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Quant finance github repositories

133 github repositories selected for learning quantitative finance. Highlighted picks come first. Showing 101–133; page 3 of 3.

101. quantstrat

     braverock

     algorithmic trading · backtesting · r · trading strategies

102. quickfix

     quickfix

     c++ · fix protocol · order execution · trading infrastructure

103. quickfixj

     quickfix-j

     fix protocol · java · order execution · trading infrastructure

104. rateslib

     attack68

     commercial licence · fixed income · interest rate swaps · python · risk sensitivities · source available

105. research_public

     quantopian

     education · factor investing · legacy · python · quant research · research notebooks

106. Riskfolio-Lib

     dcajasn

     asset allocation · portfolio optimisation · python · risk management · risk parity

107. rqalpha

     ricequant

     algorithmic trading · backtesting · chinese markets · event driven trading · python

108. rquantlib

     eddelbuettel

     derivatives pricing · fixed income · quantlib · r

109. sec-edgar

     sec-edgar

     edgar · financial statements · fundamental analysis · python · sec filings

110. SGX Order Book Trading Research

     rorysroes

     high frequency trading · market microstructure · order books · python · research notebooks · tick data

111. skfolio

     skfolio

     asset allocation · cross validation · machine learning · portfolio optimisation · python

112. sktime

     sktime

     forecasting · machine learning · model validation · python · time series

113. statsforecast

     Nixtla

     econometrics · forecasting · python · statistical modelling · time series

114. statsmodels

     statsmodels

     cointegration · econometrics · python · regression · statistical modelling · time series

115. StockSharp

     StockSharp

     algorithmic trading · backtesting · broker integration · c# · multi asset

116. ta

     bukosabino

     pandas · python · technical analysis · technical indicators

117. ta-lib-python

     TA-Lib

     pattern recognition · python · technical analysis · technical indicators

118. Temporal.jl

     JTAmos

     data engineering · data structures · julia · time series

119. TensorFlow Quant Finance

     google

     derivatives pricing · mathematical finance · python · stochastic modelling · tensorflow

120. tidyquant

     business-science

     financial analysis · market data · r · tidyverse

121. TimeSeries.jl

     JuliaStats

     data engineering · data structures · julia · time series

122. timetk

     business-science

     data visualisation · data wrangling · r · tidyverse · time series

123. TradeMaster

     TradeMaster-NTU

     algorithmic trading · market simulation · python · reinforcement learning · research platform

124. trading_calendars

     quantopian

     exchange holidays · legacy · market sessions · python · trading calendars

125. tushare

     waditu

     chinese markets · equities · financial data · fundamental analysis · python

126. Universal Portfolios

     Marigold

     online portfolio selection · portfolio optimisation · python · trading strategies

127. vectorbt

     polakowo

     backtesting · parameter optimisation · performance analysis · python · vectorised backtesting

128. VeighNa (vn.py)

     vnpy

     algorithmic trading · broker integration · chinese markets · futures · python

129. VisualHFT

     visualHFT

     c# · data visualisation · execution analytics · liquidity · market microstructure · order books

130. volatility-trading

     jasonstrimpel

     book companion · python · risk analytics · volatility · volatility estimators

131. yahooquery

     dpguthrie

     fundamental analysis · market data · python · unofficial api · yahoo finance

132. yfinance

     ranaroussi

     equities · market data · python · unofficial api · yahoo finance

133. zipline-reloaded

     stefan-jansen

     backtesting · equities · event driven trading · factor investing · python