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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.
"Vibe-Trading: Your Personal Trading Agent"
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
Performance analysis of predictive (alpha) stock factors
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
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
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
Technical analysis library: indicators and candlestick patterns, batch and streaming, native in C, Rust, Java, C#... and more
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.
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.
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence