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Python Backtesting library for trading strategies
Python code for "Probabilistic Machine learning" book by Kevin Murphy
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Exchange calendars to use with pandas for trading applications
Quantitative research and educational materials
DX Analytics | Financial and Derivatives Analytics with Python
Ipython notebooks for math and finance tutorials
Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest
Python Implementation of Reinforcement Learning: An Introduction
T81-558: Keras - Applications of Deep Neural Networks @Washington University in St. Louis
FinRL: Financial Reinforcement Learning. 🔥
Deep universal probabilistic programming with Python and PyTorch
Bayesian Modeling and Probabilistic Programming in Python
Python client libraries for ISO and other power grid data sources.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
🏆 A ranked list of awesome machine learning Python libraries. Updated weekly.
A program for financial portfolio management, analysis and optimisation.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Portfolio analytics for quants, written in Python
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Quantitative analysis, strategies and backtests
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas…
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
Hands-On Machine Learning for Algorithmic Trading, published by Packt
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).