dcajasn/Riskfolio-Lib
Portfolio optimisation with a large library of risk measures — how capital should be split across strategies.
nautechsystems/nautilus_trader
Production-grade Rust-native event-driven trading engine with a Python API — the same code backtests and trades live.
stefan-jansen/alphalens-reloaded 💎 hidden gem
Factor analysis for trading signals: does this feature actually predict returns, before a strategy is built on it.
Nixtla/statsforecast
Fast classical forecasting models (ARIMA, ETS, Theta, naive) that give a strategy a floor it has to clear.
pmorissette/ffn 💎 hidden gem
GroupStats: hand it a DataFrame of many equity curves and get one table of performance statistics for all of them.
tradingview/lightweight-charts
TradingView's own charting library — the chart a forex trader already knows how to read.
jealous/stockstats 💎 hidden gem
Fifty indicators as DataFrame columns, under a licence you can actually ship.
bashtage/arch 💎 hidden gem
GARCH volatility models plus White's reality check and the Politis-Romano-Wolf stepwise test — regime filters, and a way to tell skill from search luck.
skforecast/skforecast 💎 hidden gem
scikit-learn-compatible time-series forecasting with rolling-origin backtesting built into the core — the anti-overfitting step ScalpingMate was missing.
ranaroussi/quantstats
Portfolio tearsheets from a returns series — the monthly-returns heatmap that tests the 2%-a-month claim, under a licence he can ship.
blue-yonder/tsfresh
Extracts 700+ statistical features from price windows and filters them by significance — indicators without inventing them.
kernc/backtesting.py
The lowest-friction Python backtester — 20 lines to a full trade log, equity curve and parameter sweep.
stumpy-dev/stumpy
Matrix profile — finds every repeating shape and every anomaly in a long time series without being told what to look for.
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