smq/directoryAn evolving quant resource archive

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Quant finance github repositories

133 github repositories selected for learning quantitative finance. Highlighted picks come first. Showing 51–100; page 2 of 3.

  1. FinNLP

    AI4Finance-Foundation

    alternative data · data engineering · financial text · natural language processing · python

  2. FinQuant

    fmilthaler

    asset allocation · portfolio analysis · portfolio optimisation · python

  3. FinRL

    AI4Finance-Foundation

    algorithmic trading · financial machine learning · portfolio construction · python · reinforcement learning

  4. FinRL-Meta

    AI4Finance-Foundation

    financial data · market simulation · python · reinforcement learning · trading environments

  5. FinRobot

    AI4Finance-Foundation

    ai agents · financial analysis · investment research · large language models · python

  6. fredapi

    mortada

    alfred · data vintages · economic data · fred · macroeconomics · python

  7. Free Programming Books

    EbookFoundation

    books · programming · python

  8. freqtrade

    freqtrade

    algorithmic trading · backtesting · cryptocurrency · parameter optimisation · python

  9. hftbacktest

    nkaz001

    backtesting · high frequency trading · latency · market making · order books · python

  10. hummingbot

    hummingbot

    algorithmic trading · cryptocurrency · exchange integration · market making · python

  11. lets_be_rational

    vollib

    c++ · implied volatility · numerical methods · options pricing · python

  12. Machine Learning for Trading

    Stefan Jansen

    algorithmic trading · book companion · feature engineering · financial machine learning · python · research notebooks

  13. Machine Learning in Finance — Companion Code

    mfrdixon

    book companion · education · financial machine learning · python · research notebooks

  14. MarketData.jl

    JuliaQuant

    julia · market data · time series

  15. MarketTechnicals.jl

    JuliaQuant

    julia · technical analysis · technical indicators · time series

  16. Microsoft Qlib

    microsoft

    backtesting · factor research · feature engineering · financial machine learning · python · quant research

  17. MlFinLab — Commercial Product and Issue Tracker

    hudson-and-thames

    backtest overfitting · commercial software · feature engineering · financial machine learning · issue tracker · python

  18. mlfinpy

    baobach

    backtesting · data labelling · feature engineering · financial machine learning · python

  19. NautilusTrader

    nautechsystems

    algorithmic trading · backtesting · event driven trading · order execution · python · rust

  20. neuralforecast

    Nixtla

    deep learning · forecasting · neural networks · python · time series

  21. Open Source Risk Engine

    OpenSourceRisk

    c++ · counterparty risk · derivatives pricing · monte carlo · portfolio risk · xva

  22. OpenBB

    openbq-org

    financial data · fundamental analysis · investment research · macroeconomics · market data · python

  23. OpenGamma Strata

    OpenGamma

    derivatives pricing · financial analytics · fixed income · java · market risk

  24. optlib

    dbrojas

    black scholes · implied volatility · options pricing · python

  25. OrderBook

    dyn4mik3

    market microstructure · matching engine · order books · python

  26. pandas-datareader

    pydata

    data engineering · economic data · financial data · pandas · python

  27. PerformanceAnalytics

    braverock

    performance analysis · portfolio analysis · r · risk metrics

  28. PGPortfolio

    ZhengyaoJiang

    deep learning · portfolio construction · python · reinforcement learning · research replication

  29. polars_ta

    wukan1986

    dataframes · polars · python · technical analysis · technical indicators

  30. PortfolioAnalytics

    braverock

    asset allocation · portfolio optimisation · r · risk management

  31. py_vollib

    vollib

    black scholes · greeks · implied volatility · options pricing · python

  32. py4fi

    yhilpisch

    book companion · education · financial data · financial modelling · python

  33. pyalgotrade

    gbeced

    algorithmic trading · archived · backtesting · event driven trading · python

  34. pyfolio

    quantopian

    legacy · performance analysis · portfolio analysis · python · risk analytics

  35. pyfolio-reloaded

    stefan-jansen

    performance analysis · portfolio analysis · python · risk analytics · tear sheets

  36. PyPortfolioOpt

    PyPortfolio

    black litterman · hierarchical risk parity · mean variance optimisation · portfolio optimisation · python

  37. pysystemtrade

    pst-group

    backtesting · futures · interactive brokers · portfolio construction · python · systematic trading

  38. pysystemtrade_examples

    robcarver17

    education · futures · legacy · python · systematic trading · trading strategies

  39. PythonMatchingEngine

    Surbeivol

    high frequency trading · market simulation · matching engine · order books · python

  40. qstrader

    mhallsmoore

    backtesting · event driven trading · portfolio construction · python · trading strategies

  41. qtpylib

    ranaroussi

    algorithmic trading · archived · broker integration · interactive brokers · python

  42. Quant Developers Resources

    cybergeekgyan

    interview preparation · quant careers · quant development · quant research · resource list

  43. Quant Research

    Letianzj

    Machine Learning · Quant · Quant Research · Quantitative analysis · backtesting · strategies

  44. QuantConnect LEAN

    QuantConnect

    algorithmic trading · backtesting · c# · event driven trading · multi asset · python

  45. QuantEcon.py

    QuantEcon

    dynamic programming · econometrics · numerical methods · python · quantitative economics

  46. Quantitative Economics with Python — Lectures

    QuantEcon

    econometrics · education · numerical methods · python · quantitative economics

  47. QuantLib

    lballabio

    c++ · derivatives pricing · fixed income · interest rate models · monte carlo · yield curves

  48. QuantLib.jl

    JuliaQuant

    derivatives pricing · financial modelling · julia · quantlib

  49. quantmod

    joshuaulrich

    financial modelling · market data · r · technical analysis

  50. quantstats

    ranaroussi

    drawdowns · performance analysis · python · risk metrics · tear sheets