lballabio / QuantLib
The QuantLib C++ library
☆5,228Updated this week
Related projects: ⓘ
- QuantStart.com - QSTrader backtesting simulation engine.☆2,895Updated 2 months ago
- A list of online resources for quantitative modeling, trading, portfolio management☆2,910Updated 3 months ago
- Performance analysis of predictive (alpha) stock factors☆3,269Updated 7 months ago
- Python Algorithmic Trading Library☆4,391Updated 10 months ago
- Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Str…☆5,704Updated 5 months ago
- Python Backtesting library for trading strategies☆14,029Updated last month
- Portfolio and risk analytics in Python☆5,624Updated 8 months ago
- Portfolio analytics for quants, written in Python☆4,762Updated 2 months ago
- Systematic Trading in python☆2,579Updated 3 months ago
- bt - flexible backtesting for Python☆2,181Updated 2 weeks ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆17,629Updated this week
- Python wrapper for TA-Lib (http://ta-lib.org/).☆9,490Updated this week
- High-performance TensorFlow library for quantitative finance.☆4,484Updated 4 months ago
- ffn - a financial function library for Python☆1,938Updated 2 weeks ago
- Zipline, a Pythonic Algorithmic Trading Library☆17,518Updated 7 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆3,927Updated 11 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,138Updated 2 years ago
- Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.☆4,217Updated last week
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,084Updated last week
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,653Updated 4 months ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆2,962Updated last month
- Backtest trading strategies in Python.☆5,334Updated last month
- Zipline, a Pythonic Algorithmic Trading Library☆1,114Updated this week
- Open Source Risk Engine☆485Updated last month
- Quantitative analysis, strategies and backtests☆1,918Updated last year
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆2,661Updated last year
- Real time stock and option data.☆1,317Updated 2 months ago
- Financial Markets Data Visualization using Matplotlib☆3,588Updated last month
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆4,414Updated 2 months ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆1,943Updated last week