Python quantitative-finance

Open-source Python projects categorized as quantitative-finance
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Topics: #Finance #Python #algorithmic-trading #Machine Learning #trading-strategies
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Top 23 Python quantitative-finance Projects

  • OpenBBTerminal

    Investment Research for Everyone, Everywhere.

    Project mention: Want to get started using the OpenBB SDK? Explore an example notebooks! | /r/openBB | 2023-06-06

    Load Historical Prices

  • awesome-quant

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

    Project mention: Open Source Projects | /r/quant | 2023-05-15

    This is a good list https://github.com/wilsonfreitas/awesome-quant

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  • qlib

    Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

    Project mention: qlib: NEW Other Models - star count:12388.0 | /r/algoprojects | 2023-09-23

  • financial-machine-learning

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

    Project mention: financial-machine-learning: NEW Other Models - star count:3893.0 | /r/algoprojects | 2023-09-01

  • 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:4455.0 | /r/algoprojects | 2023-09-22

  • tf-quant-finance

    High-performance TensorFlow library for quantitative finance.

    Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3911.0 | /r/algoprojects | 2023-06-10

  • 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 | /r/algoprojects | 2022-11-13

  • 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.

  • quantstats

    Portfolio analytics for quants, written in Python

    Project mention: Quantstats issue with Google Colab | /r/quant | 2023-03-22

  • vectorbt

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

  • zvt

    modular quant framework.

  • 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:1798.0 | /r/algoprojects | 2023-04-01

  • 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:1520.0 | /r/algoprojects | 2023-08-28

  • 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 sudden access failure | /r/learnpython | 2023-02-23

  • awesome-systematic-trading

    A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

    Project mention: awesome-systematic-trading: NEW Alternative Finance - star count:1249.0 | /r/algoprojects | 2023-09-19

  • pybroker

    Algorithmic Trading in Python with Machine Learning

    Project mention: pybroker: NEW Other Models - star count:1153.0 | /r/algoprojects | 2023-07-23

  • Empyrial

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

  • AutoTrader

    A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

    Project mention: Looking for open source Python code for deep learning model to optimize portfolio | /r/algotrading | 2022-12-22

  • stock

    stock股票.获取股票数据,计算股票指标,识别股票形态,内置选股策略,股票验证回测,股票自动交易,支持PC及移动设备。

    Project mention: InStock: NEW Data - star count:119.0 | /r/algoprojects | 2023-05-27

  • lumibot

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

    Project mention: lumibot: NEW Derivatives and Hedging - star count:319.0 | /r/algoprojects | 2023-02-12

  • Quantsbin

    Quantitative Finance tools

    Project mention: Quantsbin: NEW Derivatives and Hedging - star count:402.0 | /r/algoprojects | 2023-09-02

  • qf-lib

    Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

    Project mention: qf-lib: NEW Data - star count:227.0 | /r/algoprojects | 2022-10-08

  • Q-Fin

    A Python library for mathematical finance

    Project mention: Q-Fin: NEW Extended Research - star count:276.0 | /r/algoprojects | 2023-04-15

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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 2023-09-23.

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 24,346
2 awesome-quant 13,720
3 qlib 12,452
4 financial-machine-learning 4,646
5 quant-trading 4,469
6 tf-quant-finance 4,018
7 mlfinlab 3,551
8 quantstats 3,475
9 vectorbt 3,143
10 zvt 2,672
11 qtpylib 2,033
12 bulbea 1,849
13 MachineLearningStocks 1,535
14 robin_stocks 1,523
15 awesome-systematic-trading 1,304
16 pybroker 1,271
17 Empyrial 775
18 AutoTrader 690
19 stock 522
20 lumibot 445
21 Quantsbin 410
22 qf-lib 370
23 Q-Fin 339

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