Jupyter Notebook quantitative-finance

Open-source Jupyter Notebook projects categorized as quantitative-finance Edit details

Top 10 Jupyter Notebook quantitative-finance Projects

  • Financial-Models-Numerical-Methods

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

    Project mention: Pricing models - which do MMs use these days | reddit.com/r/options | 2022-05-30

    If you have experience with Python, here is a great repo: https://github.com/cantaro86/Financial-Models-Numerical-Methods If you don't know Python, I suggest you learn. It's one of the easier languages to learn. The course below will teach you everything you need to get started. https://www.youtube.com/watch?v=rfscVS0vtbw

  • PyPortfolioOpt

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

    Project mention: PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:2840.0 | reddit.com/r/algoprojects | 2022-06-18
  • Scout APM

    Less time debugging, more time building. Scout APM allows you to find and fix performance issues with no hassle. Now with error monitoring and external services monitoring, Scout is a developer's best friend when it comes to application development.

  • machine-learning-asset-management

    Machine Learning in Asset Management (by @firmai)

  • fastquant

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

    Project mention: Launch HN: Coinrule (YC S21) – Automated Trading Made Easy | news.ycombinator.com | 2021-07-15

    I would never trust a service like this, but at the same time, I'm curious on how to setup the opposite of their motto: "compete with professional algorithmic traders and hedge funds. coding required!".

    Does Fidelity offer an API of some sort so that I can login with my normal credentials and buy/sell? I'm assuming the strategies being used here, like "Ride the Trend", are basically the same ones available here: https://github.com/enzoampil/fastquant

    So, given that the previous statements are true, do I just need some Yahoo! Finance API + FastQuant and then MyBank API to autotrade for myself? What else would be involved?

  • alpha-mind

    quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

    Project mention: Factor Analysis: Factor strategy notebooks. Factor and Risk Analysis - star count:193.0 | reddit.com/r/algoprojects | 2022-05-28
  • blog

    Source code for my personal blog (by teddykoker)

  • notebooks

    Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers. (by differential-machine-learning)

    Project mention: Machine Learning in Quant Finance | reddit.com/r/quant | 2022-06-23
  • SonarLint

    Clean code begins in your IDE with SonarLint. Up your coding game and discover issues early. SonarLint is a free plugin that helps you find & fix bugs and security issues from the moment you start writing code. Install from your favorite IDE marketplace today.

  • QuantitaveFinanceExamplesPy

    Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

    Project mention: GitHub - mrtkp9993/QuantitaveFinanceExamplesPy: Financial analysis, algorithmic trading, portfolio optimization examples with Python. | reddit.com/r/coolgithubprojects | 2021-08-30
  • hca-resources

    zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.

  • pyquantfi

    A tool to compute the prices of vanilla and exotic options

    Project mention: C++ cuda programming issue - Segmentation fault (core dumped) | reddit.com/r/cpp_questions | 2021-10-28

    I am trying to code up a Quasi Monte Carlo Simulation using C++ CUDA but I am unable to get it working and I keep getting errors 'segementation fault (core dumped)' error message. My code is here: https://github.com/sleung852/pyquantfi/tree/master/cpp/quasi_mc_cuda

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2022-06-23.

Jupyter Notebook quantitative-finance related posts


What are some of the best open-source quantitative-finance projects in Jupyter Notebook? This list will help you:

Project Stars
1 Financial-Models-Numerical-Methods 3,725
2 PyPortfolioOpt 2,879
3 machine-learning-asset-management 1,349
4 fastquant 921
5 alpha-mind 196
6 blog 147
7 notebooks 84
8 QuantitaveFinanceExamplesPy 20
9 hca-resources 2
10 pyquantfi 0
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