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awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://github.com/wilsonfreitas/awesome-quant

Last synced: 4 days ago
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Factor Analysis

  • alphalens - Python - Performance analysis of predictive alpha factors.

Financial Instruments & Pricing

  • Finance-Python - Python - Python tools for Finance.
  • FinancePy - Python - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
  • optlib - Python - A library for financial options pricing written in Python.
  • tf-quant-finance - Python - High-performance TensorFlow library for quantitative finance.
  • Quantsbin - Python - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
  • pypme - Python - PME (Public Market Equivalent) calculation.
  • rateslib - Python - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
  • fmbasics - R - Financial Market Building Blocks.
  • R-fixedincome - R - Fixed income tools for R.
  • Miletus.jl - Julia - A financial contract definition, modeling language, and valuation framework.
  • fypy - Python - 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.
  • finance.js - JavaScript - A JavaScript library for common financial calculations.
  • RustQuant - Rust - Quantitative finance library written in Rust.
  • implied-expectations - Python - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals.

Historical & Archived Projects

  • pipeline-live - Python Historical - Deprecated Zipline Pipeline extension retained as an early reference for pipeline-based live trading.
  • TuneTA - Python Historical - Archived research implementation of technical-indicator selection using distance correlation, clustered parameter tuning, and feature pruning.
  • AutoTrader - Python Historical - Archived trading framework retained as a reference for virtual-broker order simulation and backtesting.

Market Data & Data Sources

  • pandas-datareader - Python - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
  • wallstreet - Python - Real time stock and option data.
  • tiingo - Python - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.
  • yahooquery - Python - Python interface for retrieving data through unofficial Yahoo Finance API.
  • alpha_vantage - Python - A python wrapper for Alpha Vantage API for financial data.
  • python-bcb - Python - Python interface to Brazilian Central Bank web services.
  • tessa - Python - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
  • finagg - Python - 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 - Python - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
  • rb3 - R - A bunch of downloaders and parsers for data delivered from B3.
  • Fincept Terminal - Python - Advance Data Based A.I Terminal for all Types of Financial Asset Research.
  • tidyfinance - R - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including.
  • edinet-mcp - Python - Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening.
  • fin-stream - Rust - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.
  • financekit-mcp - Python - MCP server (Model Context Protocol) exposing 17 tools for AI agents to perform quantitative analysis: real-time stock quotes, full technical analysis (RSI, MACD, Bollinger, ADX, Stochastic, ATR, OBV + pattern detection with structured verdicts), crypto prices via CoinGecko, risk metrics (VaR, Sharpe, Sortino, Beta, Max Drawdown), correlation matrix, options chains, earnings calendar, sector rotation, and portfolio analysis. Works with Claude Desktop, Cursor, Windsurf. No API keys for core tools. FastMCP 3.2.
  • Chart Library - Python - Historical chart pattern similarity search API. 24M+ pre-computed embeddings across 15K+ symbols and 10 years of data using pgvector. Returns forward returns, regime analysis, and pattern detection. Also available as MCP server. Website
  • bigtech-ai-stakes - Python - Open dataset of U.S. public-company equity stakes in Anthropic and OpenAI from primary 10-K / 10-Q / 8-K filings, court records, and press releases. Each row tagged with a confidence flag (V verified, P probable, S speculative).
  • FinanceToolkit - Python - Toolkit with 200+ financial metrics including 80+ financial ratios, 30+ technical indicators, 20+ risk and performance metrics and 50+ macro indicators which pulls from Financial Modeling Prep, Yahoo Finance, OECD, GMBD and more.
  • OpenBB - Python - Open-source financial data platform with extensible provider integrations, a Python interface, a command-line interface, and a local REST API.
  • yahoo-finance - Python - Python module to get stock data from Yahoo! Finance.
  • akshare - Python - AkShare is an elegant and simple financial data interface library for Python, built for human beings! https://akshare.readthedocs.io.
  • edgar-sec - Python - EDGAR Financial data API with preprocessed dataclass outputs.
  • buried-events-parser - Python - FilingFirehose’s standalone SEC 8-K HTML parser using regex rules to flag possible discrepancies between reported item codes and filing text.
  • Gloomberb - TypeScript Bun - Open-source finance terminal for quotes, charts, news, filings and portfolios, as a terminal UI, desktop app and web app.
  • alphai-tui - Rust TUI - Terminal stock dashboard with keyless quotes, candlestick charts and portfolio tracking, plus optional news and SEC filing views powered by the AlphAI API.

Numerical Libraries & Data Structures

  • Temporal.jl - Julia - Flexible and efficient time series class & methods.

