PyPortfolioOpt
PyPortfolioOpt: portfolio optimization in Python - Published in JOSS (2021)
volesti
volesti: A C++ library for sampling and volume computation on convex bodies - Published in JOSS (2025)
finreportr
finreportr: Financial Data from U.S. Securities and Exchange Commission - Published in JOSS (2016)
Synthia
Synthia: multidimensional synthetic data generation in Python - Published in JOSS (2021)
https://github.com/catalyst-cooperative/ferc-xbrl-extractor
A tool for converting FERC filings published in XBRL into SQLite databases
pymaro
Multi-Agent Resource Optimization (MARO) platform is an instance of Reinforcement Learning as a Service (RaaS) for real-world resource optimization problems.
tclf
A scikit-learn compatible classifier to perform trade classification in Python.
https://github.com/joshuaulrich/quantmod
Quantitative Financial Modelling Framework
extra-fyers
A Javascript interface for FYERS API.
https://github.com/kernc/backtesting.py
🔎 📈 🐍 💰 Backtest trading strategies in Python.
https://github.com/cvxgrp/cvxportfolio
Portfolio optimization and back-testing.
TTR
Technical analysis and other functions to construct technical trading rules with R
bittrex
bittrex: An R client for the Bittrex Crypto-Currency Exchange - Published in JOSS (2017)
@stdlib/stats-base-dists-pareto-type1-cdf
Pareto (Type I) distribution cumulative distribution function (CDF).
https://github.com/mbk-dev/okama
Investment portfolio and stocks analyzing tools for Python with free historical data
pizzly
Pizzly, financial market analysis combining technical indicators with LLMs, featuring real-time data processing and AI-powered market insights ⚡️
@stdlib/stats-base-dists-pareto-type1-ctor
Pareto (Type I) distribution constructor.
@stdlib/stats-base-dists-pareto-type1-pdf
Pareto distribution (Type I) probability density function (PDF).
@stdlib/stats-base-dists-pareto-type1-quantile
Pareto (Type I) distribution quantile function.
@stdlib/stats-base-dists-pareto-type1-logpdf
Natural logarithm of the probability density function (PDF) for a Pareto (Type I) distribution.
@stdlib/stats-base-dists-pareto-type1-logcdf
Natural logarithm of the cumulative distribution function (CDF)for a Pareto (Type I) distribution.
https://github.com/microsoft/finnts
Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.
polygon
A Complete Python Wrapper for Polygon.io APIs. Including Stocks, Options, Streaming, Forex & Crypto, References API and more...
SBTi-finance-tool
This toolkit helps companies and financial institutions to assess the temperature alignment of current targets, commitments, and investment and lending portfolios, and to use this information to develop targets for official validation by the SBTi. See the wiki for a change log.
https://github.com/chinchalinchin/scrilla
A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.
equinox
Equinox is an open source platform that supports the holistic risk management of sustainable finance projects
https://github.com/google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
https://github.com/andrew-hossack/dash-tools
DashTools - Plotly Dash Command Line Tools - Create, Run and Deploy Templated Python Apps from Terminal
open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
https://github.com/anuragagrawaal/pyportfolioanalysis
'Portfolio Analysis, methods for portfolio optimization'
https://github.com/gabrielabra/modfin
The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.
https://github.com/dsnchz/solid-highcharts
A SolidJS wrapper for Highcharts with full reactivity, lifecycle management, and TypeScript support.
signalslite
A small library to efficiently store and process global equity data, especially for Numerai's Signals tournament (WIP)
za-bank-risk
This repository is an initial pipeline for reading, processing, labelling and classifying unstructured annual reports of South African (SA) banks with the aim of identifying financial risk. It leveraged work by the Corporate Financial Information Environment-Final Report Structure Extractor (CFIE–FRSE) of El-Haj et al. which created a corpus of annual reports of United Kingdom (UK) companies.
convert-csv-schwab2pp
Converts a Charles Schwab transaction CSV file to a ready-to-import CSV file for Portfolio Performance.
https://github.com/dimits-ts/quantitative-finance
Scripts for option pricing (European/American) and FX arbitrage opportunities.
nyt-sentiment-index
A daily sentiment index based on New York Times economic news.
https://github.com/dcelisgarza/portfoliooptimiser.jl
Portfolio optimisation library.
https://github.com/syncoding/evdsts
evdsts; Türkiye Cumhuriyet Merkez Bankası Elektronik Veri Dağıtım Sistemi (EVDS) API üzerinden makroekonomik veri alımı için geliştirilmiş bir Python uyarlamasıdır. evdsts, verdiği zaman serileri analizine hazır çıktılar ve diğer faydalı dönüşümleriyle; hem veri alımını hem de zaman serileri anzlizlerini kolaylaştırmak için dizayn edilmiştir.
tidyfinance
R package with helper functions for developers and researchers familiar with Tidy Finance
yh-finance
A Python package that wraps YH Finance API endpoints and returns financial data in JSON.
yildirim-masters-thesis
"Global Real Interest Rate Dynamics and Monetary Policy Announcements"
quantpde
A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.