Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
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Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
High-performance TensorFlow library for quantitative finance.
Transparent and Efficient Financial Analysis
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
Statistical and Algorithmic Investing Strategies for Everyone
MyTT将通达信,同花顺,文华麦语言等指标公式,最简移植到Python中,核心库单个文件,仅百行代码,十几个核心函数,神奇的实现所有常见技术指标算法(不依赖talib库)的纯python实现和转换通达信MACD,RSI,BOLL,ATR,KDJ,CCI,PSY等公式,全部基于pandas函数计算方法封装,简洁且高性能,能非常方便的应用在股票指标公式,股市期货量化框架分析,自动程序化交易,数字货币量化等领域,它是您最精练的股市量化工具。Python library with most stock market indicators.
A javascript technical indicators written in typescript with pattern recognition right in the browser
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Technical analysis library: indicators and candlestick patterns, batch and streaming, native in C, Rust, Java, C#... and more
Common financial risk and performance metrics. Used by zipline and pyfolio.
Technical Analysis Library for Golang
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