#quantitative-finance (30 Repositories)
Ranked open-source repositories tagged with #quantitative-finance, scored by pull request acceptance likelihood and maintainer engagement velocity.
36.9%
44.1h
30 repositories tagged #quantitative-finance
ArturSepp/QuantInvestStrats
qis - performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python.
macrosynergy/macrosynergy
Macrosynergy Quant Research
ArturSepp/StochVolModels
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
amaggiulli/QLNet
QLNet C# Library
lballabio/QuantLib
The QuantLib C++ library
shy3130/tickflow-stock-panel
TSP自托管、零运维的 A 股「选股 + 监控 + 回测」量化工作台 | 基于 TickFlow 数据源 | LLM能力驱使策略定制+个股分析+复盘 | 自由接入第三方数据源与个性化扩展数据 | 个人开源 ,非TickFlow官方项目
facioquo/stock-indicators-dotnet
Stock Indicators for .NET is a C# NuGet package that transforms raw equity, commodity, forex, or cryptocurrency financial market price quotes into technical indicators and trading insights. You'll need this essential data in the investment tools that you're building for algorithmic trading, technical analysis, machine learning, or visual charting.
man-group/ArcticDB
ArcticDB is a high performance, serverless DataFrame database built for the Python Data Science ecosystem.
HKUDS/Vibe-Trading
"Vibe-Trading: Your Personal Trading Agent"
mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
shy3130/tick-stock-panel
TSP自托管、零运维的 A 股「选股 + 监控 + 回测」量化工作台 | 基于 TickFlow 数据源 | LLM能力驱使策略定制+个股分析+复盘 | 自由接入第三方数据源与个性化扩展数据 | 个人开源 ,非第三方官方项目
ZhuLinsen/daily_stock_analysis
LLM 驱动的多市场股票智能分析系统：多源行情、实时新闻、决策看板与自动推送，支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
banbox/banbot
a high-performance, easy-to-use, multi-symbol, multi-strategy, multi-period, multi-account event-driven trading bot
OpenByteInc/QuantDinger
AI quantitative trading platform for crypto, stocks, and forex with backtesting, live trading, market data, and multi-agent research.vibe-trading ,trading-agents,ai-trader,ai-trading
gnzsnz/ib-gateway-docker
Docker image with IB Gateway/TWS and IBC
OpenBB-finance/OpenBB
Open Data Platform for analysts, quants and AI agents.
StockSharp/StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
Fincept-Corporation/FinceptTerminal
FinceptTerminal is a modern finance application offering advanced market analytics, investment research, and economic data tools, designed for interactive exploration and data-driven decision-making in a user-friendly environment.
HiThink-Tech/Financial-API
同花顺官方 A股金融数据服务，提供股票实时行情、历史行情、财务报表、指数、板块、涨停等数据，适用于 AI Agent、量化研究和应用开发，支持 API、MCP、CLI 和 Python。Official Tonghuashun (HiThink) A-share financial data service providing real-time and historical stock market data, financial statements, indices, sectors and limit-up data for AI agents, quantitative research and application development.
microsoft/qlib
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
barter-rs/barter-rs
Open-source Rust framework for building event-driven live-trading & backtesting systems
firmai/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
JTAmos/Temporal.jl
Time series implementation for the Julia language focused on efficiency and flexibility
UFund-Me/Qbot
[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant
Thomvanoorschot/zigma
Zigma is an algorithmic trading framework built with the Zig programming language, leveraging an actor-based concurrency model. It aims to provide an efficient, low-latency system for algorithmic trading through components handling market data, strategy execution, order management, risk, and data persistence.
JTAmos/Strategems.jl
Quantitative systematic trading strategy development and backtesting in Julia
extrange/ibkr-docker
Run IBKR Gateway/TWS in a Docker container
Menooker/KunQuant
A compiler, optimizer and executor for financial expressions and factors
quantsbin/Quantsbin
Quantitative Finance tools
robertmartin8/MachineLearningStocks
Using python and scikit-learn to make stock predictions