Quantitative-finance Libraries

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Quantitative-finance Libraries

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, …

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 …

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…

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…

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 …

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…

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…

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…

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Implementation of pricing analytics and Monte Carlo simulations for modeling of options and implied volatilities. The StochVolPackage provides: For the analytic implementation of stochastic volatilit…

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