Jupyter Notebook quantitative-finance

Open-source Jupyter Notebook projects categorized as quantitative-finance

Top 14 Jupyter Notebook quantitative-finance Projects

  • Financial-Models-Numerical-Methods

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

  • PyPortfolioOpt

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

    Project mention: dcapal alternatives - PyPortfolioOpt and Riskfolio-Lib | libhunt.com/r/dcapal | 2023-09-16
  • Mergify

    Updating dependencies is time-consuming.. Solutions like Dependabot or Renovate update but don't merge dependencies. You need to do it manually while it could be fully automated! Add a Merge Queue to your workflow and stop caring about PR management & merging. Try Mergify for free.

  • machine-learning-asset-management

    Machine Learning in Asset Management (by @firmai)

  • fastquant

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

  • alphatools

    Quantitative finance research tools in Python

    Project mention: Bayesian Finance: Notebook PyMC3 implementation. Extended Research - star count:364.0 | /r/algoprojects | 2023-05-20
  • alpha-mind

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

  • gym-continuousDoubleAuction

    A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

  • InfluxDB

    Collect and Analyze Billions of Data Points in Real Time. Manage all types of time series data in a single, purpose-built database. Run at any scale in any environment in the cloud, on-premises, or at the edge.

  • 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)

  • bsm-time-machine

    A Black-Scholes-based options backtesting simulator

  • analysis-sharing

    Sharing quantitative analyses on Crypto Lake data

    Project mention: Analysis contest | /r/Hummingbot | 2022-11-04

    Competition & more info: https://github.com/crypto-lake/analysis-sharing/

  • QuantitaveFinanceExamplesPy

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

  • Finding-Alpha-with-AI

    A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI

    Project mention: I am getting alpha of 94191% with this dataset and an attention-based LSTM | /r/quant | 2023-03-26
  • 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

  • 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.

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 2023-09-16.

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 4,888
2 PyPortfolioOpt 3,748
3 machine-learning-asset-management 1,591
4 fastquant 1,249
5 alphatools 374
6 alpha-mind 215
7 gym-continuousDoubleAuction 127
8 notebooks 125
9 bsm-time-machine 54
10 analysis-sharing 37
11 QuantitaveFinanceExamplesPy 33
12 Finding-Alpha-with-AI 12
13 hca-resources 3
14 pyquantfi 0
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.