walterkissling's Stars
gabrielepompa88/pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
bsolomon1124/pyfinance
Python package designed for general financial and security returns analysis.
robcarver17/pysystemtrade
Systematic Trading in python
QuantConnect/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
mhallsmoore/qstrader
QuantStart.com - QSTrader backtesting simulation engine.
OpenSourceAP/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
supernlogn/frama
Fractal Adaptive Moving Average
alpha-xone/xbbg
An intuitive Bloomberg API
microsoft/PowerToys
Windows system utilities to maximize productivity
rubenbriones/Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
christianjauregui/famafrench
Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".
cuemacro/tcapy
Open source TCA (transaction cost analysis) Python library for FX spot
alvarobartt/investpy
Financial Data Extraction from Investing.com with Python
quantopian/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
mementum/backtrader
Python Backtesting library for trading strategies
tzhangwps/Turbulence-and-Systemic-Risk
Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=15d25da80de749edd1694fc70d0703bb
jcrichard/pyrb
Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
convexfi/riskparity.py
Fast and scalable construction of risk parity portfolios
hudson-and-thames/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
ranaroussi/qtpylib
QTPyLib, Pythonic Algorithmic Trading
ranaroussi/quantstats
Portfolio analytics for quants, written in Python
ranaroussi/pystore
Fast data store for Pandas time-series data
marketneutral/alphatools
Quantitative finance research tools in Python
pmorissette/ffn
ffn - a financial function library for Python
BlackArbsCEO/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
quantopian/pyfolio
Portfolio and risk analytics in Python
quantopian/zipline
Zipline, a Pythonic Algorithmic Trading Library
quantopian/alphalens
Performance analysis of predictive (alpha) stock factors
erdewit/ib_insync
Python sync/async framework for Interactive Brokers API
RomelTorres/alpha_vantage
A python wrapper for Alpha Vantage API for financial data.