Python toolkit for quantitative finance
- gs-quant
- goldman-sachs
- risk-management
- trading-strategies
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The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
- backtesting
- trading
- algorithmic-trading
- trading-strategies
Portfolio analytics for quants, written in Python
- quant
- algotrading
- algorithmic-trading
- quantitative-trading
Portfolio and risk analytics in Python
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
- finance
- portfolio-optimization
- portfolio-management
- quantitative-finance
Transparent and Efficient Financial Analysis
- financial-statements
- stock-data
- fundamental-analysis
- fundamentals
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
- machine-learning
- trading
- investing
- research
Portfolio Optimization in Python
- portfolio-optimization
- convex-optimization
- stepwise-regression
- duration-matching
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
- stocks
- stock-market
- finance
- python
Statistical and Algorithmic Investing Strategies for Everyone
- machine-learning
- algorithmic-trading
- investment-portfolio
- portfolio-optimization
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.
- indicators
- python
- macd
- rsi
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
Golang实现财报分析、个股基本面检测、基本面选股、4433法则基金筛选与检测、基金持仓相似度、股票选基、基金经理筛选
- stock
- eastmoney
- fund
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
- python
- trading
- options
- options-trading
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).
A program for financial portfolio management, analysis and optimisation.
- portfolio-management
- portfolio-optimisation
- optimisation
- finance
Machine Learning in Asset Management (by @firmai)
- machine-learning
- trading-strategies
- assets-management
- algorithmic-trading
QuantaAlpha transforms how you discover quantitative alpha factors by combining LLM intelligence with evolutionary strategies. Just describe your research direction, and watch as factors are automatically mined, evolved, and validated through self-evolving trajectories.
- code
- codeagent
- factor-mining
- self-evolving
A library for financial options pricing written in Python.
- options
- derivatives
- derivatives-pricing
- finance
Common financial risk and performance metrics. Used by zipline and pyfolio.
Portfolio optimization with deep learning.
- deep-learning
- portfolio-optimization
- finance
- machine-learning
Technical Analysis Library for Golang
- technical-analysis
- golang
- go
- stock
Independently analyze ROI, win rate, and PnL using the public Hyperliquid API, detect martingale/grid recovery strategies, and assess maximum drawdown and risk-adjusted returns. Read-only terminal checker — no trading, no API keys. Unofficial community project, not affiliated with Hyperliquid.
- ai-trade
- binance-future
- copy-trade
- copytrade
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.
- golang
- fintech