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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.
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
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
Performance analysis of predictive (alpha) stock factors
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Statistical and Algorithmic Investing Strategies for Everyone
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.
A comprehensive quantitative trading system with AI-powered analysis, real-time data processing, and advanced risk management
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.
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).
Common financial risk and performance metrics. Used by zipline and pyfolio.
Portfolio optimization with deep learning.
Technical Analysis Library for Golang