (https://github.com/rainx/pytdx) - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.[39m
[38;5;12m- [39m[38;5;14m[1mpdblp[0m[38;5;12m (https://github.com/matthewgilbert/pdblp) - A simple interface to integrate pandas and the Bloomberg Open API.[39m
[38;5;12m- [39m[38;5;14m[1mtiingo[0m[38;5;12m (https://github.com/hydrosquall/tiingo-python) - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.[39m
[38;5;12m- [39m[38;5;14m[1miexfinance[0m[38;5;12m (https://github.com/addisonlynch/iexfinance) - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.[39m
[38;5;12m- [39m[38;5;14m[1mpyEX[0m[38;5;12m (https://github.com/timkpaine/pyEX) - Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.[39m
[38;5;12m- [39m[38;5;14m[1malpaca-trade-api[0m[38;5;12m (https://github.com/alpacahq/alpaca-trade-api-python) - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.[39m
[38;5;12m- [39m[38;5;14m[1mmetatrader5[0m[38;5;12m (https://pypi.org/project/MetaTrader5/) - API Connector to MetaTrader 5 Terminal[39m
[38;5;12m- [39m[38;5;14m[1makshare[0m[38;5;12m (https://github.com/jindaxiang/akshare) - AkShare is an elegant and simple financial data interface library for Python, built for human beings! [39m
[38;5;12m- [39m[38;5;14m[1myahooquery[0m[38;5;12m (https://github.com/dpguthrie/yahooquery) - Python interface for retrieving data through unofficial Yahoo Finance API.[39m
[38;5;12m- [39m[38;5;14m[1minvestpy[0m[38;5;12m (https://github.com/alvarobartt/investpy) - Financial Data Extraction from Investing.com with Python! [39m
[38;5;12m- [39m[38;5;14m[1myliveticker[0m[38;5;12m (https://github.com/yahoofinancelive/yliveticker) - Live stream of market data from Yahoo Finance websocket.[39m
[38;5;12m- [39m[38;5;14m[1mbbgbridge[0m[38;5;12m (https://github.com/ran404/bbgbridge) - Easy to use Bloomberg Desktop API wrapper for Python.[39m
[38;5;12m- [39m[38;5;14m[1malpha_vantage[0m[38;5;12m (https://github.com/RomelTorres/alpha_vantage) - A python wrapper for Alpha Vantage API for financial data.[39m
[38;5;12m- [39m[38;5;14m[1mFinanceDataReader[0m[38;5;12m (https://github.com/FinanceData/FinanceDataReader) - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks[39m
[38;5;12m- [39m[38;5;14m[1mpystlouisfed[0m[38;5;12m (https://github.com/TomasKoutek/pystlouisfed) - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.[39m
[38;5;12m- [39m[38;5;14m[1mpython-bcb[0m[38;5;12m (https://github.com/wilsonfreitas/python-bcb) - Python interface to Brazilian Central Bank web services.[39m
[38;5;12m- [39m[38;5;14m[1mmarket-prices[0m[38;5;12m (https://github.com/maread99/market_prices) - Create meaningful OHLCV datasets from knowledge of [39m[38;5;14m[1mexchange-calendars[0m[38;5;12m (https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).[39m
[38;5;12m- [39m[38;5;14m[1mtardis-python[0m[38;5;12m (https://github.com/tardis-dev/tardis-python) - Python interface for Tardis.dev high frequency crypto market data[39m
[38;5;12m- [39m[38;5;14m[1mlake-api[0m[38;5;12m (https://github.com/crypto-lake/lake-api) - Python interface for Crypto Lake high frequency crypto market data[39m
[38;5;12m- [39m[38;5;14m[1mtessa[0m[38;5;12m (https://github.com/ymyke/tessa) - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mpandaSDMX[0m[38;5;12m [39m[38;5;12m(https://github.com/dr-leo/pandaSDMX)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mPython[39m[38;5;12m [39m[38;5;12mpackage[39m[38;5;12m [39m[38;5;12mthat[39m[38;5;12m [39m[38;5;12mimplements[39m[38;5;12m [39m[38;5;12mSDMX[39m[38;5;12m [39m[38;5;12m2.1[39m[38;5;12m [39m[38;5;12m(ISO[39m[38;5;12m [39m[38;5;12m17369:2013),[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mformat[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mexchange[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mstatistical[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mmetadata[39m[38;5;12m [39m[38;5;12mused[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mnational[39m[38;5;12m [39m[38;5;12mstatistical[39m[38;5;12m [39m[38;5;12magencies,[39m[38;5;12m [39m[38;5;12mcentral[39m[38;5;12m [39m[38;5;12mbanks,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12minternational[39m
[38;5;12morganisations.[39m
[38;5;12m- [39m[38;5;14m[1mcif[0m[38;5;12m (https://github.com/LenkaV/CIF) - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mfinagg[0m[38;5;12m [39m[38;5;12m(https://github.com/theOGognf/finagg)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mfinagg[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mPython[39m[38;5;12m [39m[38;5;12mpackage[39m[38;5;12m [39m[38;5;12mthat[39m[38;5;12m [39m[38;5;12mprovides[39m[38;5;12m [39m[38;5;12mimplementations[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mpopular[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mfree[39m[38;5;12m [39m[38;5;12mfinancial[39m[38;5;12m [39m[38;5;12mAPIs,[39m[38;5;12m [39m[38;5;12mtools[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12maggregating[39m[38;5;12m [39m[38;5;12mhistorical[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mfrom[39m[38;5;12m [39m[38;5;12mthose[39m[38;5;12m [39m[38;5;12mAPIs[39m[38;5;12m [39m[38;5;12minto[39m[38;5;12m [39m[38;5;12mSQL[39m[38;5;12m [39m[38;5;12mdatabases,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mtools[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m
[38;5;12mtransforming[39m[38;5;12m [39m[38;5;12maggregated[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12minto[39m[38;5;12m [39m[38;5;12mfeatures[39m[38;5;12m [39m[38;5;12museful[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12manalysis[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mAI/ML.[39m
[38;5;12m- [39m[38;5;14m[1mFinanceDatabase[0m[38;5;12m (https://github.com/JerBouma/FinanceDatabase) - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.[39m

[38;2;255;187;0m[4mExcel Integration[0m

[38;5;12m- [39m[38;5;14m[1mxlwings[0m[38;5;12m (https://www.xlwings.org/) - Make Excel fly with Python.[39m
[38;5;12m- [39m[38;5;14m[1mopenpyxl[0m[38;5;12m (https://openpyxl.readthedocs.io/en/latest/) - Read/Write Excel 2007 xlsx/xlsm files.[39m
[38;5;12m- [39m[38;5;14m[1mxlrd[0m[38;5;12m (https://github.com/python-excel/xlrd) - Library for developers to extract data from Microsoft Excel spreadsheet files.[39m
[38;5;12m- [39m[38;5;14m[1mxlsxwriter[0m[38;5;12m (https://xlsxwriter.readthedocs.io/) - Write files in the Excel 2007+ XLSX file format.[39m
[38;5;12m- [39m[38;5;14m[1mxlwt[0m[38;5;12m (https://github.com/python-excel/xlwt) - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.[39m
[38;5;12m- [39m[38;5;14m[1mDataNitro[0m[38;5;12m (https://datanitro.com/) - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.[39m
[38;5;12m- [39m[38;5;14m[1mxlloop[0m[38;5;12m (http://xlloop.sourceforge.net) - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).[39m
[38;5;12m- [39m[38;5;14m[1mexpy[0m[38;5;12m (http://www.bnikolic.co.uk/expy/expy.html) - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.[39m
[38;5;12m- [39m[38;5;14m[1mpyxll[0m[38;5;12m (https://www.pyxll.com) - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.[39m

[38;2;255;187;0m[4mVisualization[0m

[38;5;12m- [39m[38;5;14m[1mD-Tale[0m[38;5;12m (https://github.com/man-group/dtale) - Visualizer for pandas dataframes and xarray datasets.[39m
[38;5;12m- [39m[38;5;14m[1mmplfinance[0m[38;5;12m (https://github.com/matplotlib/mplfinance) - matplotlib utilities for the visualization, and visual analysis, of financial data.[39m
[38;5;12m- [39m[38;5;14m[1mfinplot[0m[38;5;12m (https://github.com/highfestiva/finplot) - Performant and effortless finance plotting for Python.[39m
[38;5;12m- [39m[38;5;14m[1mfinvizfinance[0m[38;5;12m (https://github.com/lit26/finvizfinance) - Finviz analysis python library.[39m
[38;5;12m- [39m[38;5;14m[1mmarket-analy[0m[38;5;12m (https://github.com/maread99/market_analy) - Analysis and interactive charting using [39m[38;5;14m[1mmarket-prices[0m[38;5;12m (https://github.com/maread99/market_prices) and bqplot.[39m

[38;2;255;187;0m[4mR[0m

[38;2;255;187;0m[4mNumerical Libraries & Data Structures[0m

[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mxts[0m[38;5;12m [39m[38;5;12m(https://github.com/joshuaulrich/xts)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12meXtensible[39m[38;5;12m [39m[38;5;12mTime[39m[38;5;12m [39m[38;5;12mSeries:[39m[38;5;12m [39m[38;5;12mProvide[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12muniform[39m[38;5;12m [39m[38;5;12mhandling[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mR's[39m[38;5;12m [39m[38;5;12mdifferent[39m[38;5;12m [39m[38;5;12mtime-based[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mclasses[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mextending[39m[38;5;12m [39m[38;5;12mzoo,[39m[38;5;12m [39m[38;5;12mmaximizing[39m[38;5;12m [39m[38;5;12mnative[39m[38;5;12m [39m[38;5;12mformat[39m[38;5;12m [39m[38;5;12minformation[39m[38;5;12m [39m[38;5;12mpreservation[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mallowing[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12muser[39m[38;5;12m [39m[38;5;12mlevel[39m[38;5;12m [39m
[38;5;12mcustomization[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mextension,[39m[38;5;12m [39m[38;5;12mwhile[39m[38;5;12m [39m[38;5;12msimplifying[39m[38;5;12m [39m[38;5;12mcross-class[39m[38;5;12m [39m[38;5;12minteroperability.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mdata.table[0m[38;5;12m [39m[38;5;12m(https://github.com/Rdatatable/data.table)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mExtension[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mdata.frame:[39m[38;5;12m [39m[38;5;12mFast[39m[38;5;12m [39m[38;5;12maggregation[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mlarge[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12m(e.g.[39m[38;5;12m [39m[38;5;12m100GB[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mRAM),[39m[38;5;12m [39m[38;5;12mfast[39m[38;5;12m [39m[38;5;12mordered[39m[38;5;12m [39m[38;5;12mjoins,[39m[38;5;12m [39m[38;5;12mfast[39m[38;5;12m [39m[38;5;12madd/modify/delete[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mcolumns[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mgroup[39m[38;5;12m [39m[38;5;12musing[39m[38;5;12m [39m[38;5;12mno[39m[38;5;12m [39m[38;5;12mcopies[39m[38;5;12m [39m[38;5;12mat[39m[38;5;12m [39m[38;5;12mall,[39m[38;5;12m [39m[38;5;12mlist[39m[38;5;12m [39m[38;5;12mcolumns[39m[38;5;12m [39m
[38;5;12mand[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mfast[39m[38;5;12m [39m[38;5;12mfile[39m[38;5;12m [39m[38;5;12mreader[39m[38;5;12m [39m[38;5;12m(fread).[39m[38;5;12m [39m[38;5;12mOffers[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mnatural[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mflexible[39m[38;5;12m [39m[38;5;12msyntax,[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mfaster[39m[38;5;12m [39m[38;5;12mdevelopment.[39m
[38;5;12m- [39m[38;5;14m[1msparseEigen[0m[38;5;12m (https://github.com/dppalomar/sparseEigen) - Sparse pricipal component analysis.[39m
[38;5;12m- [39m[38;5;14m[1mTSdbi[0m[38;5;12m (http://tsdbi.r-forge.r-project.org/) - Provides a common interface to time series databases.[39m
[38;5;12m- [39m[38;5;14m[1mtseries[0m[38;5;12m (https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance.[39m
[38;5;12m- [39m[38;5;14m[1mzoo[0m[38;5;12m (https://cran.r-project.org/web/packages/zoo/index.html) - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).[39m
[38;5;12m- [39m[38;5;14m[1mtis[0m[38;5;12m (https://cran.r-project.org/web/packages/tis/index.html) - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.[39m
[38;5;12m- [39m[38;5;14m[1mtfplot[0m[38;5;12m (https://cran.r-project.org/web/packages/tfplot/index.html) - Utilities for simple manipulation and quick plotting of time series data.[39m
[38;5;12m- [39m[38;5;14m[1mtframe[0m[38;5;12m (https://cran.r-project.org/web/packages/tframe/index.html) - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.[39m

[38;2;255;187;0m[4mData Sources[0m

[38;5;12m- [39m[38;5;14m[1mIBrokers[0m[38;5;12m (https://cran.r-project.org/web/packages/IBrokers/index.html) - Provides native R access to Interactive Brokers Trader Workstation API.[39m
[38;5;12m- [39m[38;5;14m[1mRblpapi[0m[38;5;12m (https://github.com/Rblp/Rblpapi) - An R Interface to 'Bloomberg' is provided via the 'Blp API'.[39m
[38;5;12m- [39m[38;5;14m[1mQuandl[0m[38;5;12m (https://www.quandl.com/tools/r) - Get Financial Data Directly Into R.[39m
[38;5;12m- [39m[38;5;14m[1mRbitcoin[0m[38;5;12m (https://github.com/jangorecki/Rbitcoin) - Unified markets API interface (bitstamp, kraken, btce, bitmarket).[39m
[38;5;12m- [39m[38;5;14m[1mGetTDData[0m[38;5;12m (https://github.com/msperlin/GetTDData) - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.[39m
[38;5;12m- [39m[38;5;14m[1mGetHFData[0m[38;5;12m (https://github.com/msperlin/GetHFData) - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.[39m
[38;5;12m- [39m[38;5;14m[1mReddit WallstreetBets API[0m[38;5;12m (https://dashboard.nbshare.io/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API.[39m
[38;5;12m- [39m[38;5;14m[1mtd[0m[38;5;12m (https://github.com/eddelbuettel/td) - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.[39m
[38;5;12m- [39m[38;5;14m[1mrbcb[0m[38;5;12m (https://github.com/wilsonfreitas/rbcb) - R interface to Brazilian Central Bank web services.[39m
[38;5;12m- [39m[38;5;14m[1mrb3[0m[38;5;12m (https://github.com/ropensci/rb3) - A bunch of downloaders and parsers for data delivered from B3.[39m
[38;5;12m- [39m[38;5;14m[1msimfinapi[0m[38;5;12m (https://github.com/matthiasgomolka/simfinapi) - Makes 'SimFin' data () easily accessible in R.[39m

[38;2;255;187;0m[4mFinancial Instruments and Pricing[0m

[38;5;12m- [39m[38;5;14m[1mRQuantLib[0m[38;5;12m (https://github.com/eddelbuettel/rquantlib) - RQuantLib connects GNU R with QuantLib.[39m
[38;5;12m- [39m[38;5;14m[1mquantmod[0m[38;5;12m (https://cran.r-project.org/web/packages/quantmod/index.html) - Quantitative Financial Modelling Framework.[39m
[38;5;12m- [39m[38;5;14m[1mRmetrics[0m[38;5;12m (https://www.rmetrics.org) - The premier open source software solution for teaching and training quantitative finance.[39m
[38;5;12m  - [39m[38;5;14m[1mfAsianOptions[0m[38;5;12m (https://cran.r-project.org/web/packages/fAsianOptions/index.html) - EBM and Asian Option Valuation.[39m
[38;5;12m  - [39m[38;5;14m[1mfAssets[0m[38;5;12m (https://cran.r-project.org/web/packages/fAssets/index.html) - Analysing and Modelling Financial Assets.[39m
[38;5;12m  - [39m[38;5;14m[1mfBasics[0m[38;5;12m (https://cran.r-project.org/web/packages/fBasics/index.html) - Markets and Basic Statistics.[39m
[38;5;12m  - [39m[38;5;14m[1mfBonds[0m[38;5;12m (https://cran.r-project.org/web/packages/fBonds/index.html) - Bonds and Interest Rate Models.[39m
[38;5;12m  - [39m[38;5;14m[1mfExoticOptions[0m[38;5;12m (https://cran.r-project.org/web/packages/fExoticOptions/index.html) - Exotic Option Valuation.[39m
[38;5;12m  - [39m[38;5;14m[1mfOptions[0m[38;5;12m (https://cran.r-project.org/web/packages/fOptions/index.html) - Pricing and Evaluating Basic Options.[39m
[38;5;12m  - [39m[38;5;14m[1mfPortfolio[0m[38;5;12m (https://cran.r-project.org/web/packages/fPortfolio/index.html) - Portfolio Selection and Optimization.[39m
[38;5;12m- [39m[38;5;14m[1mportfolio[0m[38;5;12m (https://github.com/dgerlanc/portfolio) - Analysing equity portfolios.[39m
[38;5;12m- [39m[38;5;14m[1msparseIndexTracking[0m[38;5;12m (https://github.com/dppalomar/sparseIndexTracking) - Portfolio design to track an index.[39m
[38;5;12m- [39m[38;5;14m[1mcovFactorModel[0m[38;5;12m (https://github.com/dppalomar/covFactorModel) - Covariance matrix estimation via factor models.[39m
[38;5;12m- [39m[38;5;14m[1mriskParityPortfolio[0m[38;5;12m (https://github.com/dppalomar/riskParityPortfolio) - Blazingly fast design of risk parity portfolios.[39m
[38;5;12m- [39m[38;5;14m[1msde[0m[38;5;12m (https://cran.r-project.org/web/packages/sde/index.html) - Simulation and Inference for Stochastic Differential Equations.[39m
[38;5;12m- [39m[38;5;14m[1mYieldCurve[0m[38;5;12m (https://cran.r-project.org/web/packages/YieldCurve/index.html) - Modelling and estimation of the yield curve.[39m
[38;5;12m- [39m[38;5;14m[1mSmithWilsonYieldCurve[0m[38;5;12m (https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html) - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.[39m
[38;5;12m- [39m[38;5;14m[1mycinterextra[0m[38;5;12m (https://cran.r-project.org/web/packages/ycinterextra/index.html) - Yield curve or zero-coupon prices interpolation and extrapolation.[39m
[38;5;12m- [39m[38;5;14m[1mAmericanCallOpt[0m[38;5;12m (https://cran.r-project.org/web/packages/AmericanCallOpt/index.html) - This package includes pricing function for selected American call options with underlying assets that generate payouts.[39m
[38;5;12m- [39m[38;5;14m[1mVarSwapPrice[0m[38;5;12m (https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - Pricing a variance swap on an equity index.[39m
[38;5;12m- [39m[38;5;14m[1mRND[0m[38;5;12m (https://cran.r-project.org/web/packages/RND/index.html) - Risk Neutral Density Extraction Package.[39m
[38;5;12m- [39m[38;5;14m[1mLSMonteCarlo[0m[38;5;12m (https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - American options pricing with Least Squares Monte Carlo method.[39m
[38;5;12m- [39m[38;5;14m[1mOptHedging[0m[38;5;12m (https://cran.r-project.org/web/packages/OptHedging/index.html) - Estimation of value and hedging strategy of call and put options.[39m
[38;5;12m- [39m[38;5;14m[1mtvm[0m[38;5;12m (https://cran.r-project.org/web/packages/tvm/index.html) - Time Value of Money Functions.[39m
[38;5;12m- [39m[38;5;14m[1mOptionPricing[0m[38;5;12m (https://cran.r-project.org/web/packages/OptionPricing/index.html) - Option Pricing with Efficient Simulation Algorithms.[39m
[38;5;12m- [39m[38;5;14m[1mcredule[0m[38;5;12m (https://github.com/blenezet/credule) - Credit Default Swap Functions.[39m
[38;5;12m- [39m[38;5;14m[1mderivmkts[0m[38;5;12m (https://cran.r-project.org/web/packages/derivmkts/index.html) - Functions and R Code to Accompany Derivatives Markets.[39m
[38;5;12m- [39m[38;5;14m[1mFinCal[0m[38;5;12m (https://github.com/felixfan/FinCal) - Package for time value of money calculation, time series analysis and computational finance.[39m
[38;5;12m- [39m[38;5;14m[1mr-quant[0m[38;5;12m (https://github.com/artyyouth/r-quant) - R code for quantitative analysis in finance.[39m
[38;5;12m- [39m[38;5;14m[1moptions.studies[0m[38;5;12m (https://github.com/taylorizing/options.studies) - options trading studies functions for use with options.data package and shiny.[39m
[38;5;12m- [39m[38;5;14m[1mPortfolioAnalytics[0m[38;5;12m (https://github.com/braverock/PortfolioAnalytics) - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.[39m
[38;5;12m- [39m[38;5;14m[1mfmbasics[0m[38;5;12m (https://github.com/imanuelcostigan/fmbasics) - Financial Market Building Blocks.[39m
[38;5;12m- [39m[38;5;14m[1mR-fixedincome[0m[38;5;12m (https://github.com/wilsonfreitas/R-fixedincome) - Fixed income tools for R.[39m

[38;2;255;187;0m[4mTrading[0m

[38;5;12m- [39m[38;5;14m[1mbacktest[0m[38;5;12m (https://cran.r-project.org/web/packages/backtest/index.html) - Exploring Portfolio-Based Conjectures About Financial Instruments.[39m
[38;5;12m- [39m[38;5;14m[1mpa[0m[38;5;12m (https://cran.r-project.org/web/packages/pa/index.html) - Performance Attribution for Equity Portfolios.[39m
[38;5;12m- [39m[38;5;14m[1mTTR[0m[38;5;12m (https://github.com/joshuaulrich/TTR) - Technical Trading Rules.[39m
[38;5;12m- [39m[38;5;14m[1mQuantTools[0m[38;5;12m (https://quanttools.bitbucket.io/_site/index.html) - Enhanced Quantitative Trading Modelling.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mblotter[0m[38;5;12m [39m[38;5;12m(https://github.com/braverock/blotter)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mTransaction[39m[38;5;12m [39m[38;5;12minfrastructure[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mdefining[39m[38;5;12m [39m[38;5;12minstruments,[39m[38;5;12m [39m[38;5;12mtransactions,[39m[38;5;12m [39m[38;5;12mportfolios[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12maccounts[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mtrading[39m[38;5;12m [39m[38;5;12msystems[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12msimulation.[39m[38;5;12m [39m[38;5;12mProvides[39m[38;5;12m [39m[38;5;12mportfolio[39m[38;5;12m [39m[38;5;12msupport[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mmulti-asset[39m[38;5;12m [39m[38;5;12mclass[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m
[38;5;12mmulti-currency[39m[38;5;12m [39m[38;5;12mportfolios.[39m[38;5;12m [39m[38;5;12mActively[39m[38;5;12m [39m[38;5;12mmaintained[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mdeveloped.[39m

