28 repositories · 10 under 3,000 stars
Backtesting, indicators, broker connections and portfolio analysis.
One programming interface in front of 103 cryptocurrency exchanges, published for eight languages from a single codebase.
Reads United States company filings and their financial tables in Python, returning typed objects rather than raw documents.
Computes portfolio weights by solving an optimisation problem, and replays the resulting policy over historical prices.
Financial indicators for Python that recompute incrementally as each new value arrives.
More than 150 standard chart indicators for Python, computed by the long-established TA-Lib engine.
Portfolio optimisation written as scikit-learn estimators, with walk-forward and combinatorial purged cross-validation built in.
A Python library that fetches historical prices, dividends, company financial statements and option chains from Yahoo Finance and returns them as pandas dataframes.
A crypto trading bot you run yourself, with backtesting, parameter optimisation and paper trading in the same tool.
Backtesting built from reusable blocks, with strategies that can contain other strategies.
One Python interface in front of many financial data providers, so the answer comes back in the same shape whichever source it came from.
A backtester that models your place in the order queue and the delay before your order reaches the venue.
It tests a trading idea on history and tells you how much of the result could be luck.
Portfolio optimisation with a large library of risk measures — how capital should be split across strategies.
Production-grade Rust-native event-driven trading engine with a Python API — the same code backtests and trades live.
Factor analysis for trading signals: does this feature actually predict returns, before a strategy is built on it.
Fast classical forecasting models (ARIMA, ETS, Theta, naive) that give a strategy a floor it has to clear.
GroupStats: hand it a DataFrame of many equity curves and get one table of performance statistics for all of them.
TradingView's own charting library — the chart a forex trader already knows how to read.
Fifty indicators as DataFrame columns, under a licence you can actually ship.
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.
scikit-learn-compatible time-series forecasting with rolling-origin backtesting built into the core — the anti-overfitting step most forecasting projects are missing.
Portfolio tearsheets from a returns series — the monthly-returns heatmap that tests the 2%-a-month claim, under a licence he can ship.
Extracts 700+ statistical features from price windows and filters them by significance — indicators without inventing them.
The lowest-friction Python backtester — 20 lines to a full trade log, equity curve and parameter sweep.
Matrix profile — finds every repeating shape and every anomaly in a long time series without being told what to look for.
No repository in this area carries every tag you picked.
A dozen repositories, opened and checked. The licence read, the last release dated, and the ones that did not make it named with the reason. It is the half most lists leave out.
No tracking pixels. One click to leave. The archive stays free either way.
We use your address to send the edition and nothing else. Confirm by email, leave in one click. How we handle it.