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Technical indicators, time-series analysis and other quant utilities.

69 projects · sorted by GitHub stars · data refreshed daily (last )

The Chinese category lists 335 tools. This page lists the 69 that have an English summary, so the two are not treated as translations of each other. Full Chinese category

python-training★ 14.3k

J.P. Morgan's Python training for analysts and traders

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gs-quant★ 13.7k

Goldman Sachs Python toolkit for derivatives and risk

↑+483 this weekOther tools
TA-Lib Python★ 12.3k

Cython-based Python wrapper for the TA-Lib technical analysis library

↑+30 this weekOther tools
tsfresh★ 9.5k

Automatic feature extraction and filtering for time series

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QuantLib★ 7.7k

Open-source C++ framework for quantitative finance

↑+24 this weekOther tools
tf-quant-finance★ 5.5k

High-performance TensorFlow library for quantitative finance

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gluon-ts★ 5.3k

Probabilistic time series modeling in Python

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ta★ 5.2k

Technical analysis indicators built on Pandas

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ffn★ 2.7k

Financial function library for quantitative analysis in Python

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ta4j★ 2.5k

Java library for technical analysis and strategy backtesting

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py4fi2nd★ 2.3k

Jupyter notebooks and code for Python for Finance

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pmxt★ 2.2k

Unified API for trading across prediction markets

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PyFlux★ 2.1k

Python time series modeling with frequentist and Bayesian inference

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Stock_Analysis_For_Quant★ 2.1k

Stock analysis across Excel, Matlab, Python, R, and Tableau

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volatility-trading★ 2k

Python volatility estimators based on Sinclair's Volatility Trading

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RustQuant★ 1.8k

Quantitative finance library written in Rust

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finvizfinance★ 1.8k

Python library for FinViz financial data and screening

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pmdarima★ 1.7k

Python library for automatic ARIMA time series modeling

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ta-lib★ 1.7k

Core C library of standard technical analysis indicators

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ARCH★ 1.6k

Python financial econometrics with ARCH, GARCH and volatility models

↑+47 this weekOther tools
optlib★ 1.6k

Python library for closed-form options pricing and option chains

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PyQL★ 1.3k

Cython wrappers for the QuantLib pricing library

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finance.js★ 1.3k

JavaScript library for common financial calculations

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finplot★ 1.2k

Performant Python finance plotting for backtesting

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QuantPy★ 1.1k

Quantitative finance framework in Python

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vollib★ 1k

Option prices, implied volatility and greeks in Python

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pandas_market_calendars★ 1k

Exchange market calendars for pandas trading applications

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QuantFinanceBook★ 989

Open textbook and code on quantitative finance topics

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Computational-Finance-Course★ 934

Course materials for computational finance with Python code

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tidyquant★ 919

Financial analysis for R in tidyverse style

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Finance-Python★ 917

Python toolkit of finance calculations for strategy research

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PineTS★ 901

Run Pine Script indicators and strategies in JavaScript

↑+21 this weekOther tools
py4at★ 859

Code and notebooks for the book Python for Algorithmic Trading

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Python_Option_Pricing★ 850

Python library for pricing European, American and exotic options

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FinanceHub★ 806

Collection of resources for quantitative finance

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Python-for-Finance-Cookbook★ 803

Recipe code for the Python for Finance Cookbook from Packt

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pandas_talib★ 782

Technical analysis indicators implemented with pandas

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tsmoothie★ 769

Vectorized time-series smoothing and outlier detection in Python

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dx★ 768

Python library for derivatives analytics and valuation

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exchange_calendars★ 681

Trading calendars for stock exchanges around the world

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Q-Fin★ 673

Python library for mathematical finance calculations

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Quantsbin★ 659

Pricing, Greeks and charts for vanilla options in Python

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timetk★ 645

Time series toolkit for R with tidyverse-style syntax

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dawp★ 639

Notebooks and code for Derivatives Analytics with Python

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pysabr★ 629

Python implementation of the SABR volatility model

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QuantFinance★ 623

Training materials for quantitative finance in Python

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optionlab★ 582

Python library for evaluating option trading strategies

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financial-engineering★ 551

Monte Carlo methods applied to financial engineering in Python

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talipp★ 544

Incremental technical analysis indicators for streaming data

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Derman Papers★ 529

Notebooks replicating Emanuel Derman's quantitative finance papers

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systematictradingexamples★ 492

Code examples for Robert Carver's book Systematic Trading

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lppls★ 478

Fit the LPPLS bubble model to financial time series

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py_vollib★ 442

Python option pricing and implied volatility library

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XAD★ 436

C++ automatic differentiation library for derivatives and risk

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QLNet★ 427

C# financial library derived from QuantLib with bond extensions

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tia★ 426

Python toolkit for financial data integration and analysis

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aiif★ 403

Code for the book Artificial Intelligence in Finance

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willowtree★ 388

Python willow tree lattice for derivatives pricing

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TimeSeries.jl★ 370

Time series toolkit for the Julia language

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rateslib★ 368

Python fixed income library for bonds, futures and swaps

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TTR★ 351

Technical trading rule functions for R

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finoptions★ 305

Python port of the R option pricing package fOptions

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pysystemtrade_examples★ 280

Example scripts using pysystemtrade from Robert Carver's blog

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StochVolModels★ 239

Pricing and Monte Carlo for stochastic volatility models

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Indicators.jl★ 228

Technical analysis indicators for Julia built on Temporal

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Quant-Finance-With-Python-Code★ 187

Code examples for Quantitative Finance with Python by Chris Kelliher

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tibbletime★ 176

Time-aware tibbles for time series work in R

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quantcomponents★ 169

Free Java components for quantitative finance and trading

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JQuantLib★ 156

Quantitative finance framework written entirely in Java

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