Python Finance

Open-source Python projects categorized as Finance

Top 23 Python Finance Projects

  • vnpy

    基于Python的开源量化交易平台开发框架

    Project mention: Examples of projects and resources using good Python OOP code for quant applications | reddit.com/r/quant | 2022-05-24

    https://github.com/vnpy/vnpy is the most widely used opensource python quant framework in china

  • OpenBBTerminal

    Investment Research for Everyone, Anywhere.

    Project mention: Bloomberg Terminal is no more. OpenBB Terminal 2.0 has just been released. | reddit.com/r/Superstonk | 2022-11-29

    Since, we surpassed 17,800 stars on Github. Raised $ 8.8 million in our seed round. Build a very competitive team and our OpenBB brand is now recognized by most in the financial space. You can read more about our story here.

  • Scout APM

    Truly a developer’s best friend. Scout APM is great for developers who want to find and fix performance issues in their applications. With Scout, we'll take care of the bugs so you can focus on building great things 🚀.

  • dash

    Analytical Web Apps for Python, R, Julia, and Jupyter. No JavaScript Required.

    Project mention: Sharing interactive Plotly graphs | reddit.com/r/datascience | 2022-11-18

    looks like you can get it manually (albeit with a loss of interactivity) https://github.com/plotly/dash/issues/145

  • zipline

    Zipline, a Pythonic Algorithmic Trading Library

    Project mention: Backtesting Engine Design Primers | reddit.com/r/algotrading | 2022-07-09

    For personal use only. I'm currently looking at QuantConnect's LEAN and Quantopian's Zipline (which hasn't seen any updates since 2020, presumably because Quantopian was dissolved).

  • awesome-quant

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

    Project mention: Why building profitable trading bot is hard? | news.ycombinator.com | 2022-05-22

    If the financial analyst does not have a (possibly piecewise) software function to at least test with backtesting and paper trading, do they even have an objective relative performance statistic? Your notebook or better should also model fees and have a parametrizable initial balance.

    Here's the awesome-quant link directory: https://github.com/wilsonfreitas/awesome-quant

  • 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. An increasing number of SOTA Quant research works/papers are released in Qlib.

    Project mention: Has anyone used microsoft/qlib library for machine learning in algotrading? | reddit.com/r/algotrading | 2022-10-21

    I took the time yesterday to look at the qlib library and was sold on the fact that it's hosted on the github account of microsoft and that it has a lot of stars. However, it strikes me that the code and documentation is subpar, and there is no community-developed forecast models and strategies despite its apparent popularity, so I was wondering if anyone is actually using it?

  • akshare

    AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库 (by akfamily)

  • InfluxDB

    Build time-series-based applications quickly and at scale.. InfluxDB is the Time Series Data Platform where developers build real-time applications for analytics, IoT and cloud-native services in less time with less code.

  • alpha_vantage

    A python wrapper for Alpha Vantage API for financial data.

    Project mention: alpha_vantage: NEW Data - star count:3775.0 | reddit.com/r/algoprojects | 2022-11-26
  • tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3341.0 | reddit.com/r/algoprojects | 2022-10-15
  • mlfinlab

    MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

    Project mention: mlfinlab: open source library maintained by hudson and thames though much of the content has moved to a subscription model. Idea is to implement academic research in python code and aggregate it as a package. Sources from [Journal of financial data s | reddit.com/r/algoprojects | 2022-11-13
  • pandas-ta

    Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

    Project mention: API for indicators | reddit.com/r/algotrading | 2022-10-23

    I use https://github.com/twopirllc/pandas-ta found some indicators that are in the pandas_ta but not in the tulip library though tulip also has thing pandas doesn't have.

  • PyThalesians

    Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

    Project mention: Best Backtesting Libraries (Python) | reddit.com/r/mltraders | 2022-03-04

    finmarketpy – finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strategies using a simple to use API, which has pre-built templates for you to define backtest.

  • financial-machine-learning

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

    Project mention: financial-machine-learning: NEW Other Models - star count:2967.0 | reddit.com/r/algoprojects | 2022-11-19
  • quantstats

    Portfolio analytics for quants, written in Python

    Project mention: Excel (or other) summary stats for algo performance? | reddit.com/r/algotrading | 2022-08-28

    IMO can’t do better than QuantStats https://github.com/ranaroussi/quantstats

  • pandas-datareader

    Extract data from a wide range of Internet sources into a pandas DataFrame.

  • mplfinance

    Financial Markets Data Visualization using Matplotlib

    Project mention: Quantconnect Rant | reddit.com/r/algotrading | 2022-11-22

    use mplfinanceit uses madplotlib to do what you want

  • vectorbt

    Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

    Project mention: Is there any python libraries to backtest buy and sell signals with dates? | reddit.com/r/algotrading | 2022-06-14

    For exactly this I use this https://github.com/polakowo/vectorbt it’s really a powerful tool and you can tons of things with it. Recently the developer decided to maintain it but not adding new features, which from now on will be released on the pro version. However, the free version is still very valuable, incredibly fast and suitable for basic to intermediate tasks.

  • bulbea

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

    Project mention: Deep Learning IV: Bulbea: Deep Learning based Python Library. Deep Learning And Reinforcement Learning - star count:1682.0 | reddit.com/r/algoprojects | 2022-07-02
  • Riskfolio-Lib

    Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

    Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:1626.0 | reddit.com/r/algoprojects | 2022-11-15
  • FinanceDatabase

    This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

    Project mention: FinanceDatabase: NEW Derivatives and Hedging - star count:1308.0 | reddit.com/r/algoprojects | 2022-11-19
  • yahoo-finance

    Python module to get stock data from Yahoo! Finance

  • tda-api

    A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

    Project mention: Schwab API? | reddit.com/r/Schwab | 2022-11-14

    TDA requires you run a GUI and login manually so you can't automate it. That is terrible. I started with the code from https://github.com/alexgolec/tda-api.git

  • wallstreet

    Real time stock and option data.

    Project mention: wallstreet: NEW Derivatives and Hedging - star count:856.0 | reddit.com/r/algoprojects | 2022-09-26
  • Zigi

    Delete the most useless function ever: context switching.. Zigi monitors Jira and GitHub updates, pings you when PRs need approval and lets you take fast actions - all directly from Slack! Plus it reduces cycle time by up to 75%.

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 2022-11-29.

Python Finance related posts

Index

What are some of the best open-source Finance projects in Python? This list will help you:

Project Stars
1 vnpy 19,512
2 OpenBBTerminal 17,741
3 dash 17,688
4 zipline 15,593
5 awesome-quant 10,923
6 qlib 9,953
7 akshare 5,648
8 alpha_vantage 3,777
9 tf-quant-finance 3,410
10 mlfinlab 3,186
11 pandas-ta 3,076
12 PyThalesians 3,009
13 financial-machine-learning 2,991
14 quantstats 2,555
15 pandas-datareader 2,483
16 mplfinance 2,428
17 vectorbt 2,373
18 bulbea 1,729
19 Riskfolio-Lib 1,638
20 FinanceDatabase 1,321
21 yahoo-finance 1,168
22 tda-api 1,094
23 wallstreet 901
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