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Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
FULL v0, Cursor, Manus, Same.dev, Lovable, Devin, Replit Agent, Windsurf Agent, VSCode Agent, Dia Browser, Trae AI & Cluely (And other Open Sourced) System Prompts, Tools & AI Models.
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
Use unsupervised and supervised learning to predict stocks
Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data cra…
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
Performant financial charts built with HTML5 canvas
FinGPT: Open-Source Financial Large Language Models! Revolutionize 🔥 We release the trained model on HuggingFace.
Portfolio analytics for quants, written in Python
Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
Open sourced research notebooks by the QuantConnect team.
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
Calendars for various securities exchanges.
Common financial risk and performance metrics. Used by zipline and pyfolio.
Quantitative research and educational materials
Portfolio and risk analytics in Python
Performance analysis of predictive (alpha) stock factors
CLI for running the LEAN engine locally and in the cloud
Tensors and Dynamic neural networks in Python with strong GPU acceleration
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…
A framework for quantitative finance In python.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Python toolkit for quantitative finance
Applications of Monte Carlo methods to financial engineering projects, in Python.
A Python library for mathematical finance