118 Repositories
Python quantitative-finance Libraries
A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
AutoTrader AutoTrader is Python-based platform intended to help in the development, optimisation and deployment of automated trading systems. From sim
Pre-crisis Risk Management for Personal Finance
Антикризисный риск-менеджмент личных финансов Риск-менеджмент личных финансов условиях санкций и/или финансового кризиса: делаем сегодня все, чтобы за
SentimentArcs: a large ensemble of dozens of sentiment analysis models to analyze emotion in text over time
SentimentArcs - Emotion in Text An end-to-end pipeline based on Jupyter notebooks to detect, extract, process and anlayze emotion over time in text. E
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
Bitcoin Realized Volatility Forecasting with GARCH and Multivariate LSTM Author: Chi Bui This Repository Repository Directory ├── README.md
StocksMA is a package to facilitate access to financial and economic data of Moroccan stocks.
Creating easier access to the Moroccan stock market data What is StocksMA ? StocksMA is a package to facilitate access to financial and economic data
Athena is the only tool that you will ever need to optimize your portfolio.
Athena Portfolio optimization is the process of selecting the best portfolio (asset distribution), out of the set of all portfolios being considered,
Python wrapper for the Equibles cryptos API.
Equibles Cryptos API for Python Requirements. Python 2.7 and 3.4+ Installation & Usage pip install If the python package is hosted on Github, you can
Personal Finance Forecaster - An AI tool for forecasting personal expenses
Personal Finance Forecaster - An AI tool for forecasting personal expenses
Synthetic data need to preserve the statistical properties of real data in terms of their individual behavior and (inter-)dependences
Synthetic data need to preserve the statistical properties of real data in terms of their individual behavior and (inter-)dependences. Copula and functional Principle Component Analysis (fPCA) are statistical models that allow these properties to be simulated (Joe 2014). As such, copula generated data have shown potential to improve the generalization of machine learning (ML) emulators (Meyer et al. 2021) or anonymize real-data datasets (Patki et al. 2016).
Equibles Stocks API for Python
Equibles Stocks API for Python Requirements. Python 2.7 and 3.4+ Installation & Usage pip install If the python package is hosted on Github, you can i
The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
Reinforcement Learning in Finance quats@dev Webinar This repository provides the code for the free quants@dev Webinar series about Reinforcement Learn
PTV is a useful widget for trading view for doing paper trading when bar reply is enabled
PTV is a useful widget for trading view for doing paper trading when bar reply is enabled.(this feature did not implement in trading view)
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
PyPortfolioOpt has recently been published in the Journal of Open Source Software 🎉 PyPortfolioOpt is a library that implements portfolio optimizatio
This is a calculator of strike price distance for options.
Calculator-of-strike-price-distance-for-options This is a calculator of strike price distance for options. Options are a type of derivative. One strat
Fi - A simple Python 3.9+ command-line application for managing Fidelity portfolios
fi fi is a simple Python 3.9+ command-line application for managing Fidelity por
DeltaPy - Tabular Data Augmentation (by @firmai)
DeltaPy — Tabular Data Augmentation & Feature Engineering Finance Quant Machine Learning ML-Quant.com - Automated Research Repository Introduction T
Technical Analysis library in pandas for backtesting algotrading and quantitative analysis
bta-lib - A pandas based Technical Analysis Library bta-lib is pandas based technical analysis library and part of the backtrader family. Links Main P
This is a Python wrapper for TA-LIB based on Cython instead of SWIG.
TA-Lib This is a Python wrapper for TA-LIB based on Cython instead of SWIG. From the homepage: TA-Lib is widely used by trading software developers re
This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance
Python for Finance (O'Reilly) This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance -- Analyze Big Financial
Machine Learning in Asset Management (by @firmai)
Machine Learning in Asset Management If you like this type of content then visit ML Quant site below: https://www.ml-quant.com/ Part One Follow this l
Streaming Finance Data with AWS Lambda
A data pipeline consisting of an AWS lambda function reading data from yfinance API, an AWS Kinesis stream to receive & store data in S3 buckets and AWS Glue crawler & Athena to run SQL queries.
Fidelipy - Semi-automated trading on fidelity.com
fidelipy fidelipy is a simple Python 3.7+ library for semi-automated trading on fidelity.com. The scope is limited to the Trade Stocks/ETFs simplified
Py4fi2nd - Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
Python for Finance (2nd ed., O'Reilly) This repository provides all Python codes and Jupyter Notebooks of the book Python for Finance -- Mastering Dat
Fastquant - Backtest and optimize your trading strategies with only 3 lines of code!
fastquant 🤓 Bringing backtesting to the mainstream fastquant allows you to easily backtest investment strategies with as few as 3 lines of python cod
Spin-off Notice: the modules and functions used by our research notebooks have been refactored into another repository
Fecon235 - Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Beibo is a Python library that uses several AI prediction models to predict stocks returns over a defined period of time.
