Home / Other tools
QuantPy
Quantitative finance framework in Python
What it is
A Python framework for quantitative finance covering portfolio analysis and pricing. It provides a portfolio class that imports daily returns from Yahoo, calculates optimal weights for the Sharpe ratio and efficient frontier, and includes a bare-bones event profiler. Developers interested in contributing code, documentation, or feedback may find it a good fit. The project is explicitly in a very early alpha state and is not considered ready for use yet.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| 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 2026-09-12 (up to 30 days): +11 over the period, now 1,068. Gaps mean no snapshot was taken that day.
A framework for quantitative finance In python.
Similar tools
Deep reinforcement learning library for automated quantitative trading
Python algorithmic trading framework with machine learning support
Python backtesting and live trading platform for strategies
Fast limit order book simulator for trading strategy research
Python reinforcement learning framework for training trading agents
Modular schedule-driven backtesting engine for equities and ETFs