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.
"Vibe-Trading: Your Personal Trading Agent"
Python toolkit for quantitative finance
- gs-quant
- goldman-sachs
- risk-management
- trading-strategies
The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Portfolio analytics for quants, written in Python
The QuantLib C++ library
TranslatedQuantitative research - replication of brokerage financial engineering research reports
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
- financial-statements
- stock-data
- fundamental-analysis
- fundamentals
Performance analysis of predictive (alpha) stock factors
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- risk
- pricing
- risk-management
- asset-allocation
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
Common financial risk and performance metrics. Used by zipline and pyfolio.
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.
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
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
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation