/EliteQuant

A list of online resources for quantitative modeling, trading, portfolio management

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EliteQuant

A list of online resources for quantitative modeling, trading, portfolio management

Besides those in this list and in gitee list, there are lots of other valuable online resources. We are not trying to be exhaustive. Please feel free to contact us if you believe something is worth recommending. A general rule of thumb for open source projects is having already received 10 stars on github.

Quantitative Trading Platform

Trading System

Quantitative Library

  • Quantlib -- famous c++ library for quantitative finance; tranlated into other langugages via Swig

  • TA-Lib -- Python wrapper for TA-Lib

  • DX Analytics -- Python-based financial analytics library

  • FinMath -- Java analytics library

  • OpenGamma -- Java analytics library named STRATA

  • Quantiacs - Matlab toolbox

  • pyflux - Open source time series library for Python

  • arch -- ARCH models in Python

  • flint - A Time Series Library for Apache Spark

  • Statsmodels -- Statsmodels’s Documentation

Quantitative Model

  • deepstock -- Technical experimentations to beat the stock market using deep learning

  • qtrader -- Reinforcement Learning for Portfolio Management

  • stockPredictor -- Predict stock movement with Machine Learning and Deep Learning algorithms

  • stock_market_reinforcement_learning -- Stock market environment using OpenGym with Deep Q-learning and Policy Gradient

  • deep-algotrading -- deep learning techniques from regression to LSTM using financial data

  • deep_trader -- Use reinforcement learning on stock market and agent tries to learn trading.

  • Deep-Trading -- Algorithmic trading with deep learning experiments

  • Deep-Trading -- Algorithmic Trading using RNN

  • Multidimensional-LSTM-BitCoin-Time-Series -- Using multidimensional LSTM neural networks to create a forecast for Bitcoin price

  • QLearning_Trading -- Learning to trade under the reinforcement learning framework

  • Day-Trading-Application -- Use deep learning to make accurate future stock return predictions

  • bulbea -- Deep Learning based Python Library for Stock Market Prediction and Modelling

  • PGPortfolio -- source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"

  • gym-trading -- Environment for reinforcement-learning algorithmic trading models

  • Thesis -- Reinforcement Learning for Automated Trading

  • DQN -- Reinforcement Learning for finance

  • deep_portfolio -- Use Reinforcement Learning and Supervised learning to Optimize portfolio allocation.

  • Deep-Reinforcement-Learning-in-Stock-Trading -- Using deep actor-critic model to learn best strategies in pair trading

  • Stock-Price-Prediction-LSTM -- OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network

Trading API

Data Source

Websites Forums Blogs

Papers and Books