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Top 23 quantitative-finance Open-Source Projects
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awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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InfluxDB
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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.
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StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
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financial-machine-learning
A curated list of practical financial machine learning tools and applications.
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Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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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
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PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
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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.
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vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading. (by paperswithbacktest)
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awesome-ai-in-finance
🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.
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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
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Project mention: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | /r/Python | 2023-12-06You might want to suggest this as an extension to the OpenBB project - I imagine that could be of interest to them if there isn’t something like it built in already :-)
No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
Project mention: Open-source AI-oriented quantitative investment platform | news.ycombinator.com | 2023-11-03
One such excellent Python library is TA-Lib. (https://github.com/TA-Lib/ta-lib-python)
Project mention: StockSharp: NEW Derivatives and Hedging - star count:6089.0 | /r/algoprojects | 2023-11-10
Project mention: financial-machine-learning: NEW Other Models - star count:5115.0 | /r/algoprojects | 2023-12-10
Project mention: quant-trading: NEW Derivatives and Hedging - star count:4620.0 | /r/algoprojects | 2023-10-28
Project mention: tf-quant-finance: NEW Derivatives and Hedging - star count:3911.0 | /r/algoprojects | 2023-06-10
Project mention: PyPortfolioOpt: Financial portfolio optimisation, including classical efficient frontier and advanced methods. Portfolio Selection and Optimisation - star count:3788.0 | /r/algoprojects | 2023-10-24
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 | 2023-11-21
Project mention: awesome-ai-in-finance: curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. Other Models - star count:2499.0 | /r/algoprojects | 2023-12-09
Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14
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
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).
quantitative-finance related posts
- RustQuant: A Library for Quantitative Finance
- RustQuant: NEW Derivatives and Hedging - star count:485.0
- financial-machine-learning: NEW Other Models - star count:5115.0
- QLNet: NEW Derivatives and Hedging - star count:355.0
- awesome-ai-in-finance: curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. Other Models - star count:2499.0
- awesome-ai-in-finance: curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. Other Models - star count:2499.0
- awesome-ai-in-finance: curated list of books/online courses/papers on AI and finance. Topics include crypto trading strategies/ta/backter etc. Other Models - star count:2499.0
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A note from our sponsor - InfluxDB
www.influxdata.com | 25 Apr 2024
Index
What are some of the best open-source quantitative-finance projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | OpenBBTerminal | 26,002 |
| 2 | awesome-quant | 15,910 |
| 3 | qlib | 14,136 |
| 4 | ta-lib-python | 8,991 |
| 5 | StockSharp | 6,616 |
| 6 | financial-machine-learning | 5,522 |
| 7 | Financial-Models-Numerical-Methods | 5,250 |
| 8 | quant-trading | 5,171 |
| 9 | QuantLib | 4,810 |
| 10 | tf-quant-finance | 4,265 |
| 11 | quantstats | 4,264 |
| 12 | PyPortfolioOpt | 4,123 |
| 13 | mlfinlab | 3,771 |
| 14 | vectorbt | 3,734 |
| 15 | zvt | 2,981 |
| 16 | awesome-systematic-trading | 2,893 |
| 17 | awesome-ai-in-finance | 2,839 |
| 18 | Riskfolio-Lib | 2,682 |
| 19 | bulbea | 1,969 |
| 20 | MachineLearningStocks | 1,643 |
| 21 | machine-learning-asset-management | 1,627 |
| 22 | robin_stocks | 1,617 |
| 23 | pybroker | 1,592 |
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