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quarto updated
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wilsonfreitas committed Oct 14, 2024
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Expand Up @@ -58,6 +58,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.
- [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
- [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
- [fypy](https://github.com/jkirkby3/fypy) - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

### Indicators

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- [Blankly](https://github.com/Blankly-Finance/Blankly) - Fully integrated backtesting, paper trading, and live deployment.
- [TA-Lib](https://github.com/mrjbq7/ta-lib) - Python wrapper for TA-Lib (<http://ta-lib.org/>).
- [zipline](https://github.com/quantopian/zipline) - Pythonic algorithmic trading library.
- [zipline-reloaded](https://github.com/stefan-jansen/zipline-reloaded) - Zipline, a Pythonic Algorithmic Trading Library.
- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - Python-based open source software framework designed to support portfolio construction and management.
- [quantitative](https://github.com/jeffrey-liang/quantitative) - Quantitative finance, and backtesting library.
- [analyzer](https://github.com/llazzaro/analyzer) - Python framework for real-time financial and backtesting trading strategies.
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### Factor Analysis

- [alphalens](https://github.com/quantopian/alphalens) - Performance analysis of predictive alpha factors.
- [alphalens-reloaded](https://github.com/stefan-jansen/alphalens-reloaded) - Performance analysis of predictive (alpha) stock factors.
- [Spectre](https://github.com/Heerozh/spectre) - GPU-accelerated Factors analysis library and Backtester

### Sentiment Analysis
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- [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way.
- [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
- [gluon-ts](https://github.com/awslabs/gluon-ts) - vProbabilistic time series modeling in Python.
- [functime](https://github.com/functime-org/functime) - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

### Calendars

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- [finplot](https://github.com/highfestiva/finplot) - Performant and effortless finance plotting for Python.
- [finvizfinance](https://github.com/lit26/finvizfinance) - Finviz analysis python library.
- [market-analy](https://github.com/maread99/market_analy) - Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.
- [QuantInvestStrats](https://github.com/ArturSepp/QuantInvestStrats) - Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

## R

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### FrameWorks

- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab.
- [PROJ_Option_Pricing_Matlab](https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab) - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

## Julia

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