ranaroussi / qtpylib

Related projects: ⓘ

• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,181Updated 2 weeks ago
• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆2,579Updated 3 months ago
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,651Updated 4 months ago
• mhallsmoore / qstrader
  QuantStart.com - QSTrader backtesting simulation engine.
  ☆2,893Updated 2 months ago
• peerchemist / finta
  Common financial technical indicators implemented in Pandas.
  ☆2,110Updated 2 years ago
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆1,938Updated 2 weeks ago
• polakowo / vectorbt
  Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
  ☆4,217Updated this week
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,525Updated last year
• ranaroussi / quantstats
  Portfolio analytics for quants, written in Python
  ☆4,762Updated 2 months ago
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,510Updated last year
• EliteQuant / EliteQuant
  A list of online resources for quantitative modeling, trading, portfolio management
  ☆2,910Updated 3 months ago
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,274Updated last month
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,385Updated 10 months ago
• mcdallas / wallstreet
  Real time stock and option data.
  ☆1,317Updated 2 months ago
• hudson-and-thames / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆3,923Updated 11 months ago
• jealous / stockstats
  Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
  ☆1,280Updated 8 months ago
• quantopian / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆3,269Updated 7 months ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆975Updated 2 months ago
• kernc / backtesting.py
  Backtest trading strategies in Python.
  ☆5,330Updated last month
• 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…
  ☆1,910Updated 2 years ago
• letianzj / QuantResearch
  Quantitative analysis, strategies and backtests
  ☆1,918Updated last year
• gbeced / pyalgotrade
  Python Algorithmic Trading Library
  ☆4,391Updated 10 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]
  ☆1,696Updated last year
• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,110Updated this week
• Yvictor / TradingGym
  Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
  ☆1,546Updated 7 months ago
• constverum / Quantdom
  Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]
  ☆709Updated 2 years ago
• twopirllc / pandas-ta
  Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators
  ☆5,214Updated 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…
  ☆2,084Updated last week
• ematvey / pybacktest
  Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
  ☆801Updated 2 years ago
• erdewit / ib_insync
  Python sync/async framework for Interactive Brokers API
  ☆2,803Updated 6 months ago