72,862 visible repositories in the index
1–21 of 21 · Most stars
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
Python toolkit for quantitative finance
The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Portfolio Optimization in Python
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
基于深度强化学习的开源自动因子工厂。
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
A javascript technical indicators written in typescript with pattern recognition right in the browser
:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Portfolio optimization with deep learning.
Predicts how news-driven supply-chain shocks ripple across S&P 500 stocks, with an event-study backtest and a hash-chained public prediction ledger. Built on MIT open-source SEC supply-graph code.
Deterministic, dependency-free Chan-theory (缠论) structure engine + multi-market trading workstation (A-shares / HK / US / crypto) with teaching chart annotations and a mobile PWA.
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not. If you have an idea you want me to try, submit it as a PR and I will test it and get back to you.
TranslatedScorecard Development in R, scorecard
Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.
Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents