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Tags: Quantitative finance

1.goldmansachs / gs-quant

Python toolkit for quantitative finance

gs-quant
goldman-sachs
risk-management
trading-strategies
derivatives

Python APACHE-2.014K total1.9K forks

+112 stars

from 13,794 · score 4.73

2.quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

finance
python
pandas
numpy
algorithmic-trading
jupyter

Jupyter Notebook APACHE-2.04.5K total1.4K forks

+15 stars

from 4,484 · score 2.77

3.google / tf-quant-finance

High-performance TensorFlow library for quantitative finance.

tensorflow
quantitative-finance
python
finance
numerical-methods
numerical-optimization
+6 more

Python APACHE-2.05.6K total704 forks

+13 stars

from 5,548 · score 2.64

4.quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

Python APACHE-2.01.5K total467 forks

+1 stars

from 1,517 · score 0.69

5.jankrepl / deepdow

Portfolio optimization with deep learning.

deep-learning
portfolio-optimization
finance
machine-learning
pytorch
timeseries
+6 more

Python APACHE-2.01.2K total172 forks

+1 stars

from 1,198 · score 0.69

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