Python

• Data Sources

  • bbgbridge - Easy to use Bloomberg Desktop API wrapper for Python.
  • alpha_vantage - A python wrapper for Alpha Vantage API for financial data.
  • FinanceDataReader - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks
  • pystlouisfed - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.
  • python-bcb - Python interface to Brazilian Central Bank web services.
  • market-prices - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
  • tardis-python - Python interface for Tardis.dev high frequency crypto market data
  • lake-api - Python interface for Crypto Lake high frequency crypto market data
  • tessa - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
  • pandaSDMX - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.
  • cif - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
  • finagg - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.
  • FinanceDatabase - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
  • datamule-python - A package to work with SEC data. Incorporates datamule endpoints.
  • Financial Data - Stock Market and Financial Data API.
  • SaxoOpenAPI - Saxo Bank financial data API.
  • yahoo-finance - Python module to get stock data from Yahoo! Finance.
  • yfinanceapi - Finance API for Python.
  • StockAPI - time Chinese stock data (REST & WebSocket).
  • defeatbeta-api - An open-source alternative to Yahoo Finance's market data APIs with higher reliability.
  • oilpriceapi - Python SDK for real-time oil and commodity prices (WTI, Brent, Urals, natural gas, coal) with OpenBB integration.
  • Earnings Feed - Real-time SEC filings, insider trades, and institutional holdings API.
  • fsynth - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.
  • fedfred - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.
  • edgar-sec - EDGAR Financial data API with preprocessed dataclass outputs.
  • goMacro.ai - AI-powered economic calendar with institutional-grade insights, bull/bear/base case scenario planning for NFP, CPI, PPI and other macro data releases.
  • StockAInsights - AI-extracted financial statements API covering SEC filings including foreign filers (20-F, 6-K, 40-F), normalized quarterly and annual data from 2014+.
  • edinet-mcp - Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening.
  • estat-mcp - Access Japanese government statistics (e-Stat) covering population, GDP, CPI, labor, and trade data with MCP integration and Polars export.
  • tdnet-disclosure-mcp - Access Japanese timely disclosures (TDNet) via MCP. Retrieve earnings, dividends, forecasts, buybacks, and other filings for 4,000+ listed companies. No API key required.
  • coinpulse - Python SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available.
  • brapi.dev - Brazilian stock market data API for B3/Bovespa quotes, historical OHLCV, dividends, and fundamentals.
  • 13F Insight - Track institutional investor 13F holdings with AI-powered analysis, position change alerts, and filing summaries.
  • edgartools - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.
  • FXMacroData - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements.

• Excel Integration

  • xlwings - Make Excel fly with Python.
  • openpyxl - Read/Write Excel 2007 xlsx/xlsm files.
  • xlsxwriter - Write files in the Excel 2007+ XLSX file format.
  • DataNitro - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.
  • xlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).
  • expy - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.
  • pyxll - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.
  • xlrd - Library for developers to extract data from Microsoft Excel spreadsheet files.
  • xlwt - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.
  • xlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).

• Factor Analysis

  • alphalens - Performance analysis of predictive alpha factors.
  • Spectre - GPU-accelerated Factors analysis library and Backtester
  • alphalens-reloaded - Performance analysis of predictive (alpha) stock factors.

• Financial Instruments and Pricing

  • hasura/base-python-dash - Hasura quick start to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.
  • hasura/base-python-bokeh - Hasura quick start to visualize data with bokeh library.
  • PyQL - QuantLib's Python port.
  • pyfin - Basic options pricing in Python. *ARCHIVED*
  • vollib - vollib is a python library for calculating option prices, implied volatility and greeks.
  • QuantPy - A framework for quantitative finance In python.
  • Finance-Python - Python tools for Finance.
  • ffn - A financial function library for Python.
  • pynance - Lightweight Python library for assembling and analyzing financial data.
  • tia - Toolkit for integration and analysis.
  • pysabr - SABR model Python implementation.
  • FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
  • gs-quant - Python toolkit for quantitative finance
  • willowtree - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  • financial-engineering - Applications of Monte Carlo methods to financial engineering projects, in Python.
  • optlib - A library for financial options pricing written in Python.
  • tf-quant-finance - High-performance TensorFlow library for quantitative finance.
  • Q-Fin - A Python library for mathematical finance.
  • Quantsbin - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
  • finoptions - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
  • pypme - PME (Public Market Equivalent) calculation.
  • AbsBox - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
  • Intrinsic-Value-Calculator - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.
  • Kelly-Criterion - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
  • rateslib - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
  • Fincept Terminal - Advance Data Based A.I Terminal for all Types of Financial Asset Research.
  • fypy - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
  • OpenBB Terminal - Terminal for investment research for everyone.
  • quantra - performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.
  • optionlab - A Python library for evaluating option trading strategies.

• Indicators

  • pandas_talib - A Python Pandas implementation of technical analysis indicators.
  • finta - Common financial technical analysis indicators implemented in Pandas.
  • Tulipy - Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators))
  • lppls - A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.
  • talipp - Incremental technical analysis library for Python.
  • streaming_indicators - A python library for computing technical analysis indicators on streaming data.

• Numerical Libraries & Data Structures

  • statistics - Builtin Python library for all basic statistical calculations.
  • sympy - SymPy is a Python library for symbolic mathematics.
  • pymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.
  • modelx - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas.
  • quantdsl - Domain specific language for quantitative analytics in finance and trading.
  • ArcticDB - High performance datastore for time series and tick data.
  • polars - Polars is a blazingly fast DataFrame library for manipulating structured data.
  • pmxt - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.

• Quant Research Environment

  • Jupyter Quant - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.

