quantitative-finance

There are 1222 repositories under quantitative-finance topic.

  • FinRL_Podracer

    Cloud-native Financial Reinforcement Learning

    Language:Python364

  • finhack

    FinHack®，一个易于拓展的量化金融框架，它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作。

    Language:Python361

  • OptimalPortfolio

    An open source library for portfolio optimisation

    Language:Python357
  • open-quant-live-book

    open-quant-live-book

    An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

    Language:TeX354

  • QuantLib-SWIG

    QuantLib wrappers to other languages

    Language:SWIG341

  • DarwinexLabs

    Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

    Language:Python338

  • ezibpy

    ezIBpy, a Pythonic Client for Interactive Brokers API

    Language:Python327

  • trading-backtest

    A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

    Language:Java321

  • Introduction-to-Quantitative-Finance

    量化投资学习资料整理：学界（行为金融、投资者情绪、常用程序函数，etc）；业界（公开资料整理，数据源，回测框架，卖方金工研报及复现，量化研究学习路线，etc）

    Language:Python312

  • Pairs-Trading-With-Python

    This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

    Language:Jupyter Notebook306

  • Yuan

    Yuan - Personal Investment Operating System

    Language:TypeScript305

  • stock-bot

    An application that allows you to design and test your own stock trading algorithms in an attempt to beat the market.

    Language:Python290

  • binance-crypto-triangular-arbitrage

    A profitable triangular arbitrage cycles finder.

    Language:JavaScript290

  • wencai

    This is a wencai crawler.（i问财的策略回测接口的Pythonic工具包）

    Language:JavaScript287

  • TradingView-Screener

    A package that lets you create TradingView screeners in Python

    Language:Python268

  • alphasickle

    多因子指数增强策略/多因子全流程实现

    Language:Python262

  • ib-gateway-docker

    Docker image with IB Gateway/TWS and IBC

    Language:Shell260

  • Financial-Formulas-Library-.NET-Standard

    A collection of methods for solving Finance/Accounting equations, implemented in C#.

    Language:C#252

  • course_codes

    VNPY 2020 Python数字货币量化交易视频教程课程代码和资料

    Language:Python245
  • stock-indicators-python

    stock-indicators-python

    Stock Indicators for Python. Maintained by @LeeDongGeon1996

    Language:Python242

  • morpheus-core

    The foundational library of the Morpheus data science framework

    Language:Java238
  • Fin-Maestro-Web

    Fin-Maestro-Web

    Find your trading, investing edge using the most advanced web app for technical and fundamental research combined with real time sentiment analysis.

    Language:Python232

  • Bursatil-Argentina-Python

    Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa

    Language:Python231
  • ib-gateway-docker

    ib-gateway-docker

    Docker image with IB Gateway and IBC

    Language:Dockerfile230

  • alpha-mind

    quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

    Language:Jupyter Notebook228

  • trading-strategy

    Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

    Language:Python227
  • fortitudo.tech

    fortitudo.tech

    Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

    Language:Python212

  • okama

    Investment portfolio and stocks analyzing tools for Python with free historical data

    Language:Jupyter Notebook208

  • moonshot

    Vectorized backtester and trading engine for QuantRocket

    Language:Python203

  • alpaca-java

    A Java API for Alpaca, the commission free, algo friendly, stock trading broker. https://alpaca.markets

    Language:Java202

  • optionmatrix

    Financial Derivatives Calculator with 168+ Models (Options Calculator)

    Language:C++198

  • ibkr-docker

    Run IBKR Gateway/TWS in a Docker container

    Language:Shell197

  • ta-math

    🔮 Technical analysis math. Indicators, overlays and correlation.

    Language:JavaScript185

  • QuantInvestStrats

    Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

    Language:Jupyter Notebook175

  • portfolio_allocation_js

    A JavaScript library to allocate and optimize financial portfolios.

    Language:JavaScript175

  • py-quantmod

    Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/

    Language:Jupyter Notebook175