Alternatives and similar repositories for qstrader

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

• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,668Updated this week
• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆2,996Updated 3 weeks ago
• quantopian / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆3,871Updated last year
• ranaroussi / qtpylib
  QTPyLib, Pythonic Algorithmic Trading
  ☆2,224Updated 3 years ago
• gbeced / pyalgotrade
  Python Algorithmic Trading Library
  ☆4,600Updated last year
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,906Updated last month
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,317Updated this week
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,406Updated last year
• EliteQuant / EliteQuant
  A list of online resources for quantitative modeling, trading, portfolio management
  ☆3,532Updated last year
• 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…
  ☆2,123Updated 3 years ago
• peerchemist / finta
  Common financial technical indicators implemented in Pandas.
  ☆2,212Updated 3 years ago
• quantopian / pyfolio
  Portfolio and risk analytics in Python
  ☆6,055Updated last year
• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,523Updated last week
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,718Updated last year
• ranaroussi / quantstats
  Portfolio analytics for quants, written in Python
  ☆6,159Updated last week
• polakowo / vectorbt
  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
  ☆5,754Updated 3 weeks ago
• BlackArbsCEO / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆1,833Updated 2 years ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,749Updated 10 months ago
• mcdallas / wallstreet
  Real time stock and option data.
  ☆1,561Updated last year
• hudson-and-thames / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆4,356Updated last year
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆2,660Updated 2 years ago
• blampe / IbPy
  Python API for the Interactive Brokers on-line trading system.
  ☆1,405Updated 8 years ago
• robertmartin8 / PyPortfolioOpt
  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
  ☆5,137Updated 3 months ago
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,548Updated last month
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,618Updated last year
• quantopian / research_public
  Quantitative research and educational materials
  ☆2,651Updated 4 years ago
• jealous / stockstats
  Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
  ☆1,403Updated 3 months ago
• mhallsmoore / qsforex
  QuantStart Forex Backtesting and Live Trading
  ☆819Updated 3 years ago
• erdewit / ib_insync
  Python sync/async framework for Interactive Brokers API
  ☆3,110Updated last year
• cuemacro / finmarketpy
  Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
  ☆3,644Updated 6 months ago