Python quantitative-finance

Open-source Python projects categorized as quantitative-finance Edit details

Top 23 Python quantitative-finance Projects

  • OpenBBTerminal

    Investment Research for Everyone, Anywhere.

    Project mention: Will OpenBB work well at my MacBook Air M1 laptop? | reddit.com/r/openBB | 2022-10-01
  • 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

  • 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 🚀.

  • 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: Double Ensemble Model | reddit.com/r/mltraders | 2022-04-19

    https://arxiv.org/abs/2010.01265 DoubleEnsemble is a model that ensembles a sample reweighing model and a feature selection model. It seems to perform quite well based off those benchmarks and on the Microsoft qlib benchmarks: https://github.com/microsoft/qlib/tree/main/examples/benchmarks

  • 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

    Project mention: quant-trading: NEW Derivatives and Hedging - star count:3351.0 | reddit.com/r/algoprojects | 2022-09-24
  • tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3277.0 | reddit.com/r/algoprojects | 2022-09-17
  • 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 | 2022-09-26
  • financial-machine-learning

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

    Project mention: financial-machine-learning: NEW Other Models - star count:2798.0 | reddit.com/r/algoprojects | 2022-08-27
  • SonarQube

    Static code analysis for 29 languages.. Your projects are multi-language. So is SonarQube analysis. Find Bugs, Vulnerabilities, Security Hotspots, and Code Smells so you can release quality code every time. Get started analyzing your projects today for free.

  • 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

  • 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.

  • zvt

    modular quant framework.

    Project mention: Algo trading in matlab / C++ | reddit.com/r/algotrading | 2022-06-09
  • qtpylib

    QTPyLib, Pythonic Algorithmic Trading

  • 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:1479.0 | reddit.com/r/algoprojects | 2022-09-24
  • robin_stocks

    This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at

    Project mention: robin_stocks: NEW Derivatives and Hedging - star count:1312.0 | reddit.com/r/algoprojects | 2022-07-23
  • MachineLearningStocks

    Using python and scikit-learn to make stock predictions

    Project mention: Scikit-learn Stock Prediction: using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading results. Not actively mainained Other Models - star count:1250.0 | reddit.com/r/algoprojects | 2022-07-30
  • Empyrial

    AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理

  • OptimalPortfolio

    An open source library for portfolio optimisation

    Project mention: Distribution Characteristic Optimisation: Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account. Portfolio Selection and Optimisation - star count:286.0 | reddit.com/r/algoprojects | 2022-06-18
  • stock-bot

    An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.

  • Quantsbin

    Quantitative Finance tools

    Project mention: Quantsbin: NEW Derivatives and Hedging - star count:235.0 | reddit.com/r/algoprojects | 2022-09-17
  • lumibot

    Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

    Project mention: lumibot: NEW Derivatives and Hedging - star count:257.0 | reddit.com/r/algoprojects | 2022-10-01
  • okama

    Investment portfolio and stocks analyzing tools for Python with free historical data

    Project mention: Sunday Daily Thread: What's everyone working on this week? | reddit.com/r/Python | 2022-02-13

    Contributing to an interesting project which allows quite a great functionality to create and observe your investment portfolio https://github.com/mbk-dev/okama

  • huba-v1

    Pairs Trading using Statistical Arbitrage

    Project mention: Has anyone made a successful arbitrage bot? | reddit.com/r/algotrading | 2022-07-16
  • Beibo

    🤖 Predict the stock market with AI 用AI预测股票市场

    Project mention: The Oracle, an open-source Python library to predict the stock market with AI 🤖 | reddit.com/r/quantfinance | 2021-12-29

    What's with the Chinese text in the "About" section at https://github.com/ssantoshp/Beibo ?

  • 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.

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 2022-10-01.

Python quantitative-finance related posts

Index

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

Project Stars
1 OpenBBTerminal 16,638
2 awesome-quant 10,547
3 qlib 9,627
4 quant-trading 3,376
5 tf-quant-finance 3,318
6 mlfinlab 3,125
7 financial-machine-learning 2,870
8 quantstats 2,407
9 vectorbt 2,249
10 zvt 2,175
11 qtpylib 1,728
12 bulbea 1,688
13 Riskfolio-Lib 1,517
14 robin_stocks 1,331
15 MachineLearningStocks 1,293
16 Empyrial 600
17 OptimalPortfolio 297
18 stock-bot 281
19 Quantsbin 258
20 lumibot 257
21 okama 94
22 huba-v1 70
23 Beibo 49
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