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aat

Asynchronous, event-driven algorithmic trading in Python and C++

algotrader

alphalens

Performance analysis of predictive (alpha) stock factors

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

backtrader

Python Backtesting library for trading strategies

backtrader-addons

backtrader-docs

backtrader documentation

backtrader.con

BacktraderCon contents

backtrader.contrib

backtrader_ib_insync

Async integration between backtrader and Interactive brokers.

backtrader_plotting

Plotting addon for backtrader to support Bokeh (and maybe more)

bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

bta-lib

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

btplotting

btplotting provides plotting for backtests, optimization results and live data from backtrader.

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

ezibpy

ezIBpy, a Pythonic Client for Interactive Brokers API

finance

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

ib_insync

Python sync/async framework for Interactive Brokers API

ibpythonic

IbPy-like interface for the Interactive Brokers Python API

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 100+ Indicators

pydtc

Very basic realization of DTC protocol in Python (http://dtcprotocol.org)

pyflux

Open source time series library for Python

pyfolio

Portfolio and risk analytics in Python

python-ws-dtc-client

Python Websocket DTC Protocol Client

qtpylib

QTPyLib, Pythonic Algorithmic Trading