Alternatives and similar repositories for mplfinance

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

• polakowo / vectorbt
  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
  ☆6,091Updated 2 months ago
• ranaroussi / quantstats
  Portfolio analytics for quants, written in Python
  ☆6,425Updated this week
• kernc / backtesting.py
  🔎 📈 🐍 💰 Backtest trading strategies in Python.
  ☆7,470Updated 3 weeks ago
• peerchemist / finta
  Common financial technical indicators implemented in Pandas.
  ☆2,231Updated 3 years ago
• TA-Lib / ta-lib-python
  Python wrapper for TA-Lib (http://ta-lib.org/).
  ☆11,443Updated 3 weeks ago
• quantopian / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆3,990Updated last year
• bukosabino / ta
  Technical Analysis Library using Pandas and Numpy
  ☆4,814Updated last year
• jealous / stockstats
  Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
  ☆1,432Updated last week
• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,734Updated last week
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,731Updated 2 years ago
• highfestiva / finplot
  Performant and effortless finance plotting for Python
  ☆1,086Updated last month
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,652Updated 3 months ago
• quantopian / pyfolio
  Portfolio and risk analytics in Python
  ☆6,132Updated last year
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,408Updated 3 weeks ago
• ranaroussi / qtpylib
  QTPyLib, Pythonic Algorithmic Trading
  ☆2,242Updated 4 years ago
• mhallsmoore / qstrader
  QuantStart.com - QSTrader backtesting simulation engine.
  ☆3,240Updated last year
• gbeced / pyalgotrade
  Python Algorithmic Trading Library
  ☆4,620Updated 2 years ago
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,425Updated last year
• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆3,094Updated last week
• edtechre / pybroker
  Algorithmic Trading in Python with Machine Learning
  ☆2,888Updated last month
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,939Updated 3 weeks ago
• louisnw01 / lightweight-charts-python
  Python framework for TradingView's Lightweight Charts JavaScript library.
  ☆1,813Updated last year
• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,587Updated last week
• PyPortfolio / PyPortfolioOpt
  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
  ☆5,297Updated this week
• TA-Lib / ta-lib
  TA-Lib (Core C Library)
  ☆1,336Updated last month
• hudson-and-thames / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆4,433Updated 2 years ago
• erdewit / ib_insync
  Python sync/async framework for Interactive Brokers API
  ☆3,146Updated last year
• pydata / pandas-datareader
  Extract data from a wide range of Internet sources into a pandas DataFrame.
  ☆3,114Updated 7 months ago
• rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy
  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…
  ☆2,165Updated 3 years ago
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆2,724Updated 2 years ago