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wilsonfreitas / awesome-quant

Star 16k

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

finance awesome trading-bot algotrading quant awesome-list trading-strategies trading-algorithms quantitative-finance technical-analysis stock-data algorithmic-trading-engine financial-data algorithmic-trading-library yahoo-finance quantitative-trading google-finance finance-api financial-instruments arbitrage-bot
  • Updated Apr 27, 2024
  • Python

microsoft / qlib

Star 14.2k

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

python platform finance machine-learning research deep-learning paper fintech quant quantitative-finance investment stock-data algorithmic-trading research-paper quantitative-trading quant-dataset quant-models auto-quant
  • Updated Apr 26, 2024
  • Python

cantaro86 / Financial-Models-Numerical-Methods

Sponsor
Star 5.3k

Collection of notebooks about quantitative finance, with interactive python code.

python linear-regression econometrics partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations
  • Updated Feb 26, 2024
  • Jupyter Notebook
quant-trading

je-suis-tm / quant-trading

Star 5.3k

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

trading-bot quant trading-strategies trading-algorithms quantitative-finance algorithmic-trading quantitative-trading trading-systems statistical-arbitrage macd options-trading bollinger-bands options-strategies momentum-strategy quantitative-trading-strategies trading-strategy pair-trading momentum-trading-strategy commodity-trading quantimental-analysis
  • Updated Apr 14, 2024
  • Python
Riskfolio-Lib

dcajasn / Riskfolio-Lib

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Star 2.7k

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

finance trading portfolio-optimization sharpe-ratio quantitative-finance investment cvxpy convex-optimization asset-allocation stepwise-regression investment-analysis principal-components-regression risk-factors portfolio-management risk-parity efficient-frontier drawdown-model duration-matching cvar-optimization risk-contribution
  • Updated Apr 27, 2024
  • C++

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