Scientific Software
Updated 6 months ago

PyPortfolioOpt — Peer-reviewed • Rank 24.2 • Science 95%

PyPortfolioOpt: portfolio optimization in Python - Published in JOSS (2021)

Scientific Software
Updated 6 months ago

volesti — Peer-reviewed • Rank 14.6 • Science 98%

volesti: A C++ library for sampling and volume computation on convex bodies - Published in JOSS (2025)

Scientific Software
Updated 6 months ago

finreportr — Peer-reviewed • Rank 15.7 • Science 93%

finreportr: Financial Data from U.S. Securities and Exchange Commission - Published in JOSS (2016)

Updated 6 months ago

pymaro • Rank 15.5 • Science 51%

Multi-Agent Resource Optimization (MARO) platform is an instance of Reinforcement Learning as a Service (RaaS) for real-world resource optimization problems.

Updated 6 months ago

tclf • Rank 8.6 • Science 57%

A scikit-learn compatible classifier to perform trade classification in Python.

Updated 5 months ago

TTR • Rank 25.6 • Science 26%

Technical analysis and other functions to construct technical trading rules with R

Scientific Software
Updated 6 months ago

bittrex — Peer-reviewed • Rank 5.5 • Science 46%

bittrex: An R client for the Bittrex Crypto-Currency Exchange - Published in JOSS (2017)

Sociology
Scientific Software · Peer-reviewed
Updated 6 months ago

pizzly • Rank 5.6 • Science 44%

Pizzly, financial market analysis combining technical indicators with LLMs, featuring real-time data processing and AI-powered market insights ⚡️

Updated 6 months ago

cnbc • Rank 5.2 • Science 44%

A Python package that wraps CNBC API endpoints and returns financial data in JSON.

Updated 5 months ago

https://github.com/microsoft/finnts • Rank 17.5 • Science 26%

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.

Updated 5 months ago

polygon • Rank 15.5 • Science 26%

A Complete Python Wrapper for Polygon.io APIs. Including Stocks, Options, Streaming, Forex & Crypto, References API and more...

Updated 6 months ago

rb3 • Rank 12.5 • Science 26%

A bunch of downloaders and parsers for data delivered from B3

Updated 5 months ago

SBTi-finance-tool • Rank 10.9 • Science 26%

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.

Updated 5 months ago

https://github.com/chinchalinchin/scrilla • Rank 9.1 • Science 26%

A python application that wraps around various financial APIs, calculates statistics and optimizes portfolio allocations.

Updated 5 months ago

equinox • Rank 7.2 • Science 26%

Equinox is an open source platform that supports the holistic risk management of sustainable finance projects

Updated 6 months ago

fin-llama • Rank 5.6 • Science 26%

LLAMA specialized on finance

Updated 6 months ago

miletus.jl • Rank 6.7 • Science 18%

Writing financial contracts in Julia

Updated 5 months ago

https://github.com/gabrielabra/modfin • Rank 5.9 • Science 10%

The ModFin project aims to provide users with the necessary tools for modeling and analyzing individual assets and portfolios.

Updated 5 months ago

https://github.com/cran-task-views/finance • Science 26%

CRAN Task View: Empirical Finance

Updated 5 months ago

https://github.com/dsnchz/solid-highcharts • Science 26%

A SolidJS wrapper for Highcharts with full reactivity, lifecycle management, and TypeScript support.

Updated 6 months ago

rxaf • Science 44%

The 'rxaf' package provides functionalities to read and analyze Dutch XML Audit Files (XAF) in R. These files are commonly used in the Netherlands for financial and auditing purposes.

Updated 6 months ago

signalslite • Science 44%

A small library to efficiently store and process global equity data, especially for Numerai's Signals tournament (WIP)

Updated 6 months ago

za-bank-risk • Science 36%

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.

Updated 6 months ago

convert-csv-schwab2pp • Science 67%

Converts a Charles Schwab transaction CSV file to a ready-to-import CSV file for Portfolio Performance.

Updated 6 months ago

fml • Science 44%

An R-package of teaching financial machine learning

Updated 4 months ago

https://github.com/dimits-ts/quantitative-finance • Science 13%

Scripts for option pricing (European/American) and FX arbitrage opportunities.

Updated 6 months ago

nyt-sentiment-index • Science 44%

A daily sentiment index based on New York Times economic news.

Updated 5 months ago

https://github.com/syncoding/evdsts • Science 13%

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.

Updated 5 months ago

tidyfinance • Science 13%

R package with helper functions for developers and researchers familiar with Tidy Finance

Updated 6 months ago

yh-finance • Science 44%

A Python package that wraps YH Finance API endpoints and returns financial data in JSON.

Updated 6 months ago

nasdaq-data-link-mcp-os • Science 44%

A Nasdaq Data Link MCP (Model Context Protocol) Server

Updated 5 months ago

migrate • Science 13%

An R package for building state transition matrices

Updated 5 months ago

tsmarch • Science 13%

Feasible Multivariate GARCH Models

Updated 6 months ago

yildirim-masters-thesis • Science 13%

"Global Real Interest Rate Dynamics and Monetary Policy Announcements"

Updated 5 months ago

expandar • Science 13%

R Package for Interactive Panel Data Exploration

Updated 6 months ago

airborne.jl • Science 44%

AirBorne a complete algorithmic trading framework in Julia.

Updated 6 months ago

quantpde • Science 67%

A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.