Portfolio Optimization & Risk Analysis

  • mlfinlab - Python - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).
  • DeepDow - Python - Portfolio optimization with deep learning.
  • fecon235 - Python - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.
  • FinQuant - Python - A program for financial portfolio management, analysis and optimization.
  • risktools - Python - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.
  • Riskfolio-Lib - Python - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
  • portfolio - R - Analysing equity portfolios.
  • Ghostfolio - JavaScript - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.
  • fincore - Python - Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor to empyrical/pyfolio.
  • PyPortfolioOpt - Python - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.
  • riskparity.py - Python - Fast and scalable design of risk parity portfolios.
  • EigenLedger - Python - Portfolio backtesting, optimization, and risk and performance analysis.

Reproducing Works, Training & Books

  • python-training - J.P. Morgan's Python training for business analysts and traders.
  • Finance - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.

Technical Indicators

  • lppls - Python - A Python module for fitting the Log-Periodic Power Law Singularity (LPPLS) model.
  • talipp - Python - Incremental technical analysis library for Python.
  • TTR - R - Technical Trading Rules.
  • OnlineTechnicalIndicators.jl - Julia - Julia Technical Analysis Indicators via online algorithms.
  • IndicatorTS - JavaScript - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
  • IndicatorGo - Golang - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
  • TA-Lib Python - Python - Python wrapper for TA-Lib (https://ta-lib.org/).
  • fin-primitives - Rust - Financial market primitives in Rust: Price/Quantity/Symbol newtypes, BTreeMap order book, OHLCV aggregation, SMA/EMA/RSI indicators, position ledger with PnL, and composable risk monitor.
  • Wickra - Rust Python JavaScript C++ C# Golang Java R - Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results.
  • wickworks - REST MCP - Stateless OHLC analyzer: POST bars and requested indicators, get back RSI/MACD/Bollinger/ADX/ATR/VWAP/Ichimoku plus smart-money-concept primitives (order blocks, FVGs, BOS/CHoCH, swing structure). No database, no AI signals.
  • Indicators.jl - Julia - Financial market technical analysis & indicators on top of Temporal.

Time Series Analysis

  • ARCH - Python - ARCH models in Python.
  • PineForge - C++ - Deterministic offline PineScript v6 → C++ backtest runtime, validated trade-for-trade against TradingView (245/246 strict, 0 engine bugs). Runs locally via Docker and is drivable by AI agents through a bundled MCP server.

Trading & Backtesting

  • Backtesting.py - Python - Backtest trading strategies in Python.
  • quantstats - Python - Portfolio analytics for quants, written in Python.
  • Quantdom - Python - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:.]
  • Qlib - Python - 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 - Python - Code and resources for Machine Learning for Algorithmic Trading.
  • rqalpha - Python - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.
  • bulbea - Python - Deep Learning based Python Library for Stock Market Prediction and Modelling.
  • fast-trade - Python - A library built with backtest portability and performance in mind for backtest trading strategies.
  • qf-lib - Python - QF-Lib is a Python library that provides high quality tools for quantitative finance.
  • tda-api - Python - Gather data and trade equities, options, and ETFs via TDAmeritrade.
  • vectorbt - Python - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.
  • Lean - Python C# - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).
  • pytrendseries - Python - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  • PyBroker - Python - Algorithmic Trading with Machine Learning.
  • vnpy - Python - VeighNa is a Python-based open source quantitative trading system development framework.
  • Lucky.jl - Julia - Modular, asynchronous trading engine in pure Julia.
  • Hikyuu - Python C++ - 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.
  • Workbench - Elixir/Erlang - From Idea to Execution - Manage your trading operation across a globally distributed cluster.
  • TradeFrame - CPP - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in Option Greeks/IV calculation library.
  • StockSharp - CSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
  • OrderMatchingEngine - CPP - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.
  • antback - Python - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.
  • TradeClaw - Node.js TypeScript - Open-source self-hosted AI trading signal platform. Generates buy/sell signals using RSI, MACD, EMA, Bollinger Bands for forex, crypto and commodities. Deployable via Docker Compose. (Demo)
  • Lumibot - Python - Algorithmic trading framework where the same code runs for backtesting and live trading across stocks, options, crypto, futures, and forex with multiple brokers including Alpaca, Interactive Brokers, Tradier, and Schwab.
  • pyhood - Python - Robinhood API client for unattended automation: after the first approved login, sessions renew from a stored refresh token with no password or device approval prompt. Covers stocks, equity and index options with Greeks, futures, IRA accounts, and the official Crypto Trading API.
  • backtrader (cloudQuant fork) - Python - Actively maintained, high-performance backtesting and live trading framework with AI-assisted strategy tooling (MCP server, skills, agent, web platform). Fork of backtrader.
  • FinRL - Python - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.
  • Strategems.jl - Julia - Quantitative systematic trading strategy development and backtesting.
  • QuantDinger - Python - Self-hosted platform for AI-assisted Python strategy development, backtesting, and paper and live trading across crypto exchanges and traditional brokers.

Visualization

  • mplfinance - Python - matplotlib utilities for the visualization, and visual analysis, of financial data.
  • dxcharts-lite - JavaScript - Flexible financial charting library based on HTML5 canvas.