Alternatives and similar repositories for qstrader

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

• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆3,055Updated this week
• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,705Updated last week
• quantopian / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆3,953Updated last year
• ranaroussi / qtpylib
  QTPyLib, Pythonic Algorithmic Trading
  ☆2,235Updated 4 years ago
• gbeced / pyalgotrade
  Python Algorithmic Trading Library
  ☆4,612Updated last year
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,923Updated 3 months ago
• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,566Updated last week
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,381Updated 3 weeks ago
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,416Updated last year
• EliteQuant / EliteQuant
  A list of online resources for quantitative modeling, trading, portfolio management
  ☆3,569Updated last year
• quantopian / pyfolio
  Portfolio and risk analytics in Python
  ☆6,109Updated last year
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,791Updated last year
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,613Updated 2 months ago
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,724Updated 2 years ago
• peerchemist / finta
  Common financial technical indicators implemented in Pandas.
  ☆2,227Updated 3 years 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…
  ☆2,151Updated 3 years ago
• polakowo / vectorbt
  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
  ☆5,953Updated 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…
  ☆4,408Updated 2 years ago
• robertmartin8 / PyPortfolioOpt
  Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
  ☆5,219Updated 5 months ago
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,639Updated last year
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆2,696Updated 2 years ago
• jealous / stockstats
  Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
  ☆1,424Updated 5 months ago
• erdewit / ib_insync
  Python sync/async framework for Interactive Brokers API
  ☆3,136Updated last year
• quantopian / research_public
  Quantitative research and educational materials
  ☆2,682Updated 4 years ago
• blampe / IbPy
  Python API for the Interactive Brokers on-line trading system.
  ☆1,411Updated 8 years ago
• mcdallas / wallstreet
  Real time stock and option data.
  ☆1,579Updated last year
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,205Updated last year
• ranaroussi / quantstats
  Portfolio analytics for quants, written in Python
  ☆6,332Updated last month
• cuemacro / finmarketpy
  Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
  ☆3,664Updated 7 months ago
• BlackArbsCEO / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆1,847Updated 2 years ago