• Risk Analysis

  • finance - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
  • qfrm - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
  • pyfolio - Portfolio and risk analytics in Python.
  • empyrical - Common financial risk and performance metrics.
  • fecon235 - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.
  • visualize-wealth - Portfolio construction and quantitative analysis.
  • VisualPortfolio - This tool is used to visualize the performance of a portfolio.
  • universal-portfolios - Collection of algorithms for online portfolio selection.
  • FinQuant - A program for financial portfolio management, analysis and optimization.
  • risktools - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.
  • Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
  • empyrical-reloaded - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.
  • pyfolio-reloaded - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
  • fortitudo.tech - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
  • QuantLibRisks - Fast risks with QuantLib
  • XAD - Automatic Differentation (AAD) Library
  • Empyrial - Portfolio's risk and performance analytics and returns predictions.
  • Quant Lab Alpha - based modeling.
  • quantitative-finance-tools - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
  • Prop Trader Compass - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.

• Sentiment Analysis

  • Asset News Sentiment Analyzer - Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.
  • Social Stock Sentiment API - REST API analyzing Reddit and X/Twitter for stock mentions and sentiment, providing buzz scores, trending stocks, and AI-generated trend explanations.

• Time Series

  • hasura/quandl-metabase - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.
  • ARCH - ARCH models in Python.
  • dynts - Python package for timeseries analysis and manipulation.
  • PyFlux - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.
  • tsfresh - Automatic extraction of relevant features from time series.
  • Facebook Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
  • tsmoothie - A python library for time-series smoothing and outlier detection in a vectorized way.
  • pmdarima - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
  • functime - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
  • gluon-ts - vProbabilistic time series modeling in Python.
  • statsmodels - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.

• Trading & Backtesting

  • tradingWithPython - A collection of functions and classes for Quantitative trading.
  • pysentosa - Python API for sentosa trading system.
  • skfolio - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.
  • Investing algorithm framework - Framework for developing, backtesting, and deploying automated trading algorithms.
  • QSTrader - QSTrader backtesting simulation engine.
  • Blankly - Fully integrated backtesting, paper trading, and live deployment.
  • zipline - Pythonic algorithmic trading library.
  • QuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.
  • quantitative - Quantitative finance, and backtesting library.
  • analyzer - Python framework for real-time financial and backtesting trading strategies.
  • bt - Flexible Backtesting for Python.
  • pythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyze market patterns etc.
  • pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
  • pyalgotrade - Python Algorithmic Trading Library.
  • basana - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
  • Pandas TA - Pandas TA is an easy to use Python 3 Pandas Extension with 115+ Indicators. Easily build Custom Strategies.
  • ta - Technical Analysis Library using Pandas (Python)
  • algobroker - This is an execution engine for algo trading.
  • finmarketpy - Python library for backtesting trading strategies and analyzing financial markets.
  • binary-martingale - Computer program to automatically trade binary options martingale style.
  • fooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.
  • zvt - the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in clearly charts in realtime.
  • pylivetrader - zipline-compatible live trading library.
  • pipeline-live - zipline's pipeline capability with IEX for live trading.
  • zipline-extensions - Zipline extensions and adapters for QuantRocket.
  • moonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.
  • PyPortfolioOpt - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.
  • Eiten - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.
  • mlfinlab - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
  • pyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.
  • NowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
  • pinkfish - A backtester and spreadsheet library for security analysis.
  • Backtesting.py - Backtest trading strategies in Python
  • quantstats - Portfolio analytics for quants, written in Python
  • qtpylib - QTPyLib, Pythonic Algorithmic Trading <http://qtpylib.io>
  • Quantdom - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]
  • freqtrade - Free, open source crypto trading bot
  • algorithmic-trading-with-python - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.
  • DeepDow - Portfolio optimization with deep learning
  • Qlib - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.
  • machine-learning-for-trading - Code and resources for Machine Learning for Algorithmic Trading
  • AlphaPy - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost
  • jesse - An advanced crypto trading bot written in Python
  • rqalpha - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.
  • bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling.
  • ib_nope - Automated trading system for NOPE strategy over IBKR TWS.
  • OctoBot - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.
  • bta-lib - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.
  • Stock-Prediction-Models - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.
  • TuneTA - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.
  • AutoTrader - A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading.
  • fast-trade - Low code backtesting library utilizing pandas and technical analysis indicators.
  • qf-lib - QF-Lib is a Python library that provides high quality tools for quantitative finance.
  • tda-api - Gather data and trade equities, options, and ETFs via TDAmeritrade.
  • vectorbt - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.
  • Lean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).
  • pysystemtrade - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/).
  • pytrendseries - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  • PyLOB - Fully functioning fast Limit Order Book written in Python.
  • PyBroker - Algorithmic Trading with Machine Learning.
  • OctoBot Script - A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading.
  • hftbacktest - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
  • vnpy - VeighNa is a Python-based open source quantitative trading system development framework.
  • Intelligent Trading Bot - Automatically generating signals and trading based on machine learning and feature engineering
  • fastquant - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.
  • nautilus_trader - A high-performance algorithmic trading platform and event-driven backtester.
  • YABTE - Yet Another (Python) BackTesting Engine.
  • zipline-reloaded - Zipline, a Pythonic Algorithmic Trading Library.
  • Trading Strategy - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance
  • Hikyuu - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.
  • catalyst - An Algorithmic Trading Library for Crypto-Assets in Python
  • rust_bt - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.
  • TA-Lib - Python wrapper for TA-Lib (<http://ta-lib.org/>).
  • backtrader - Python Backtesting library for trading strategies.