Hi @wilsonfreitas, thanks for the awesome list!

Please consider the LEAN project for the Python section, 95% of our 200K users are python users.

lean.io is the open-source project (or https://github.com/QuantConnect/Lean) // quantconnect.com for the platform

I'm an outsider. How can I run this? I haven't learned python

Here is some Github topics to follow to improve this repository

https://github.com/topics/trading-algorithms?o=desc&s=stars
https://github.com/topics/algotrading?o=desc&s=stars
https://github.com/topics/algorithmic-trading-engine?o=desc&s=stars
https://github.com/topics/quant?o=desc&s=stars
https://github.com/topics/finance?o=desc&s=stars
https://github.com/topics/trading-bot?o=desc&s=stars
https://github.com/topics/technical-analysis?o=desc&s=stars
https://github.com/topics/arbitrage-bot?o=desc&s=stars

https://github.com/cerlymarco/tsmoothie

Take a look at this project.

https://github.com/Beliavsky/R-Finance-Task-View-Supplement

This might have interesting projects to be added.

Not sure how to categorize it, otherwise I'd do a pull request.

Put this under C++ or under Libraries at the end?

C++ 17 based library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution

https://github.com/rburkholder/trade-frame

With real time option greek calculations at:

https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions

Not strictly speaking a quant library, Haxcel uses the Excel 12 interface to allow you to run Haskell inside a spreadsheet. You can write your own Haskell or pull in one of the open-source Haskell pricing libraries already available in awesome-quant, by loading external modules. You can mix and match Haskell and Excel formulae, and what you write in Haskell supports non-strict evaluation. For example array formulae are only evaluated to the extent that they are needed for the cell range to be filled.

Yahoo Finance/YQL and Google Finance APIs for time series data are deprecated as of 1/2018. Would recommend IEX or AlphaVantage as an alternative. Python wrapper available http://github.com/addisonlynch/iexfinance and also AlphaVantage https://github.com/RomelTorres/alpha_vantage

Hi – I am wondering if there is a way we can get links to DRIP – a fixed income/asset allocation/transaction cost analytics system – into awesome-quant, i.e., https://github.com/wilsonfreitas/awesome-quant

https://lakshmidrip.github.io/DRIP
https://github.com/lakshmiDRIP/DRIP

It is Open-Source Java, and has a number of users in NY/London/Tokyo.

Lakshmi ([email protected])

Metatrader 5 API .

Nice API available to get quotes.

https://pypi.org/project/MetaTrader5/

https://www.mql5.com/en/docs/integration/python_metatrader5

maybe, it can help others like it helped me. Thanks for sharing 1

AkShare is an elegant and simple financial data interface library for Python, built for human beings!
AkShare now have get 420+ stars and downloaded about 160,000 times, and have detailed docs!

https://github.com/jindaxiang/akshare

It should be listed under Python -> Data Sources.

Hi,

Would be great if we could be added as a data source for crypto (more than 20 exchanges, web-socket and REST feeds through one API).

SDKs / Repos to connect (Python, C#, Java, NodeJS):
https://github.com/blockfacts-io
Homepage:
https://blockfacts.io
API documentation:
https://docs.blockfacts.io

Thanks!

Hi Wilson,
Thanks for the awesome list! Just wanted to share some of my recent work, I think it might have a place in your list. ynouri/pysabr implements SABR volatility model, which is widely used for interest rate options such as swaptions and cap/floors.

hello, akshare(https://github.com/jindaxiang/akshare) is a tool for downloading chinese futures data

Hey,

thanks so much first of all for the list!
Used in my past project a rather less well known library.
Though, technical analysis might not be for everyone it's quite helpful for fast implementations!
https://github.com/bukosabino/ta

Cheers!

The link for pynance says the link is expired

For time series, how about Facebook's Prophet?

Add Barter project (Rust) to the list

More info

Description: Open-source Rust framework for building event-driven live-trading & backtesting systems
URL: https://github.com/barter-rs/barter-rs

This is an excellent, well funded, open source library that easily rivals quantlib.

http://strata.opengamma.io/

It should be listed under Java.

Just came across this repo.
Looks great.
It got tons of features.
https://github.com/freqtrade/freqtrade

Hello Wilson,
Thank you for creating and maintaining this list!

I would like to suggest adding the library called Eiten https://github.com/tradytics/eiten

Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.

Hello Wilson,

May you extend this great list by adding the link to https://github.com/ssantoshp/trafalgar
Trafalgar is a handy OSS Python portfolio analysis and optimization library.

Hi, before asking this question, I did try to look for the tool I need in the list, but I couldn't find it.