[38;2;255;187;0m[4mBacktesting[0m

[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mquantstrat[0m[38;5;12m [39m[38;5;12m(https://github.com/braverock/quantstrat)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mTransaction-oriented[39m[38;5;12m [39m[38;5;12minfrastructure[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mconstructing[39m[38;5;12m [39m[38;5;12mtrading[39m[38;5;12m [39m[38;5;12msystems[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12msimulation.[39m[38;5;12m [39m[38;5;12mProvides[39m[38;5;12m [39m[38;5;12msupport[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mmulti-asset[39m[38;5;12m [39m[38;5;12mclass[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mmulti-currency[39m[38;5;12m [39m[38;5;12mportfolios[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mbacktesting[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mother[39m
[38;5;12mfinancial[39m[38;5;12m [39m[38;5;12mresearch.[39m

[38;2;255;187;0m[4mRisk Analysis[0m

[38;5;12m- [39m[38;5;14m[1mPerformanceAnalytics[0m[38;5;12m (https://github.com/braverock/PerformanceAnalytics) - Econometric tools for performance and risk analysis.[39m

[38;2;255;187;0m[4mFactor Analysis[0m

[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mFactorAnalytics[0m[38;5;12m [39m[38;5;12m(https://github.com/braverock/FactorAnalytics)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mThe[39m[38;5;12m [39m[38;5;12mFactorAnalytics[39m[38;5;12m [39m[38;5;12mpackage[39m[38;5;12m [39m[38;5;12mcontains[39m[38;5;12m [39m[38;5;12mfitting[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12manalysis[39m[38;5;12m [39m[38;5;12mmethods[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mthree[39m[38;5;12m [39m[38;5;12mmain[39m[38;5;12m [39m[38;5;12mtypes[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mfactor[39m[38;5;12m [39m[38;5;12mmodels[39m[38;5;12m [39m[38;5;12mused[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mconjunction[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12mportfolio[39m[38;5;12m [39m[38;5;12mconstruction,[39m[38;5;12m [39m[38;5;12moptimization[39m
[38;5;12mand[39m[38;5;12m [39m[38;5;12mrisk[39m[38;5;12m [39m[38;5;12mmanagement,[39m[38;5;12m [39m[38;5;12mnamely[39m[38;5;12m [39m[38;5;12mfundamental[39m[38;5;12m [39m[38;5;12mfactor[39m[38;5;12m [39m[38;5;12mmodels,[39m[38;5;12m [39m[38;5;12mtime[39m[38;5;12m [39m[38;5;12mseries[39m[38;5;12m [39m[38;5;12mfactor[39m[38;5;12m [39m[38;5;12mmodels[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mstatistical[39m[38;5;12m [39m[38;5;12mfactor[39m[38;5;12m [39m[38;5;12mmodels.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mExpected[0m[38;5;14m[1m [0m[38;5;14m[1mReturns[0m[38;5;12m [39m[38;5;12m(https://github.com/JustinMShea/ExpectedReturns)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mSolutions[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12menhancing[39m[38;5;12m [39m[38;5;12mportfolio[39m[38;5;12m [39m[38;5;12mdiversification[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mreplications[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mseminal[39m[38;5;12m [39m[38;5;12mpapers[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12mR,[39m[38;5;12m [39m[38;5;12mmost[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mwhich[39m[38;5;12m [39m[38;5;12mare[39m[38;5;12m [39m[38;5;12mdiscussed[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mone[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mbest[39m[38;5;12m [39m[38;5;12minvestment[39m[38;5;12m [39m[38;5;12mreferences[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m
[38;5;12mthe[39m[38;5;12m [39m[38;5;12mrecent[39m[38;5;12m [39m[38;5;12mdecade,[39m[38;5;12m [39m[38;5;12mExpected[39m[38;5;12m [39m[38;5;12mReturns:[39m[38;5;12m [39m[38;5;12mAn[39m[38;5;12m [39m[38;5;12mInvestors[39m[38;5;12m [39m[38;5;12mGuide[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mHarvesting[39m[38;5;12m [39m[38;5;12mMarket[39m[38;5;12m [39m[38;5;12mRewards[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mAntti[39m[38;5;12m [39m[38;5;12mIlmanen.[39m

[38;2;255;187;0m[4mTime Series[0m

[38;5;12m- [39m[38;5;14m[1mtseries[0m[38;5;12m (https://cran.r-project.org/web/packages/tseries/index.html) - Time Series Analysis and Computational Finance.[39m
[38;5;12m- [39m[38;5;14m[1mfGarch[0m[38;5;12m (https://cran.r-project.org/web/packages/fGarch/index.html) - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.[39m
[38;5;12m- [39m[38;5;14m[1mtimeSeries[0m[38;5;12m (https://cran.r-project.org/web/packages/timeSeries/index.html) - Rmetrics - Financial Time Series Objects.[39m
[38;5;12m- [39m[38;5;14m[1mrugarch[0m[38;5;12m (https://github.com/alexiosg/rugarch) - Univariate GARCH Models.[39m
[38;5;12m- [39m[38;5;14m[1mrmgarch[0m[38;5;12m (https://github.com/alexiosg/rmgarch) - Multivariate GARCH Models.[39m
[38;5;12m- [39m[38;5;14m[1mtidypredict[0m[38;5;12m (https://github.com/edgararuiz/tidypredict) - Run predictions inside the database .[39m
[38;5;12m- [39m[38;5;14m[1mtidyquant[0m[38;5;12m (https://github.com/business-science/tidyquant) - Bringing financial analysis to the tidyverse.[39m
[38;5;12m- [39m[38;5;14m[1mtimetk[0m[38;5;12m (https://github.com/business-science/timetk) - A toolkit for working with time series in R.[39m
[38;5;12m- [39m[38;5;14m[1mtibbletime[0m[38;5;12m (https://github.com/business-science/tibbletime) - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.[39m
[38;5;12m- [39m[38;5;14m[1mmatrixprofile[0m[38;5;12m (https://github.com/matrix-profile-foundation/matrixprofile) - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.[39m
[38;5;12m- [39m[38;5;14m[1mgarchmodels[0m[38;5;12m (https://github.com/AlbertoAlmuinha/garchmodels) - A parsnip backend for GARCH models.[39m

[38;2;255;187;0m[4mCalendars[0m

[38;5;12m- [39m[38;5;14m[1mtimeDate[0m[38;5;12m (https://cran.r-project.org/web/packages/timeDate/index.html) - Chronological and Calendar Objects[39m
[38;5;12m- [39m[38;5;14m[1mbizdays[0m[38;5;12m (https://github.com/wilsonfreitas/R-bizdays) - Business days calculations and utilities[39m

[38;2;255;187;0m[4mMatlab[0m

[38;2;255;187;0m[4mFrameWorks[0m

[38;5;12m- [39m[38;5;14m[1mQUANTAXIS[0m[38;5;12m (https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab.[39m

