A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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Updated
Oct 8, 2020
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A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Statistical and Algorithmic Investing Strategies for Everyone
Python quantitative trading strategies including Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Strategies to Gekko trading bot with backtests results and some useful tools.
Find big moving stocks before they move using machine learning and anomaly detection
DEPRECATED — The Coinbase Pro trading toolkit
A Java library for technical analysis.
With Python 3.5.x having reached its end of life/support, we can (drop supposed 3.4 support
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types, continuous memory storage, and no pointers are involved
Common financial technical indicators implemented in Pandas.
This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used to get real time ticker information, assess the performance of your portfolio, and can also get tax documents, total dividends paid, and more. More info at
Crypto Trading Bots in Python - Triangular Arbitrage, Beginner & Advanced Cryptocurrency Trading Bots Written in Python
Which version are you running? The lastest version is Github. Pip is for major releases.
import pandas_ta as ta
print(ta.version)Upgrade.
$ pip install -U git+https://github.com/twopirllc/pandas-taIs your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I'm always frustrated when [
Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries
An advanced crypto trading framework written in Python
The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
A Java library for technical analysis ***Not maintained anymore, kept for archival purposes, see #192***
Low-latency algorithmic trading platform written in Rust
List of awesome resources for machine learning-based algorithmic trading
Example Order Book Imbalance Algorithm
Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event processing and triggering, and backtesting - paper trading - live trading.
Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Automated Trading: Trading View Strategies => Bitfinex, itBit, DriveWealth
Crypto currency trading bot written in TypeScript for NodeJS
Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
Forex algorithmic trading framework using OANDA REST API.
Technical analysis library for Rust language
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Implement a Market Profile Indicator in LEAN.
Expected Behavior
Support for Market Profile Indicator
Actual Behavior
No support in LEAN for MP Indicator
Potential Solution
Implement from examples:
Checklist