I'm looking for transaction performance analysis tool in Python. Something where I could input a spreadsheet, CSV file, or dataframe with the real open/buy/sell/add/reduce/exit transactions and have the tool spit out the performance metrics on those transactions. Like what was the best transaction in terms of P/L what was the worst one, how many transactions were there? What was the longest? What was the shortest one, etc.
What I do find multiple tools that create a portfolio metrics on a forecasted/ephemeral by and hold strategy, but not based on real transaction history. Any help in identifying such a tool would be very much appreciated. Thanks

These projects are announced not sugguested or not supported:
https://github.com/foolcage/fooltrader
https://github.com/alpacahq/pipeline-live
https://github.com/ematvey/pybacktest
https://github.com/thalesians/pythalesians

Hi. Please add my new project:

Repository:
http://github.com/jesse-ai/jesse
Homepage:
https://jesse-ai.com
Docs:
https://docs.jesse-ai.com/

It's a Python framework for trading cryptocurrencies.

Hello Wilson,

May I suggest adding the link to the https://github.com/huseinzol05/Stock-Prediction-Models

This repository gathers various machine learning and deep learning models for the stock forecasting, including trading bots and simulations.

Just wondering if anyone has any suggestions for importing R packages into Python. I have been using the RPY2 package. Also, tried looking at my R paths (R_Home) and .libPaths(). Even when I put the correct ".lib_loc" code in IMPORTR code, I still have issues loading packages.

Interestingly enough, I can load some R packages (RiskParity portfolio, timeSeries, etc...) and not others.

Figured anyone looking at this great list of R and Python tools would have ideas. Thanks for ideas.

https://github.com/cerlymarco/MEDIUM_NoteBook

Please could you take a look at https://github.com/MarcusRainbow/Ffinar? It is a quant library written in Haskell, particularly focussing on the interface layer and risk calculation.

http://www.sympy.org/

Is a very powerful mathematical library

https://github.com/rsheftel/pandas_market_calendars

Request to add CCXT:

A JavaScript / Python / PHP library for cryptocurrency trading that unifies all exchange API's.
Used for algorithmic trading, arbitrage and market making.

https://github.com/ccxt/ccxt

Please consider adding AlphaPy to your excellent repo.

https://github.com/ScottfreeLLC/AlphaPy

Thank you for your consideration.

Please consider adding Statmetrics to your outstanding repository.

Statmetrics is a free Android app for portfolio and investment analytics:

• Advanced charting and technical analysis toolkit
• Interactive portfolio construction, analysis and optimization
• Quantitative performance and risk analysis of portfolio and portfolio components
• Mean-variance portfolio optimization (minimum-variance, maximum diversification, equal risk contribution, etc.)
• Visualization of portfolio components, efficient frontier and risk metrics
• Calculation of investment risk indicators (Information Ratio, Alpha, Beta, Value at Risk, etc.).
• Exploratory Data Analysis (Descriptive Statistics, Correlation and Cointegration Analysis, PCA, Unit Root and Granger Causality Test, etc.)

https://github.com/Vinnitschenko/Statmetrics-Android/
https://play.google.com/store/apps/details?id=org.statmetrics.app

https://github.com/NVentimiglia/TDAmeritrade.DotNetCore

https://github.com/edgararuiz/tidypredict

QuantMath is a library I have been working on, written in Rust. It is mainly aimed at risk-neutral pricing of Equity options at the moment, though its architecture could be very easily extended to handle rates, commodities and FX. It currently has Monte-Carlo and analytic pricers for a number of different products. One area where it is pretty strong is support for different risk measures. It can be interfaced to from C or C++, and there is also an Excel wrapper library using the Excel 12 api.

https://github.com/MarcusRainbow/QuantMath

• https://github.com/search?utf8=%E2%9C%93&q=options+trading

here is awesome quant for golang
https://github.com/goex-top/go-awesome-quant

https://github.com/robertmartin8/PyPortfolioOpt

Add https://github.com/ranaroussi/yfinance as an alternative to yfinanceapi. The latter apparently depends on datatables.org, and I can't reach that site.

https://github.com/ta4j/ta4j

A Java library for technical analysis.

Hi, pdblp is a library I maintain for Bloomberg data access in python. I know of several other users out in the wild so thought I would see if there was any interest in incorporating it here.

https://github.com/matthewgilbert/pdblp

Hello there,

In addition to being the creator of the portfolio-allocation JavaScript library you mention here (thanks :-)), I am also providing a (free) portfolio analysis and optimization API called Portfolio Optimizer at https://portfoliooptimizer.io/.

If you think this one qualifies to help your quant audience, I could certainly do a PR to add it in the FrameWorks section.

Just let me know.

Cheers,

Roman

https://github.com/cuemacro/finmarketpy

Please integrate with the CRAN task view here:

https://cran.r-project.org/web/views/Finance.html

absbox is a Python based library to model cashflow for structured product like ABS/MBS, it includes the pricing until functions as well.

• code: https://github.com/yellowbean/AbsBox
• doc: https://absbox-doc.readthedocs.io/en/latest/index.html

Fast Trade is a low code cryptocurrency backtesting library written in Python that allows for quick iteration, customization, and data downloading from Binance.

https://github.com/jrmeier/fast-trade

Could you tell me what is a recommended free fundamental stock data api. Free cash flow, financial statements.

You have put together some great thread. Thanks.