[38;2;255;187;0m[4mJulia[0m

[38;5;12m- [39m[38;5;14m[1mLucky.jl[0m[38;5;12m (https://github.com/oliviermilla/Lucky.jl) - Modular, asynchronous trading engine in pure Julia.[39m
[38;5;12m- [39m[38;5;14m[1mQuantLib.jl[0m[38;5;12m (https://github.com/pazzo83/QuantLib.jl) - Quantlib implementation in pure Julia.[39m
[38;5;12m- [39m[38;5;14m[1mIto.jl[0m[38;5;12m (https://github.com/aviks/Ito.jl) - A Julia package for quantitative finance.[39m
[38;5;12m- [39m[38;5;14m[1mTALib.jl[0m[38;5;12m (https://github.com/femtotrader/TALib.jl) - A Julia wrapper for TA-Lib.[39m
[38;5;12m- [39m[38;5;14m[1mIncTA.jl[0m[38;5;12m (https://github.com/femtotrader/IncTA.jl) - Julia Incremental Technical Analysis Indicators[39m
[38;5;12m- [39m[38;5;14m[1mMiletus.jl[0m[38;5;12m (https://github.com/JuliaComputing/Miletus.jl) - A financial contract definition, modeling language, and valuation framework.[39m
[38;5;12m- [39m[38;5;14m[1mTemporal.jl[0m[38;5;12m (https://github.com/dysonance/Temporal.jl) - Flexible and efficient time series class & methods.[39m
[38;5;12m- [39m[38;5;14m[1mIndicators.jl[0m[38;5;12m (https://github.com/dysonance/Indicators.jl) - Financial market technical analysis & indicators on top of Temporal.[39m
[38;5;12m- [39m[38;5;14m[1mStrategems.jl[0m[38;5;12m (https://github.com/dysonance/Strategems.jl) - Quantitative systematic trading strategy development and backtesting.[39m
[38;5;12m- [39m[38;5;14m[1mTimeSeries.jl[0m[38;5;12m (https://github.com/JuliaStats/TimeSeries.jl) - Time series toolkit for Julia.[39m
[38;5;12m- [39m[38;5;14m[1mMarketTechnicals.jl[0m[38;5;12m (https://github.com/JuliaQuant/MarketTechnicals.jl) - Technical analysis of financial time series on top of TimeSeries.[39m
[38;5;12m- [39m[38;5;14m[1mMarketData.jl[0m[38;5;12m (https://github.com/JuliaQuant/MarketData.jl) - Time series market data.[39m
[38;5;12m- [39m[38;5;14m[1mTimeFrames.jl[0m[38;5;12m (https://github.com/femtotrader/TimeFrames.jl) - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).[39m
[38;5;12m- [39m[38;5;14m[1mDataFrames.jl[0m[38;5;12m (https://github.com/JuliaData/DataFrames.jl) - In-memory tabular data in Julia[39m
[38;5;12m- [39m[38;5;14m[1mTSFrames.jl[0m[38;5;12m (https://github.com/xKDR/TSFrames.jl) - Handle timeseries data on top of the powerful and mature DataFrames.jl[39m

[38;2;255;187;0m[4mJava[0m

[38;5;12m- [39m[38;5;14m[1mStrata[0m[38;5;12m (http://strata.opengamma.io/) - Modern open-source analytics and market risk library designed and written in Java.[39m
[38;5;12m- [39m[38;5;14m[1mJQuantLib[0m[38;5;12m (https://github.com/frgomes/jquantlib) - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.[39m
[38;5;12m- [39m[38;5;14m[1mfinmath.net[0m[38;5;12m (http://finmath.net) - Java library with algorithms and methodologies related to mathematical finance.[39m
[38;5;12m- [39m[38;5;14m[1mquantcomponents[0m[38;5;12m (https://github.com/lsgro/quantcomponents) - Free Java components for Quantitative Finance and Algorithmic Trading.[39m
[38;5;12m- [39m[38;5;14m[1mDRIP[0m[38;5;12m (https://lakshmidrip.github.io/DRIP) - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.[39m
[38;5;12m- [39m[38;5;14m[1mta4j[0m[38;5;12m (https://github.com/ta4j/ta4j) - A Java library for technical analysis.[39m

[38;2;255;187;0m[4mJavaScript[0m

[38;5;12m- [39m[38;5;14m[1mfinance.js[0m[38;5;12m (https://github.com/ebradyjobory/finance.js) - A JavaScript library for common financial calculations.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mportfolio-allocation[0m[38;5;12m [39m[38;5;12m(https://github.com/lequant40/portfolio_allocation_js)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mPortfolioAllocation[39m[38;5;12m [39m[38;5;12mis[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mJavaScript[39m[38;5;12m [39m[38;5;12mlibrary[39m[38;5;12m [39m[38;5;12mdesigned[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mhelp[39m[38;5;12m [39m[38;5;12mconstructing[39m[38;5;12m [39m[38;5;12mfinancial[39m[38;5;12m [39m[38;5;12mportfolios[39m[38;5;12m [39m[38;5;12mmade[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mseveral[39m[38;5;12m [39m[38;5;12massets:[39m[38;5;12m [39m[38;5;12mbonds,[39m[38;5;12m [39m[38;5;12mcommodities,[39m[38;5;12m [39m[38;5;12mcryptocurrencies,[39m
[38;5;12mcurrencies,[39m[38;5;12m [39m[38;5;12mexchange[39m[38;5;12m [39m[38;5;12mtraded[39m[38;5;12m [39m[38;5;12mfunds[39m[38;5;12m [39m[38;5;12m(ETFs),[39m[38;5;12m [39m[38;5;12mmutual[39m[38;5;12m [39m[38;5;12mfunds,[39m[38;5;12m [39m[38;5;12mstocks...[39m
[38;5;12m- [39m[38;5;14m[1mGhostfolio[0m[38;5;12m (https://github.com/ghostfolio/ghostfolio) - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.[39m
[38;5;12m- [39m[38;5;14m[1mIndicatorTS[0m[38;5;12m (https://github.com/cinar/indicatorts) - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.[39m
[38;5;12m- [39m[38;5;14m[1mccxt[0m[38;5;12m (https://github.com/ccxt/ccxt) - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.[39m
[38;5;12m- [39m[38;5;14m[1mPENDAX[0m[38;5;12m (https://github.com/CompendiumFi/PENDAX-SDK) - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.[39m

[38;2;255;187;0m[4mData Visualization[0m

[38;5;12m- [39m[38;5;14m[1mQUANTAXIS_Webkit[0m[38;5;12m (https://github.com/yutiansut/QUANTAXIS_Webkit) - An awesome visualization center based on quantaxis.[39m

[38;2;255;187;0m[4mHaskell[0m

[38;5;12m- [39m[38;5;14m[1mquantfin[0m[38;5;12m (https://github.com/boundedvariation/quantfin) - quant finance in pure haskell.[39m
[38;5;12m- [39m[38;5;14m[1mHaxcel[0m[38;5;12m (https://github.com/MarcusRainbow/Haxcel) - Excel Addin for Haskell.[39m
[38;5;12m- [39m[38;5;14m[1mFfinar[0m[38;5;12m (https://github.com/MarcusRainbow/Ffinar) - A financial maths library in Haskell.[39m

[38;2;255;187;0m[4mScala[0m

[38;5;12m- [39m[38;5;14m[1mQuantScale[0m[38;5;12m (https://github.com/choucrifahed/quantscale) - Scala Quantitative Finance Library.[39m
[38;5;12m- [39m[38;5;14m[1mScala Quant[0m[38;5;12m (https://github.com/frankcash/Scala-Quant) - Scala library for working with stock data from IFTTT recipes or Google Finance.[39m

[38;2;255;187;0m[4mRuby[0m

[38;5;12m- [39m[38;5;14m[1mJiji[0m[38;5;12m (https://github.com/unageanu/jiji2) - Open Source Forex algorithmic trading framework using OANDA REST API.[39m

