Top 23 Quant Open-Source Projects

• vnpy

  1 23,448 8.2 Python

  基于Python的开源量化交易平台开发框架

• zipline

  14 17,072 0.0 Python

  Zipline, a Pythonic Algorithmic Trading Library

  

Project mention: Ask HN: How to Get into Quantitative Trading? | news.ycombinator.com | 2024-01-26

• 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.

  

• awesome-quant

  18 16,056 8.8 Python

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

Project mention: RustQuant: A Library for Quantitative Finance | news.ycombinator.com | 2024-02-01

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.

• qlib

  53 14,195 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

• akshare

  0 8,397 9.8 Python

  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)

  

• QUANTAXIS

  2 7,915 0.0 Python

  QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

  

• financial-machine-learning

  111 5,540 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

• SaaSHub

  www.saashub.com featured

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• quant-trading

  147 5,171 0.0 Python

  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:4620.0 | /r/algoprojects | 2023-10-28

• quantstats

  9 4,293 4.8 Python

  Portfolio analytics for quants, written in Python

• wondertrader

  88 3,423 8.9 C++

  WonderTrader——量化研发交易一站式框架

Project mention: wondertrader: NEW Extended Research - star count:2767.0 | /r/algoprojects | 2023-10-24

• zvt

  1 2,990 6.0 Python

  modular quant framework.

  

• awesome-systematic-trading

  1 2,936 5.3 Python

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

  

Project mention: Ask HN: How to Get into Quantitative Trading? | news.ycombinator.com | 2024-01-26

• awesome-ai-in-finance

  101 2,871 5.2

  🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

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

• 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

• machine-learning-asset-management

  1 1,627 4.7 Jupyter Notebook

  Machine Learning in Asset Management (by @firmai)

• awesome-systematic-trading

  94 1,636 7.4 HTML

  A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资 (by wangzhe3224)

Project mention: awesome-systematic-trading: NEW Extended Research - star count:1040.0 | /r/algoprojects | 2023-08-28

• fooltrader

  1 1,124 0.0 Python

  quant framework for stock

• Empyrial

  7 869 8.1 Python

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

• wtpy

  14 728 7.8 Python

  wtpy是基于wondertrader为底层的针对python的子框架

• howtrader

  1 633 6.3 Python

  Howtrader: A crypto quant framework for developing, backtesting, and executing your own trading strategies. Seamlessly integrates with TradingView and other third-party signals. Simply send a post request to automate trading and order placement. Supports Binance and Okex exchanges.

• barter-rs

  12 614 3.1 Rust

  Open-source Rust framework for building event-driven live-trading & backtesting systems

  

• qf-lib

  5 467 7.3 Python

  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.

  

• 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

  

• SaaSHub

  www.saashub.com featured

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

  

Quant related posts

• Ask HN: How to Get into Quantitative Trading?

  5 projects | news.ycombinator.com | 26 Jan 2024

• financial-machine-learning: NEW Other Models - star count:5115.0

  1 project | /r/algoprojects | 10 Dec 2023

• QLNet: NEW Derivatives and Hedging - star count:355.0

  1 project | /r/algoprojects | 10 Dec 2023

• Open source backtesting software

  4 projects | /r/quant | 5 Dec 2023

• financial-machine-learning: NEW Other Models - star count:4862.0

  1 project | /r/algoprojects | 28 Oct 2023

• financial-machine-learning: NEW Other Models - star count:4862.0

  1 project | /r/algoprojects | 26 Oct 2023

• financial-machine-learning: NEW Other Models - star count:4862.0

  1 project | /r/algoprojects | 24 Oct 2023
• A note from our sponsor - InfluxDB
  www.influxdata.com | 5 May 2024

  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. Learn more →

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