/PythonResources

My curated list of Python resources on Quantitative Finance

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PythonResources

My curated list of Python resources on Quantitative Finance


Books

Data API

  • Alphavantage - Python module to get stock data from the Alpha Vantage API.

  • Bloomberg Open API - Bloomberg Open API with pandas.

  • Eikon Data API - Python package for retrieving Eikon data.

  • IEX - Python module to get stock data from IEX Cloud and IEX API 1.0.

  • TWS API - Interactive Brokers interface to retrieve data and automate trading strategies.

  • YFinance - Yahoo! Finance market data downloader.

Derivatives Libraries

  • QuantLib-Python - Backward-compatible meta-package for the QuantLib module.

Numerical Libraries

  • Keras - Keras is a high-level neural networks API for Python.

  • NumPy - Fundamental package for array computing with Python.

  • Pandas - Powerful data structures for data analysis, time series, and statistics.

  • Scikit-Learn - Python modules for machine learning and data mining.

  • SciPy - Scientific Library for Python.

  • TensorFlow - Open source library for high performance numerical computation.

Python Wheels

Technical Analysis Libraries

  • TA-Lib - Python wrapper for TA-Lib

Validation Libraries

  • Backtrader - A feature-rich Python framework for backtesting and trading.

Visualization Libraries

  • Bokeh - Interactive visualization library for modern web browsers.

  • BQPlot - Interactive plotting for the Jupyter notebook, using D3.js and IPywidgets.

  • Cufflinks -  Productivity Tools for Plotly + Pandas.

  • IPywidgets - Interactive HTML widgets for Jupyter notebooks and the IPython kernel.

  • Matplotlib - Comprehensive library for creating static, animated, and interactive visualizations in Python.

  • Plotly - Open-source, interactive data visualization library for Python

  • Seaborn - Library for making statistical graphics in Python.