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quant
Notebooks on quantitative finance and algorithmic trading
What it is
A collection of notebooks on quantitative finance and algorithmic trading, mostly built on Quantopian, Zipline or pandas. The notebooks work through strategy backtests and analyses that can be read and rerun for learning. Developers and researchers who learn from other people's worked examples will find material to study. Much of it depends on the Quantopian platform and older Zipline setups, so some notebooks need changes to run today.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Beginners |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | US equities, Multi-market |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +2 over the period, now 460. Gaps mean no snapshot was taken that day.
Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.
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