[38;2;255;187;0m[4mElixir/Erlang[0m

[38;5;12m- [39m[38;5;14m[1mTai[0m[38;5;12m (https://github.com/fremantle-capital/tai) - Open Source composable, real time, market data and trade execution toolkit.[39m
[38;5;12m- [39m[38;5;14m[1mWorkbench[0m[38;5;12m (https://github.com/fremantle-industries/workbench) - From Idea to Execution - Manage your trading operation across a globally distributed cluster[39m
[38;5;12m- [39m[38;5;14m[1mProp[0m[38;5;12m (https://github.com/fremantle-industries/prop) - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.[39m

[38;2;255;187;0m[4mGolang[0m

[38;5;12m- [39m[38;5;14m[1mKelp[0m[38;5;12m (https://github.com/stellar/kelp) - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).[39m
[38;5;12m- [39m[38;5;14m[1mmarketstore[0m[38;5;12m (https://github.com/alpacahq/marketstore) - DataFrame Server for Financial Timeseries Data.[39m
[38;5;12m- [39m[38;5;14m[1mIndicatorGo[0m[38;5;12m (https://github.com/cinar/indicator) - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.[39m

[38;2;255;187;0m[4mCPP[0m

[38;5;12m- [39m[38;5;14m[1mQuantLib[0m[38;5;12m (https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mTradeFrame[0m[38;5;12m [39m[38;5;12m(https://github.com/rburkholder/trade-frame)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mC++[39m[38;5;12m [39m[38;5;12m17[39m[38;5;12m [39m[38;5;12mbased[39m[38;5;12m [39m[38;5;12mframework/library[39m[38;5;12m [39m[38;5;12m(with[39m[38;5;12m [39m[38;5;12msample[39m[38;5;12m [39m[38;5;12mapplications)[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mtesting[39m[38;5;12m [39m[38;5;12moptions[39m[38;5;12m [39m[38;5;12mbased[39m[38;5;12m [39m[38;5;12mautomated[39m[38;5;12m [39m[38;5;12mtrading[39m[38;5;12m [39m[38;5;12mideas[39m[38;5;12m [39m[38;5;12musing[39m[38;5;12m [39m[38;5;12mDTN[39m[38;5;12m [39m[38;5;12mIQ[39m[38;5;12m [39m[38;5;12mreal[39m[38;5;12m [39m[38;5;12mtime[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mfeed[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mInteractive[39m[38;5;12m [39m[38;5;12mBrokers[39m[38;5;12m [39m[38;5;12m(TWS[39m[38;5;12m [39m[38;5;12mAPI)[39m[38;5;12m [39m
[38;5;12mfor[39m[38;5;12m [39m[38;5;12mtrade[39m[38;5;12m [39m[38;5;12mexecution.[39m[38;5;12m [39m[38;5;12mComes[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12mbuilt-in[39m[38;5;12m [39m[38;5;14m[1mOption[0m[38;5;14m[1m [0m[38;5;14m[1mGreeks/IV[0m[38;5;12m [39m[38;5;12m(https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions)[39m[38;5;12m [39m[38;5;12mcalculation[39m[38;5;12m [39m[38;5;12mlibrary.[39m

[38;2;255;187;0m[4mFrameworks[0m

[38;5;12m- [39m[38;5;14m[1mQuantLib[0m[38;5;12m (https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.[39m
[38;5;12m  - [39m[38;5;14m[1mJQuantLib[0m[38;5;12m (https://github.com/frgomes/jquantlib) - Java port.[39m
[38;5;12m  - [39m[38;5;14m[1mRQuantLib[0m[38;5;12m (https://github.com/eddelbuettel/rquantlib) - R port.[39m
[38;5;12m  - [39m[38;5;14m[1mQuantLibAddin[0m[38;5;12m (https://www.quantlib.org/quantlibaddin/) - Excel support.[39m
[38;5;12m  - [39m[38;5;14m[1mQuantLibXL[0m[38;5;12m (https://www.quantlib.org/quantlibxl/) - Excel support.[39m
[38;5;12m  - [39m[38;5;14m[1mQLNet[0m[38;5;12m (https://github.com/amaggiulli/qlnet) - .Net port.[39m
[38;5;12m  - [39m[38;5;14m[1mPyQL[0m[38;5;12m (https://github.com/enthought/pyql) - Python port.[39m
[38;5;12m  - [39m[38;5;14m[1mQuantLib.jl[0m[38;5;12m (https://github.com/pazzo83/QuantLib.jl) - Julia port.[39m
[38;5;12m  - [39m[38;5;14m[1mQuantLib-Python Documentation[0m[38;5;12m (https://quantlib-python-docs.readthedocs.io/) - Documentation for the Python bindings for the QuantLib library[39m
[38;5;12m  - [39m[38;5;14m[1mQuantLib with Automatic Differention enabled[0m[38;5;12m (https://github.com/auto-differentiation/quantlib-xad) - Integration of Automatic Differentiation with the QuantLib library[39m
[38;5;12m- [39m[38;5;14m[1mTA-Lib[0m[38;5;12m (https://ta-lib.org) - perform technical analysis of financial market data.[39m
[38;5;12m  - [39m[38;5;14m[1mta-lib-python[0m[38;5;12m (https://github.com/TA-Lib/ta-lib-python)[39m
[38;5;12m  - [39m[38;5;14m[1mta-lib[0m[38;5;12m (https://github.com/TA-Lib/ta-lib)[39m
[38;5;12m- [39m[38;5;14m[1mPortfolio Optimizer[0m[38;5;12m (https://portfoliooptimizer.io/) - Portfolio Optimizer is a Web API for portfolio analysis and optimization.[39m


[38;2;255;187;0m[4mCSharp[0m

[38;5;12m- [39m[38;5;14m[1mQuantConnect[0m[38;5;12m (https://github.com/QuantConnect/Lean) - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.[39m
[38;5;12m- [39m[38;5;14m[1mStockSharp[0m[38;5;12m (https://github.com/StockSharp/StockSharp) - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).[39m
[38;5;12m- [39m[38;5;14m[1mTDAmeritrade.DotNetCore[0m[38;5;12m (https://github.com/NVentimiglia/TDAmeritrade.DotNetCore) - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.[39m

[38;2;255;187;0m[4mRust[0m

[38;5;12m- [39m[38;5;14m[1mQuantMath[0m[38;5;12m (https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk[39m
[38;5;12m- [39m[38;5;14m[1mBarter[0m[38;5;12m (https://github.com/barter-rs/barter-rs) - Open-source Rust framework for building event-driven live-trading & backtesting systems[39m
[38;5;12m- [39m[38;5;14m[1mLFEST[0m[38;5;12m (https://github.com/MathisWellmann/lfest-rs) - Simulated perpetual futures exchange to trade your strategy against.[39m
[38;5;12m- [39m[38;5;14m[1mTradeAggregation[0m[38;5;12m (https://github.com/MathisWellmann/trade_aggregation-rs) - Aggregate trades into user-defined candles using information driven rules.[39m
[38;5;12m- [39m[38;5;14m[1mSlidingFeatures[0m[38;5;12m (https://github.com/MathisWellmann/sliding_features-rs) - Chainable tree-like sliding windows for signal processing and technical analysis.[39m
[38;5;12m- [39m[38;5;14m[1mRustQuant[0m[38;5;12m (https://github.com/avhz/RustQuant) - Quantitative finance library written in Rust.[39m
[38;5;12m- [39m[38;5;14m[1mfinalytics[0m[38;5;12m (https://github.com/Nnamdi-sys/finalytics) - A rust library for financial data analysis.[39m


