Top 8 quantitative-analysis Open-Source Projects

• quantstats

  9 4,332 4.8 Python

  Portfolio analytics for quants, written in Python

• vectorbt

  5 3,800 6.2 Python

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

• 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.

  

• ArcticDB

  4 1,123 9.8 C++

  ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.

  

Project mention: Speed Test - ArcticDB, HDF, Feather, Parquet | /r/algotrading | 2023-11-21

ArcticDB is a new data store for pandas DataFrames (https://arcticdb.io/). I have no affiliation with the project but wanted to see how it would compare on speed versus the other file format storage options available in Pandas: HDF, Feather, and Parquet. I could not find much on-line about how Arctic compares to the other options in terms of speed, so I ran some tests myself.

• Empyrial

  7 872 8.1 Python

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

• bibliometrix

  1 469 8.3 R

  An R-tool for comprehensive science mapping analysis. A package for quantitative research in scientometrics and bibliometrics.

• jupyter-quant

  1 50 9.3 Dockerfile

  A dockerized Jupyter quant research environment.

Project mention: How to test optimal parameters | /r/algotrading | 2023-12-09

I have put together a quant research jupyter container, it includes these packages and more. The idea is to have full research/back test environment ready to use.

• dMLTresearch

  2 31 2.0 Python

  Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.

• SaaSHub

  www.saashub.com featured

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

  

• dataset-uta4-dicom

  1 16 3.2 CSS

  [AVI 2020] UTA4: Medical Imaging DICOM files dataset.

  

quantitative-analysis related posts

• Quantstats issue with Google Colab

  1 project | /r/quant | 22 Mar 2023

• I’ve been trading for 3yr on and off I need a good mentor to learn under or a strategy you guys have any suggestions or tips

  1 project | /r/Forex | 17 Nov 2022

• Excel (or other) summary stats for algo performance?

  1 project | /r/algotrading | 28 Aug 2022

• QuantStats: Portfolio Analytics for Quants

  1 project | news.ycombinator.com | 9 Feb 2022

• Backtesting Results

  1 project | /r/algotrading | 6 Dec 2021

• Python: which are good modules for strategy evaluation?

  1 project | /r/algotrading | 28 Nov 2021

• What was the final straw that got you into trading forex?

  1 project | /r/Forex | 20 Sep 2021
• A note from our sponsor - InfluxDB
  www.influxdata.com | 16 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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