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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.
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
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
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
Statistical and Algorithmic Investing Strategies for Everyone
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
QuantMind is an open source agent-native knowledge extraction and retrieval framework for quantitative finance.
ffn - a financial function library for Python
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
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Use unsupervised and supervised learning to predict stocks
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
A program for financial portfolio management, analysis and optimisation.
Rust library for quantitative finance.
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.