[38;2;255;187;0m[4mReproducing Works, Training & Books[0m

[38;5;12m- [39m[38;5;14m[1mDerman Papers[0m[38;5;12m (https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman.[39m
[38;5;12m- [39m[38;5;14m[1mML-Quant[0m[38;5;12m (https://www.ml-quant.com/) - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.[39m
[38;5;12m- [39m[38;5;14m[1mvolatility-trading[0m[38;5;12m (https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.[39m
[38;5;12m- [39m[38;5;14m[1mquant[0m[38;5;12m (https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.[39m
[38;5;12m- [39m[38;5;14m[1mfecon235[0m[38;5;12m (https://github.com/rsvp/fecon235) - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.[39m
[38;5;12m- [39m[38;5;14m[1mQuantitative-Notebooks[0m[38;5;12m (https://github.com/LongOnly/Quantitative-Notebooks) - Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy[39m
[38;5;12m- [39m[38;5;14m[1mQuantEcon[0m[38;5;12m (https://quantecon.org/) - Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks[39m
[38;5;12m- [39m[38;5;14m[1mFinanceHub[0m[38;5;12m (https://github.com/Finance-Hub/FinanceHub) - Resources for Quantitative Finance[39m
[38;5;12m- [39m[38;5;14m[1mPython_Option_Pricing[0m[38;5;12m (https://github.com/dedwards25/Python_Option_Pricing) - An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.[39m
[38;5;12m- [39m[38;5;14m[1mpython-training[0m[38;5;12m (https://github.com/jpmorganchase/python-training) - J.P. Morgan's Python training for business analysts and traders.[39m
[38;5;12m- [39m[38;5;14m[1mStock_Analysis_For_Quant[0m[38;5;12m (https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.[39m
[38;5;12m- [39m[38;5;14m[1malgorithmic-trading-with-python[0m[38;5;12m (https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.[39m
[38;5;12m- [39m[38;5;14m[1mMEDIUM_NoteBook[0m[38;5;12m (https://github.com/cerlymarco/MEDIUM_NoteBook) - Repository containing notebooks of [39m[38;5;14m[1mcerlymarco[0m[38;5;12m (https://github.com/cerlymarco)'s posts on Medium.[39m
[38;5;12m- [39m[38;5;14m[1mQuantFinance[0m[38;5;12m (https://github.com/PythonCharmers/QuantFinance) - Training materials in quantitative finance.[39m
[38;5;12m- [39m[38;5;14m[1mIPythonScripts[0m[38;5;12m (https://github.com/mgroncki/IPythonScripts) - Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.[39m
[38;5;12m- [39m[38;5;14m[1mComputational-Finance-Course[0m[38;5;12m (https://github.com/LechGrzelak/Computational-Finance-Course) - Materials for the course of Computational Finance.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mMachine-Learning-for-Asset-Managers[0m[38;5;12m [39m[38;5;12m(https://github.com/emoen/Machine-Learning-for-Asset-Managers)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mImplementation[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mcode[39m[38;5;12m [39m[38;5;12msnippets,[39m[38;5;12m [39m[38;5;12mexercises[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mapplication[39m[38;5;12m [39m[38;5;12mto[39m[38;5;12m [39m[38;5;12mlive[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mfrom[39m[38;5;12m [39m[38;5;12mMachine[39m[38;5;12m [39m[38;5;12mLearning[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12mAsset[39m[38;5;12m [39m[38;5;12mManagers[39m[38;5;12m [39m[38;5;12m(Elements[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m
[38;5;12mQuantitative[39m[38;5;12m [39m[38;5;12mFinance)[39m[38;5;12m [39m[38;5;12mwritten[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mProf.[39m[38;5;12m [39m[38;5;12mMarcos[39m[38;5;12m [39m[38;5;12mLópez[39m[38;5;12m [39m[38;5;12mde[39m[38;5;12m [39m[38;5;12mPrado.[39m
[38;5;12m- [39m[38;5;14m[1mPython-for-Finance-Cookbook[0m[38;5;12m (https://github.com/PacktPublishing/Python-for-Finance-Cookbook) - Python for Finance Cookbook, published by Packt.[39m
[38;5;12m- [39m[38;5;14m[1mmodelos_vol_derivativos[0m[38;5;12m (https://github.com/ysaporito/modelos_vol_derivativos) - "Modelos de Volatilidade para Derivativos" book's Jupyter notebooks[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mNMOF[0m[38;5;12m [39m[38;5;12m(https://github.com/enricoschumann/NMOF)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mFunctions,[39m[38;5;12m [39m[38;5;12mexamples[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mdata[39m[38;5;12m [39m[38;5;12mfrom[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mfirst[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12msecond[39m[38;5;12m [39m[38;5;12medition[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12m"Numerical[39m[38;5;12m [39m[38;5;12mMethods[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mOptimization[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mFinance"[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mM.[39m[38;5;12m [39m[38;5;12mGilli,[39m[38;5;12m [39m[38;5;12mD.[39m[38;5;12m [39m[38;5;12mMaringer[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mE.[39m[38;5;12m [39m[38;5;12mSchumann[39m[38;5;12m [39m[38;5;12m(2019,[39m[38;5;12m [39m
[38;5;12mISBN:978-0128150658).[39m
[38;5;12m- [39m[38;5;14m[1mpy4fi2nd[0m[38;5;12m (https://github.com/yhilpisch/py4fi2nd) - Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.[39m
[38;5;12m- [39m[38;5;14m[1maiif[0m[38;5;12m (https://github.com/yhilpisch/aiif) - Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.[39m
[38;5;12m- [39m[38;5;14m[1mpy4at[0m[38;5;12m (https://github.com/yhilpisch/py4at) - Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.[39m
[38;5;12m- [39m[38;5;14m[1mdawp[0m[38;5;12m (https://github.com/yhilpisch/dawp) - Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.[39m
[38;5;12m- [39m[38;5;14m[1mdx[0m[38;5;12m (https://github.com/yhilpisch/dx) - DX Analytics | Financial and Derivatives Analytics with Python.[39m
[38;5;12m- [39m[38;5;14m[1mQuantFinanceBook[0m[38;5;12m (https://github.com/LechGrzelak/QuantFinanceBook) - Quantitative Finance book.[39m
[38;5;12m- [39m[38;5;14m[1mrough_bergomi[0m[38;5;12m (https://github.com/ryanmccrickerd/rough_bergomi) - A Python implementation of the rough Bergomi model.[39m
[38;5;12m- [39m[38;5;14m[1mfrh-fx[0m[38;5;12m (https://github.com/ryanmccrickerd/frh-fx) - A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.[39m
[38;5;12m- [39m[38;5;14m[1mValue Investing Studies[0m[38;5;12m (https://github.com/euclidjda/value-investing-studies) - A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.[39m
[38;5;12m- [39m[38;5;14m[1mMachine Learning Asset Management[0m[38;5;12m (https://github.com/firmai/machine-learning-asset-management) - Machine Learning in Asset Management (by @firmai).[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mDeep[0m[38;5;14m[1m [0m[38;5;14m[1mLearning[0m[38;5;14m[1m [0m[38;5;14m[1mMachine[0m[38;5;14m[1m [0m[38;5;14m[1mLearning[0m[38;5;14m[1m [0m[38;5;14m[1mStock[0m[38;5;12m [39m[38;5;12m(https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mDeep[39m[38;5;12m [39m[38;5;12mLearning[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mMachine[39m[38;5;12m [39m[38;5;12mLearning[39m[38;5;12m [39m[38;5;12mstocks[39m[38;5;12m [39m[38;5;12mrepresent[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mpromising[39m[38;5;12m [39m[38;5;12mlong-term[39m[38;5;12m [39m[38;5;12mor[39m[38;5;12m [39m[38;5;12mshort-term[39m[38;5;12m [39m[38;5;12mopportunity[39m[38;5;12m [39m[38;5;12mfor[39m[38;5;12m [39m[38;5;12minvestors[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m
[38;5;12mtraders.[39m
[38;5;12m- [39m[38;5;14m[1mTechnical Analysis and Feature Engineering[0m[38;5;12m (https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering) - Feature Engineering and Feature Importance of Machine Learning in Financial Market.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mDifferential[0m[38;5;14m[1m [0m[38;5;14m[1mMachine[0m[38;5;14m[1m [0m[38;5;14m[1mLearning[0m[38;5;14m[1m [0m[38;5;14m[1mand[0m[38;5;14m[1m [0m[38;5;14m[1mAxes[0m[38;5;14m[1m [0m[38;5;14m[1mthat[0m[38;5;14m[1m [0m[38;5;14m[1mmatter[0m[38;5;14m[1m [0m[38;5;14m[1mby[0m[38;5;14m[1m [0m[38;5;14m[1mBrian[0m[38;5;14m[1m [0m[38;5;14m[1mHuge[0m[38;5;14m[1m [0m[38;5;14m[1mand[0m[38;5;14m[1m [0m[38;5;14m[1mAntoine[0m[38;5;14m[1m [0m[38;5;14m[1mSavine[0m[38;5;12m [39m[38;5;12m(https://github.com/differential-machine-learning/notebooks)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mImplement,[39m[38;5;12m [39m[38;5;12mdemonstrate,[39m[38;5;12m [39m[38;5;12mreproduce[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mextend[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mresults[39m[38;5;12m [39m[38;5;12mof[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mRisk[39m[38;5;12m [39m[38;5;12marticles[39m[38;5;12m [39m
[38;5;12m'Differential[39m[38;5;12m [39m[38;5;12mMachine[39m[38;5;12m [39m[38;5;12mLearning'[39m[38;5;12m [39m[38;5;12m(2020)[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12m'PCA[39m[38;5;12m [39m[38;5;12mwith[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mDifference'[39m[38;5;12m [39m[38;5;12m(2021)[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mHuge[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mSavine,[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mcover[39m[38;5;12m [39m[38;5;12mimplementation[39m[38;5;12m [39m[38;5;12mdetails[39m[38;5;12m [39m[38;5;12mleft[39m[38;5;12m [39m[38;5;12mout[39m[38;5;12m [39m[38;5;12mfrom[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mpapers.[39m
[38;5;12m- [39m[38;5;14m[1msystematictradingexamples[0m[38;5;12m (https://github.com/robcarver17/systematictradingexamples) - Examples of code related to book [39m[38;5;14m[1mSystematic Trading[0m[38;5;12m (www.systematictrading.org) and [39m[38;5;14m[1mblog[0m[38;5;12m (http://qoppac.blogspot.com)[39m
[38;5;12m- [39m[38;5;14m[1mpysystemtrade_examples[0m[38;5;12m (https://github.com/robcarver17/pysystemtrade_examples) - Examples using pysystemtrade for Robert Carver's [39m[38;5;14m[1mblog[0m[38;5;12m (http://qoppac.blogspot.com).[39m
[38;5;12m- [39m[38;5;14m[1mML_Finance_Codes[0m[38;5;12m (https://github.com/mfrdixon/ML_Finance_Codes) - Machine Learning in Finance: From Theory to Practice Book[39m
[38;5;12m- [39m[38;5;14m[1mHands-On Machine Learning for Algorithmic Trading[0m[38;5;12m (https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading) - Hands-On Machine Learning for Algorithmic Trading, published by Packt[39m
[38;5;12m- [39m[38;5;14m[1mfinancialnoob-misc[0m[38;5;12m (https://github.com/financialnoob/misc) - Codes from @financialnoob's posts[39m
[38;5;12m- [39m[38;5;14m[1mMesoSim Options Trading Strategy Library[0m[38;5;12m (https://github.com/deltaray-io/strategy-library) - Free and public Options Trading strategy library for MesoSim. [39m
[38;5;12m- [39m[38;5;14m[1mQuant-Finance-With-Python-Code[0m[38;5;12m (https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mQuantFinanceTraining[0m[38;5;12m [39m[38;5;12m(https://github.com/JoaoJungblut/QuantFinanceTraining)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mThis[39m[38;5;12m [39m[38;5;12mrepository[39m[38;5;12m [39m[38;5;12mcontains[39m[38;5;12m [39m[38;5;12mcodes[39m[38;5;12m [39m[38;5;12mthat[39m[38;5;12m [39m[38;5;12mwere[39m[38;5;12m [39m[38;5;12mexecuted[39m[38;5;12m [39m[38;5;12mduring[39m[38;5;12m [39m[38;5;12mmy[39m[38;5;12m [39m[38;5;12mtraining[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mCQF[39m[38;5;12m [39m[38;5;12m(Certificate[39m[38;5;12m [39m[38;5;12min[39m[38;5;12m [39m[38;5;12mQuantitative[39m[38;5;12m [39m[38;5;12mFinance).[39m[38;5;12m [39m[38;5;12mThe[39m[38;5;12m [39m[38;5;12mcodes[39m[38;5;12m [39m[38;5;12mare[39m[38;5;12m [39m[38;5;12morganized[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mclass,[39m[38;5;12m [39m
[38;5;12mfacilitating[39m[38;5;12m [39m[38;5;12mnavigation[39m[38;5;12m [39m[38;5;12mand[39m[38;5;12m [39m[38;5;12mreference.[39m
[38;5;12m-[39m[38;5;12m [39m[38;5;14m[1mStatistical-Learning-based-Portfolio-Optimization[0m[38;5;12m [39m[38;5;12m(https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization)[39m[38;5;12m [39m[38;5;12m-[39m[38;5;12m [39m[38;5;12mThis[39m[38;5;12m [39m[38;5;12mR[39m[38;5;12m [39m[38;5;12mShiny[39m[38;5;12m [39m[38;5;12mApp[39m[38;5;12m [39m[38;5;12mutilizes[39m[38;5;12m [39m[38;5;12mthe[39m[38;5;12m [39m[38;5;12mHierarchical[39m[38;5;12m [39m[38;5;12mEqual[39m[38;5;12m [39m[38;5;12mRisk[39m[38;5;12m [39m[38;5;12mContribution[39m[38;5;12m [39m[38;5;12m(HERC)[39m[38;5;12m [39m[38;5;12mapproach,[39m[38;5;12m [39m[38;5;12ma[39m[38;5;12m [39m[38;5;12mmodern[39m[38;5;12m [39m
[38;5;12mportfolio[39m[38;5;12m [39m[38;5;12moptimization[39m[38;5;12m [39m[38;5;12mmethod[39m[38;5;12m [39m[38;5;12mdeveloped[39m[38;5;12m [39m[38;5;12mby[39m[38;5;12m [39m[38;5;12mRaffinot[39m[38;5;12m [39m[38;5;12m(2018).[39m
[38;5;12m- [39m[38;5;14m[1mbook_irds3[0m[38;5;12m (https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives.[39m
[38;5;12m- [39m[38;5;14m[1mAutoencoder-Asset-Pricing-Models[0m[38;5;12m (https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models) - Reimplementation of Autoencoder Asset Pricing Models ([39m[38;5;14m[1mGKX, 2019[0m[38;5;12m (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3335536)).[39m
[38;5;12m- [39m[38;5;14m[1mFinance[0m[38;5;12m (https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.[39m
[38;5;12m- [39m[38;5;14m[1m101_formulaic_alphas[0m[38;5;12m (https://github.com/ram-ki/101_formulaic_alphas) - Implemention of [39m[38;5;14m[1m101 formulaic alphas[0m[38;5;12m (https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.[39m
