awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://github.com/xiaomingx/awesome-quant
Last synced: 29 days ago
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Python：量化金融第一生态
一、基础数值计算与数据结构
七、数据来源：行情与基本面数据
- github.com/ranaroussi/yfinance
- github.com/pydata/pandas-datareader
- github.com/rainx/pytdx
- github.com/hydrosquall/tiingo-python
- github.com/alvarobartt/investpy
三、技术指标与因子分析
- github.com/Boulder-Investment-Technologies/lppls
- github.com/nardew/talipp
- github.com/twopirllc/pandas-ta
- github.com/stefan-jansen/alphalens-reloaded
- github.com/Heerozh/spectre
- github.com/mrjbq7/ta-lib
二、金融工具定价与估值
- github.com/vollib/vollib - Scholes、Binomial Tree等模型，可直接计算希腊字母（Delta/Gamma） |
- github.com/ynouri/pysabr
- github.com/domokane/FinancePy
- github.com/goldmansachs/gs-quant
- github.com/yellowbean/AbsBox
- github.com/attack68/rateslib
- github.com/jkirkby3/fypy
- github.com/OpenBB-finance/OpenBB
五、投资组合优化与风险分析
- github.com/deltaray-io/kelly-criterion
- github.com/robertmartin8/PyPortfolioOpt
- github.com/dcajasn/Riskfolio-Lib
- github.com/stefan-jansen/empyrical-reloaded
- github.com/stefan-jansen/pyfolio-reloaded
- github.com/dppalomar/riskparity.py
八、数据可视化与Excel集成
- xlwings.org - Excel桥梁，支持在Excel中调用Python函数，或用Python读写Excel |
- github.com/man-group/dtale
- github.com/matplotlib/mplfinance
- github.com/highfestiva/finplot
六、时间序列分析与预测
- github.com/bashtage/arch
- github.com/facebook/prophet
- github.com/cerlymarco/tsmoothie
- github.com/alkaline-ml/pmdarima
- github.com/functime-org/functime
- statsmodels.org
四、策略回测与交易执行
量化学习与实践资源
学术与前沿资源
- differential-machine-learning/notebooks - 金融风险建模的前沿方法实现。
- ryanmccrickerd/rough_bergomi - 波动率建模的学术热点代码。
实战项目与课程
- github.com/jpmorganchase/python-training - 投行级Python量化实战课程。
- JoaoJungblut/QuantFinanceTraining - CQF课程代码整理，涵盖衍生品定价与风险。
- tidy-finance.org - 可复现的金融研究方法，提供Python/R代码。
经典书籍与代码实现
- mlfinlab - 书中核心算法实现（如元标记、特征重要性）。
- py4fi2nd - 书中代码与Jupyter笔记本，涵盖衍生品定价、组合优化。
- Machine-Learning-for-Asset-Managers - 基于实时数据的代码示例。