goldmansachs / gs-quant
Python toolkit for quantitative finance
☆7,887Updated last week
Alternatives and similar repositories for gs-quant:
Users that are interested in gs-quant are comparing it to the libraries listed below
- 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data☆2,204Updated 3 months ago
- High-performance TensorFlow library for quantitative finance.☆4,577Updated 3 weeks ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,164Updated last month
- A curated list of practical financial machine learning tools and applications.☆7,278Updated this week
- Source code for Algorithmic Trading with Python (2020) by Chris Conlan☆2,762Updated 3 years ago
- ☆5Updated 5 years ago
- Quantitative analysis, strategies and backtests☆2,137Updated last year
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,094Updated 2 weeks ago
- ffn - a financial function library for Python☆2,047Updated this week
- Python library for portfolio optimization built on top of scikit-learn☆1,267Updated this week
- A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing☆878Updated 2 weeks ago
- A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positio…☆2,029Updated last week
- Machine Learning in Finance: From Theory to Practice Book☆1,861Updated 4 years ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆511Updated 6 months ago
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆4,462Updated 2 months ago
- A program for financial portfolio management, analysis and optimisation.☆1,445Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆3,987Updated last year
- A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.☆4,164Updated 3 weeks ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,588Updated last month
- Systematic Trading in python☆2,669Updated this week
- A list of online resources for quantitative modeling, trading, portfolio management☆3,010Updated 5 months ago
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,543Updated last year
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆6,027Updated 7 months ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆18,355Updated this week
- This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.☆3,625Updated this week
- Portfolio analytics for quants, written in Python☆5,033Updated last month
- A multi-factor equity risk model for quantitative trading.☆613Updated 3 months ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,690Updated this week
- Transparent and Efficient Financial Analysis☆2,987Updated last week
- Backtest trading strategies in Python.☆5,595Updated 3 months ago