Quant Libraries

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Quant Libraries

Zipline, a Pythonic Algorithmic Trading Library

Zipline currently supports Python 2.7, 3.5, and 3.6, and may be installed via either pip or conda. The following code implements a simple dual moving average algorithm. You can then run this algorith…

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.

Recent released features Features released before 2021 are not listed here. Qlib is an open-source, AI-oriented quantitative investment platform that aims to realize the potential, empower research, …

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly depl…

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

RQAlpha 从数据获取、算法交易、回测引擎，实盘模拟，实盘交易到数据分析，为程序化交易者提供了全套解决方案。 RQAlpha 具有灵活的配置方式，强大的扩展性，用户可以非常容易地定制专属于自己的程序化交易系统。 RQAlpha 提供了极具拓展性的 Mod Hook 接口，这意味着开发者可以非常容易的对接第三方库。您可以通过如下方式使用安装和使用Mod: 以下是目前已经集成的 Mod 列表…

Portfolio analytics for quants, written in Python

QuantStats: Portfolio analytics for quants ========================================== Here's an example of a simple tear sheet analyzing a strategy: Output: Output: You can create 7 different report …

Qiskit is an open-source SDK for working with quantum computers at the level of extended quantum circuits, operators, and primitives.

This library is the core component of Qiskit, which contains the building blocks for creating and working with quantum circuits, quantum operators, and primitive functions (sampler and estimator). It…

Qiskit is an open-source SDK for working with quantum computers at the level of extended quantum circuits, operators, and algorithms.

This framework allows for building, transforming, and visualizing quantum circuits. It also contains a compiler that supports different quantum computers and a common interface for running programs …

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

This repo is public facing and exists for the sole purpose of providing users with an easy way to raise bugs, feature requests, and other issues. MlFinlab python library is a perfect toolbox that eve…

A list of resources in different fields of Computer Science

QTPyLib, Pythonic Algorithmic Trading

I developed QTPyLib because I wanted for a simple, yet powerful, trading library that will let me focus on the trading logic itself and ignore everything else. There are 5 main components to QTPyLib…

SGX-Full-OrderBook-Tick-Data-Trading-Strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Framework to capture the dynamics of high-frequency limit order books. In this project I used machine learning methods to capture the high-frequency limit order book dynamics and simple trading strat…

Using python and scikit-learn to make stock predictions

While I would not live trade based off of the predictions from this exact code, I do believe that you can use this project as starting point for a profitable trading system – I have actually used cod…

Algorithmic Trading in Python with Machine Learning

With PyBroker, you'll have all the tools you need to create winning trading strategies backed by data and machine learning. Start using PyBroker today and take your trading to the next level! Or you …

Command line interface used by all WakaTime text editor plugins.

Install the plugin for your IDE/editor: Each plugin either comes pre-bundled with WakaTime CLI, or downloads the latest version from GitHub for you. Each plugin also has its own log file: Useful API …

What did I do on February 14th 2007? Visualize your (digital) life in Org-mode

Example: You can see some demo data using the modulees for SMS, filenamedatestamps, Twitter, RSS, imap, phonecalls, and git. The easiest way of installing Memacs is by using `pip`: This gets you the …

Open-Source Quantum Chemistry – an electronic structure package in C++ driven by Python

With computationally demanding portions written in C++, exports of many C++ classes into Python via Pybind11, and a flexible Python driver, Psi4 strives to be friendly to both users and developers. P…

Pythonic tool for running machine-learning/high performance/quantum-computing workflows in heterogeneous environments.

Covalent is a Python library for AI/ML engineers, developers, and researchers. It provides a straightforward approach to running compute jobs, like LLMs, generative AI, and scientific research, on v…

A trading bot for automated algorithmic trading on Binance Futures, Bybit, BitMEX and FTX written in python.

The Github repository features a trading system designed for automated algorithmic trading on Binance Futures, Bybit, BitMEX and FTX. This trading system aims to offer an easy-to-use platform for use…

A Python library for mathematical finance

A Python library for mathematical finance. QFin is being reconstructed to leverage more principals of object-oriented programming. Several modules in this version are deprecated along with the solut…

Machine learning models for time series analysis

A collection of different Machine Learning models predicting the time series, concretely the market price for given the currency chart and target. Tested with python versions: 2.7.14, 3.6.0. By defau…

A Python library for mathematical finance

A Python library for mathematical finance. Theoretical options pricing for non-dividend paying stocks is available via the BlackScholesCall and BlackScholesPut classes. First-order and some second-or…

UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.

To engage in conversations about uncertainty quantification, or ask question about UQpy usage and functionality refer to the UQpy's discussions tab: UQpy (Uncertainty Quantification with python) is a…

Quantitative Image Analysis in C++, MATLAB and Python

If you found an error in the documentation, we consider this a bug. See above how to report it. Licensed under the Apache License, Version 2.0 (the "License"); you may not use this library except in …

Investment portfolio and stocks analyzing tools for Python with free historical data

...entities should not be multiplied without necessity -- William of Ockham (c. 1287–1347) For many countries (China, USA, United Kingdom, European Union, Russia, Israel etc.): Get the main parameter…

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Here you find my IPython (Jupyter) notebooks from my blog (ipythonquant.wordpress.org). Feel free to download the samples and play around with them.

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Hi everyone! This is my respository where I store all my code and research within Quantitative Finance with the programming languages: C++, R and Python. Some of the things you can find here are trad…

A collection of Digital Signal Processing notebooks with a wireless communications theme.

Once installation has complete you will find the DSP notebooks in the Jupyter workspace directory 'rfsoc-studio/dsp-notebooks'. The folder will be named 'dsp-notebooks'.

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