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arctic

High performance datastore for time series and tick data

arcticdb

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

awesome-quant

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

doing-meta-analysis-in-r

All R code and source files for the online guide "Doing Meta-Analysis with R: A Hands-On Guide"

financepy

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

inventoryroutinglns.jl

kafka_stock

A financial data processing and visualization platform using Apache Kafka, Apache Cassandra, and Bokeh.

lppls

Library for fitting the LPPLS model to data.

pyportfolioopt

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

pystore

Fast data store for Pandas time-series data

pysystemtrade

Systematic Trading in python

python-eodhistoricaldata

Download data from EOD historical data https://eodhistoricaldata.com/ using Python, Requests and Pandas.

qf-lib

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance.

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

quant-trading

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

quant_rv

quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R

quantstats

Portfolio analytics for quants, written in Python

research_public

Quantitative research and educational materials

saxo_openapi

The saxo_openapi package provides easy access to SAXO Bank OpenAPI (https://www.developer.saxo/openapi/learn). Checkout the Jupyter notebooks covering most aspects of the API.

stochvolmodels

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

tdfirehose

ThetaData rust client for US Option - Full Trade Stream

youtube-tutorials

Collection of resources used on QuantPy YouTube channel.

zipline

Zipline, a Pythonic Algorithmic Trading Library