Quantitative finance
A library for pricing, risk, or portfolio analysis models; not backtesting and not a trading bot.
Repositories
11
Net stars gained, last 7 days
+986
Top-level Tag
Net stars gained each day, last 90 days
Peak days
- 1
Aug 9, 2026 +797 net stars (median day +174)
- ZhuLinsen/daily_stock_analysis+639 (80%)
Published v3.30.0 on Aug 9, 2026
- microsoft/qlib+48 (6%)
- 2
Aug 10, 2026 +560 net stars (median day +174)
- ZhuLinsen/daily_stock_analysis+383 (68%)
Published v3.30.0 on Aug 9, 2026
- jundizhou/easy-stock+67 (12%)
Created on Aug 7, 2026
- microsoft/qlib+56 (10%)
- 3
Aug 11, 2026 +611 net stars (median day +174)
- ZhuLinsen/daily_stock_analysis+509 (83%)
- microsoft/qlib+45 (7%)
Published v4.4.0 on Aug 11, 2026
- 4
Aug 12, 2026 +444 net stars (median day +174)
- ZhuLinsen/daily_stock_analysis+290 (65%)
- Fincept-Corporation/FinceptTerminal+48 (11%)
Published v4.4.0 on Aug 11, 2026
- microsoft/qlib+41 (9%)
- 5
Aug 26, 2026 +531 net stars (median day +174)
- goldmansachs/gs-quant+253 (48%)
- ZhuLinsen/daily_stock_analysis+168 (32%)
A peak day has at least 2 times the net stars of the median day of this chart, and at least 100 more. For each peak day, the list shows the repositories that gained the most net stars that day. It also shows their GitHub releases of that day or the day before (UTC), and their creation date when it was 14 days or less before. These events occur near the same day. They do not show why the stars came.
Largest
Most stars in total now.
description:
LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications
description:
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions.
readme:
- **Analytics** — DCF, portfolio optimisation, VaR/Sharpe, derivatives
readme:
GS Quant can be used to facilitate derivative structuring, trading, and risk management, or as a set of statistical packages for data analytics applications.
- huseinzol05/Stock-Prediction-Modelsarchived · 9.5K
readme:
5. Portfolio optimization, portfolio-optimization.ipynb, inspired from https://pythonforfinance.net/2017/01/21/investment-portfolio-optimisation-with-python/
readme:
a free/open-source library for modeling, trading, and risk management in real-life.
readme:
pyfolio is a Python library for performance and risk analysis of financial portfolios
readme:
Specific Pricing models (e.g., Local Vol (LV), Stochastic Vol (SV), Stochastic Local Vol (SLV), Hull-White (HW)) and their calibration.
description:
Performance analysis of predictive (alpha) stock factors
description:
A股行情分析与AI智能投研智能体：股票分析、量化交易分析、盘后复盘桌面工作台
Newest Admissions
Entered the index by the rising rule, newest first.
description:
Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not.
description:
A股行情分析与AI智能投研智能体：股票分析、量化交易分析、盘后复盘桌面工作台
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