Beibo is a Python library that uses several AI prediction models to predict stocks returns over a defined period of time.
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Deep Hedging Demo Pricing Derivatives using Machine Learning 1) Jupyter version: Run ./colab/deep_hedging_colab.ipynb on Colab. 2) Gui version: Run py
Yahoo! Finance next gen python 3 / pandas market data downloader
Yahoo! Finance-ng python3 / pandas market data downloader Ever since Yahoo! finance decommissioned their historical data API, many programs that relie
A proper portfolio tracker. Featuring historical allocation, cash flows and real returns.
Python Portfolio Analytics A portfolio tracker featuring account transactions, historical allocation, dividends and splits management and endless perf
A web app via which users can buy and sell stocks using virtual money
finance Virtual Stock Trader. A web app via which users can buy and sell stocks using virtual money. All stock prices are real and provided by IEX. Fe
BisQue is a web-based platform designed to provide researchers with organizational and quantitative analysis tools for 5D image data. Users can extend BisQue by implementing containerized ML workflows.
Overview BisQue is a web-based platform specifically designed to provide researchers with organizational and quantitative analysis tools for up to 5D
A discord bot that manages your server's hedge fund
Can't Hide Money Bot A discord bot that manages your server's hedge fund Installing Install wkhtmltopdf sudo apt-get install wkhtmltopdf OR brew insta
Beancount Importers for DKB (Deutsche Kredit Bank) CSV Exports
Beancount DKB Importer beancount-dkb provides an Importer for converting CSV exports of DKB (Deutsche Kreditbank) account summaries to the Beancount f
AKShare is an elegant and simple financial data interface library for Python, built for human beings
AKShare is an elegant and simple financial data interface library for Python, built for human beings
'Personal Finance' is a project where people can manage and track their expenses
Personal Finance by Abhiram Rishi Pratitpati 'Personal Finance' is a project where people can manage and track their expenses. It is hard to keep trac
BakTst_Org is a backtesting system for quantitative transactions.
BakTst_Org 中文reademe:传送门 Introduction: BakTst_Org is a prototype of the backtesting system used for BTC quantitative trading. This readme is mainly di
BERT-based Financial Question Answering System
BERT-based Financial Question Answering System In this example, we use Jina, PyTorch, and Hugging Face transformers to build a production-ready BERT-b
FinRL-Meta: A Universe for Data-Driven Financial Reinforcement Learning. 🔥
FinRL-Meta: A Universe of Market Environments. FinRL-Meta is a universe of market environments for data-driven financial reinforcement learning. Users
🤖 Basic Financial Chatbot with handoff ability built with Rasa
Financial Services Example Bot This is an example chatbot demonstrating how to build AI assistants for financial services and banking with Rasa. It in
Extract data from a wide range of Internet sources into a pandas DataFrame.
pandas-datareader Up to date remote data access for pandas, works for multiple versions of pandas. Installation Install using pip pip install pandas-d
Tool to check if your DNS comply to Polish Ministry of Finance gambling domains restrictions
dns-mf-hazard Tool to check if your DNS comply to Polish Ministry of Finance gambling domains restrictions How to use it? Installation You need python
Generate a wordlist to fuzz amounts or any other numerical values.
Generate a wordlist to fuzz amounts or any other numerical values. Based on Common Security Issues in Financially-Oriented Web Applications.
Package for extracting emotions from social media text. Tailored for financial data.
EmTract: Extracting Emotions from Social Media Text Tailored for Financial Contexts EmTract is a tool that extracts emotions from social media text. I
Alternatives to Deep Neural Networks for Function Approximations in Finance
Alternatives to Deep Neural Networks for Function Approximations in Finance Code companion repo Overview This is a repository of Python code to go wit
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Pandas TA - A Technical Analysis Library in Python 3 Pandas Technical Analysis (Pandas TA) is an easy to use library that leverages the Pandas package
A package designed to scrape data from Yahoo Finance.
yahoostock A package designed to scrape data from Yahoo Finance. Installation The most simple installation method is through PIP. pip install yahoosto
Qlib is an AI-oriented quantitative investment platform
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment.
PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
PandaPy "I came across PandaPy last week and have already used it in my current project. It is a fascinating Python library with a lot of potential to
CLI tool to generate pdf invoices written in python
invoicepy CLI invoice tool, store and print invoices as pdf. save companies and customers for later use. installation pip install invoicepy config co
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Riskfolio-Lib Quantitative Strategic Asset Allocation, Easy for Everyone. Description Riskfolio-Lib is a library for making quantitative strategic ass
MCML is a toolkit for semi-supervised dimensionality reduction and quantitative analysis of Multi-Class, Multi-Label data
MCML is a toolkit for semi-supervised dimensionality reduction and quantitative analysis of Multi-Class, Multi-Label data. We demonstrate its use
The purpose of this project is to share knowledge on how awesome Streamlit is and can be
Awesome Streamlit The fastest way to build Awesome Tools and Apps! Powered by Python! The purpose of this project is to share knowledge on how Awesome
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Binomial Option Pricing Calculator Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required) Background A derivative is a fi
Python beta calculator that retrieves stock and market data and provides linear regressions.
Stock and Index Beta Calculator Python script that calculates the beta (β) of a stock against the chosen index. The script retrieves the data and resa
A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions.
A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a statistical arbitrage and convergence trading strategy.
Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors
By Investors, For Investors. Want to read this in Chinese? Click here Empyrial is a Python-based open-source quantitative investment library dedicated
MRQy is a quality assurance and checking tool for quantitative assessment of magnetic resonance imaging (MRI) data.
Front-end View Backend View Table of Contents Description Prerequisites Running Basic Information Measurements User Interface Feedback and usage Descr
Backtesting an algorithmic trading strategy using Machine Learning and Sentiment Analysis.
Trading Tesla with Machine Learning and Sentiment Analysis An interactive program to train a Random Forest Classifier to predict Tesla daily prices us
Use unsupervised and supervised learning to predict stocks
AIAlpha: Multilayer neural network architecture for stock return prediction This project is meant to be an advanced implementation of stacked neural n
Introducing neural networks to predict stock prices
IntroNeuralNetworks in Python: A Template Project IntroNeuralNetworks is a project that introduces neural networks and illustrates an example of how o
vartests is a Python library to perform some statistic tests to evaluate Value at Risk (VaR) Models
vartests is a Python library to perform some statistic tests to evaluate Value at Risk (VaR) Models, such as: T-test: verify if mean of distribution i
Portfolio analytics for quants, written in Python
QuantStats: Portfolio analytics for quants QuantStats Python library that performs portfolio profiling, allowing quants and portfolio managers to unde
Stock Analysis dashboard Using Streamlit and Python
StDashApp Stock Analysis Dashboard Using Streamlit and Python If you found the content useful and want to support my work, you can buy me a coffee! Th
🚧 finCLI's own News API. No more limited API calls. Unlimited credible and latest information on BTC, Ethereum, Indian and Global Finance.
🚧 finCLI's own News API. No more limited API calls. Unlimited credible and latest information on BTC, Ethereum, Indian and Global Finance.
a simple quant trading bot with CLI interface
shepherd a simple quant trading bot with CLI interface CLI shell command docs coming soon after I brush up the code and add more features :) Minimal R
FinEAS: Financial Embedding Analysis of Sentiment 📈
FinEAS: Financial Embedding Analysis of Sentiment 📈 (SentenceBERT for Financial News Sentiment Regression) This repository contains the code for gene
Investing library and command-line interface inspired by the Bogleheads philosophy
Lakshmi (Screenshot of the lak command in action) Background This project is inspired by Bogleheads forum. Bogleheads focus on a simple but powerful p
Crawler do site Fundamentus.com com o uso do framework scrapy, tanto da aba detalhada como a de resumo.
Crawler do site Fundamentus.com com o uso do framework scrapy, tanto da aba detalhada como a de resumo. (Todas as infomações)
This is a web application to visualize various famous technical indicators and stocks tickers from user
Visualizing Technical Indicators Using Python and Plotly. Currently facing issues hosting the application on heroku. As soon as I am able to I'll like
📊 Python Flask game that consolidates data from Nasdaq, allowing the user to practice buying and selling stocks.
Web Trader Web Trader is a trading website that consolidates data from Nasdaq, allowing the user to search up the ticker symbol and price of any stock
Warren - Stock Price Predictor
Web app to predict closing stock prices in real time using Facebook's Prophet time series algorithm with a multi-variate, single-step time series forecasting strategy.
