Top 23 Investment Open-Source Projects

• OpenBBTerminal

  211 26,055 9.8 Python

  Investment Research for Everyone, Everywhere.

  

Project mention: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | /r/Python | 2023-12-06

You 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 :-)

• vnpy

  1 23,448 8.2 Python

  基于Python的开源量化交易平台开发框架

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• qlib

  53 14,161 6.6 Python

  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: Open-source AI-oriented quantitative investment platform | news.ycombinator.com | 2023-11-03

• machine-learning-for-trading

  224 11,845 1.1 Jupyter Notebook

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

Project mention: Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0 | /r/algoprojects | 2023-11-20

• financial-machine-learning

  111 5,533 9.4 Python

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

Project mention: financial-machine-learning: NEW Other Models - star count:5115.0 | /r/algoprojects | 2023-12-10

• backtesting.py

  25 4,825 0.0 Python

  :mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

Project mention: Python developers -- what broker and api do you use? | /r/algotrading | 2023-06-08

We chose backtesting.py for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.

• PyPortfolioOpt

  155 4,135 5.7 Jupyter Notebook

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

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

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

• Riskfolio-Lib

  193 2,691 7.4 C++

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Project mention: Riskfolio-Lib: NEW Portfolio Selection and Optimisation - star count:2361.0 | /r/algoprojects | 2023-11-14

• blankly

  8 1,973 4.7 Python

  🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.

  

• FinancePy

  97 1,911 8.6 Jupyter Notebook

  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Project mention: FinancePy: NEW Derivatives and Hedging - star count:1675.0 | /r/algoprojects | 2023-11-10

• SGX-Full-OrderBook-Tick-Data-Trading-Strategy

  35 1,749 0.0 Jupyter Notebook

  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Project mention: HFT: High frequency trading. Extended Research - star count:1469.0 | /r/algoprojects | 2023-07-08

• surpriver

  38 1,672 0.0 Python

  Find big moving stocks before they move using machine learning and anomaly detection

Project mention: surpriver: Machine learning algo to detect anomaly in equities data. Uses sklearn [IsolationForest](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.IsolationForest.html) model and price/volume based technical signals as features us | /r/algoprojects | 2023-07-08

• pybroker

  45 1,602 9.0 Python

  Algorithmic Trading in Python with Machine Learning

Project mention: pybroker: NEW Other Models - star count:1362.0 | /r/algoprojects | 2023-12-09

• Empyrial

  7 864 8.1 Python

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

• invest-alchemy

  1 673 5.2 Python

  Invest Alchemy is a trading assistant focused on ETF portfolios.

  

• Tai

  54 448 0.0 Elixir

  A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

  

• DCF

  1 349 4.4 Python

  Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

• awesome-oss-investors

  9 306 1.4

  Awesome list of VCs investing in commercial open-source startups 💸

  

• investbook

  15 230 8.1 Java

  Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

  

Project mention: investbook: NEW Derivatives and Hedging - star count:215.0 | /r/algoprojects | 2023-11-06

• inverno

  2 212 2.6 CSS

  An easy-to-use investment portfolio tracker

• mstables

  8 172 0.0 Jupyter Notebook

  MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyter notebook for examples)

• valinvest

  1 149 0.0 Python

  A value investing tool based on Warren Buffett, Joseph Piotroski and Benjamin Graham thoughts

• finam-export

  3 99 0.0 Python

  Python client library to download historical data from finam.ru

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

Investment related posts

• Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool

  1 project | /r/Python | 6 Dec 2023

• Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0

  1 project | /r/algoprojects | 20 Nov 2023

• Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0

  1 project | /r/algoprojects | 19 Nov 2023

• Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0

  1 project | /r/algoprojects | 17 Nov 2023

• Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0

  1 project | /r/algoprojects | 17 Nov 2023

• Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0

  1 project | /r/algoprojects | 17 Nov 2023

• How to backtest common strategy / filters in bulk?

  1 project | /r/algotrading | 15 Nov 2023
• A note from our sponsor - SaaSHub
  www.saashub.com | 2 May 2024

  SaaSHub helps you find the best software and product alternatives Learn more →

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