Alternatives and similar repositories for ArcticDB

Users that are interested in ArcticDB are comparing it to the libraries listed below

• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,523Updated last week
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,317Updated last week
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,557Updated last month
• domokane / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆2,528Updated this week
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆528Updated last week
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,749Updated 10 months ago
• rsheftel / pandas_market_calendars
  Exchange calendars to use with pandas for trading applications
  ☆905Updated last week
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,718Updated 2 years ago
• 0xfdf / toraniko
  A multi-factor equity risk model for quantitative trading.
  ☆794Updated last year
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,906Updated 2 months ago
• AsyncAlgoTrading / aat
  Asynchronous, event-driven algorithmic trading in Python and C++
  ☆743Updated last week
• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,668Updated last week
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,406Updated last year
• santoshlite / EigenLedger
  An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
  ☆1,022Updated 3 weeks ago
• skfolio / skfolio
  Python library for portfolio optimization built on top of scikit-learn
  ☆1,643Updated last week
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆2,666Updated 2 years ago
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆725Updated this week
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,130Updated 3 weeks ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,180Updated last year
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆540Updated last week
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆739Updated 5 months ago
• highfestiva / finplot
  Performant and effortless finance plotting for Python
  ☆1,064Updated 3 months ago
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆472Updated last week
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,618Updated last year
• ib-api-reloaded / ib_async
  Python sync/async framework for Interactive Brokers API (replaces ib_insync)
  ☆992Updated 2 months ago
• nkaz001 / hftbacktest
  Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…
  ☆3,001Updated last week
• Nasdaq / data-link-python
  A Python library for Nasdaq Data Link's RESTful API
  ☆562Updated 2 years ago
• Point72 / csp
  csp is a high performance reactive stream processing library, written in C++ and Python
  ☆355Updated last week
• ranaroussi / qtpylib
  QTPyLib, Pythonic Algorithmic Trading
  ☆2,224Updated 3 years ago
• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆3,009Updated 3 weeks ago