Robotic hamster to give you financial advice
hampp Robotic hamster to give you financial advice. I am not liable for any advice that the hamster gives. Follow at your own peril. Description Hampp
Code for MSc Quantitative Finance Dissertation
MSc Dissertation Code ReadMe Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks Curtis Nybo MSc Quantitative F
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala
Python For Finance Cookbook - Code Repository
Python For Finance Cookbook - Code Repository
Multi-asset backtesting framework. An intuitive API lets analysts try out their strategies right away
Multi-asset backtesting framework. An intuitive API lets analysts try out their strategies right away. Fast execution of profit-take/loss-cut orders is built-in. Seamless with Pandas.
Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which he recommends to buy. We will use this data to build a portfolio
Backtesting the "Cramer Effect" & Recommendations from Cramer Recommendations from Cramer: On the show Mad-Money (CNBC) Jim Cramer picks stocks which
Tickergram is a Telegram bot to look up quotes, charts, general market sentiment and more.
Tickergram is a Telegram bot to look up quotes, charts, general market sentiment and more.
BETCOIN BET is a digital currency system created with python
BETCOIN BET is a digital currency created with python and flask with features of a centralized bank, wallet system, and open transaction history of al
personal finance tracker, written in python 3 and using the wxPython GUI toolkit.
personal finance tracker, written in python 3 and using the wxPython GUI toolkit.
scrilla: A Financial Optimization Application
A python application that wraps around AlphaVantage, Quandl and IEX APIs, calculates financial statistics and optimizes portfolio allocations.
Official Python wrapper for the Quantel Finance API
Quantel is a powerful financial data and insights API. It provides easy access to world-class financial information. Quantel goes beyond just financial statements, giving users valuable information like insider transactions, major shareholder transactions, share ownership, peers, and so much more.
Pandas Machine Learning and Quant Finance Library Collection
Pandas Machine Learning and Quant Finance Library Collection
MachineLearningStocks is designed to be an intuitive and highly extensible template project applying machine learning to making stock predictions.
Using python and scikit-learn to make stock predictions
A standalone package to scrape financial data from listed Vietnamese companies via Vietstock
Scrape Financial Data of Vietnamese Listed Companies - Version 2 A standalone package to scrape financial data from listed Vietnamese companies via Vi
🔬 A curated list of awesome machine learning strategies & tools in financial market.
🔬 A curated list of awesome machine learning strategies & tools in financial market.
Use AI to generate a optimized stock portfolio
Use AI, Modern Portfolio Theory, and Monte Carlo simulation's to generate a optimized stock portfolio that minimizes risk while maximizing returns. Ho
Q-Fin: A Python library for mathematical finance.
Q-Fin A Python library for mathematical finance. Installation https://pypi.org/project/QFin/ pip install qfin Bond Pricing Option Pricing Black-Schol
stock data on eink with raspberry
small python skript to display tradegate data on a waveshare e-ink important you need locale "de_AT.UTF-8 UTF-8" installed. do so in raspi-config's Lo
Reinforcement Learning for finance
Reinforcement Learning for Finance We apply reinforcement learning for stock trading. Fetch Data Example import utils # fetch symbols from yahoo fina
:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
bulbea "Deep Learning based Python Library for Stock Market Prediction and Modelling." Table of Contents Installation Usage Documentation Dependencies
Algorithmic trading using machine learning.
Algorithmic Trading This machine learning algorithm was built using Python 3 and scikit-learn with a Decision Tree Classifier. The program gathers sto
OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
Stock Price Prediction of Apple Inc. Using Recurrent Neural Network OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network Dataset:
Introducing neural networks to predict stock prices
IntroNeuralNetworks in Python: A Template Project IntroNeuralNetworks is a project that introduces neural networks and illustrates an example of how o
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Modeling High-Frequency Limit Order Book Dynamics Using Machine Learning Framework to capture the dynamics of high-frequency limit order books. Overvi
Use unsupervised and supervised learning to predict stocks
AIAlpha: Multilayer neural network architecture for stock return prediction This project is meant to be an advanced implementation of stacked neural n
Using python and scikit-learn to make stock predictions
MachineLearningStocks in python: a starter project and guide EDIT as of Feb 2021: MachineLearningStocks is no longer actively maintained MachineLearni
Scalable, event-driven, deep-learning-friendly backtesting library
...Minimizing the mean square error on future experience. - Richard S. Sutton BTGym Scalable event-driven RL-friendly backtesting library. Build on
Examples and code for the Practical Machine Learning workshop series
Practical Machine Learning Workshop Series Practical Machine Learning for Quantitative Finance Post conference workshop at the WBS Spring Conference D
AtsPy: Automated Time Series Models in Python (by @firmai)
Automated Time Series Models in Python (AtsPy) SSRN Report Easily develop state of the art time series models to forecast univariate data series. Simp