Open-source modular library for quant factor research and backtesting. Implement and share factors, run backtests, and contribute to an evolving collection of strategies for portfolio construction and analysis.
☆15Aug 30, 2025Updated last year
Alternatives and similar repositories for quant-factor-library
Users that are interested in quant-factor-library are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Open-source risk and pricing engine for portfolios and derivatives. Build Monte Carlo simulations, VaR/CVaR tools, and stochastic models,…☆18Dec 8, 2025Updated 10 months ago
- Open-source hub for cleaned, annotated, and well-documented financial datasets. Contributors can add new data, notebooks, and visualizati…☆23Sep 1, 2025Updated last year
- Illustration for the paper "GMM DCKE - Semi-Analytic Conditional Expectations"☆10Sep 15, 2025Updated last year
- An asynchronous, configurable Python scraper for aggregating job data from top firms☆14Oct 3, 2025Updated last year
- The Robust Risk Engine of the Quant Enthusiasts Community☆141May 3, 2026Updated 5 months ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Opening Bell Daily widgets for OpenBB Workspace☆12Jan 23, 2026Updated 9 months ago
- Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative resear…☆14Updated this week
- An upcoming Open Source Repository full of Open Source Quant Finance Books and Resources☆102Aug 10, 2025Updated last year
- Sniper Calls Bot is a state-of-the-art automated trading tool developed by Solana experts, specifically designed for meme coins. This bot…☆21Jan 31, 2025Updated last year
- ☆43Aug 24, 2025Updated last year
- ☆17Mar 16, 2024Updated 2 years ago
- Bloomberg Desktop API request/response data in pandas DataFrames for quantitative research☆20Updated this week
- Portfolio risk management via convex optimization — interchangeable risk models behind one abstract interface, solved directly with Clara…☆32Updated this week
- Portfolio and risk analytics in Python☆13Sep 17, 2026Updated last month
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- This is a custom project for WGU, the original project repo is https://github.com/udacity/nd0821-c2-build-model-workflow-starter☆14Feb 1, 2026Updated 8 months ago
- Markowitz portfolio construction on CVXPY — DPP-compliant builders that solve long sequences of related problems without recompiling as a…☆37Updated this week
- A swarm of LLM agents that will help you test, document, and productionize your code!☆20Oct 13, 2026Updated 2 weeks ago
- Workshops for the Central Bank of Chile☆15Nov 2, 2022Updated 3 years ago
- Numerical computing labs☆10Jun 23, 2015Updated 11 years ago
- ☆10Jul 7, 2026Updated 3 months ago
- The 10-line CTA: a trend-following strategy in ten lines of code, and four refinements measured in Sharpe ratio, kurtosis and trading cos…☆47Oct 20, 2026Updated last week
- 2nd place solution.☆28Oct 8, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- An introduction and guide to tudat-space.☆21Updated this week
- ☆27Oct 20, 2026Updated last week
- Matlab implementation of "Iterated Cumulative Sum of Squares for retrospective detection of changes of variance"☆11Aug 20, 2013Updated 13 years ago
- Pipeline that identifies and ranks S&P 500 companies by AI focus using OpenAI embeddings and market data.☆30Oct 27, 2025Updated last year
- Quick example of axum + async-stream☆13Jun 15, 2022Updated 4 years ago
- Kaggle Competition☆10Feb 24, 2017Updated 9 years ago
- ☆13Jul 7, 2022Updated 4 years ago
- Implementing a first hurdle for expected returns☆19Updated this week
- Contains all the Jupyter Notebooks used in our research☆15Mar 18, 2020Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Algorithm to detect bursts in the EEG of preterm infants (Python version of an existing Matlab program)☆12Feb 17, 2020Updated 6 years ago
- LEAN Polygon Data Source☆11Updated this week
- ☆10Dec 17, 2021Updated 4 years ago
- Optimal portfolio selection☆34Mar 5, 2017Updated 9 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Mar 15, 2016Updated 10 years ago
- A starter template for an elegant portfolio built with Next and Notion☆19Nov 26, 2023Updated 2 years ago
- Find similar repos to the one you have☆11Sep 2, 2026Updated last month