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autofinance.broker

A Dotnet Core library to interact with Interactive Broker's Trader Workstation (IB TWS)

bld-dotnet-rust-docker

deepdow

Portfolio optimization with deep learning.

deribitdotnet

C# library for connecting to the Deribit cryptocurrency derivatives exchange via the Websockets v2 API

es2postgres

ElasticSearch to PostgreSQL loader

flexfolio

IB FlexStatement to PyFolio bridge

ib_dl

Historical market data downloader using Interactive Brokers TWS

ibpy2-conda

Conda Package Definitions for IbPy2

invex

invex

iqfeed

IQFeed/DTN Downloader

kelly-criterion

Kelly Criterion calculation

kibana-logtrail

Kibana with Logtrail

kubespray

Deploy a Production Ready Kubernetes Cluster

mesolive-agent-artifacts

mesosim-docs

Documentation for MesoSim, the option backtester

mesosim-one-import

AutoHotKey script to automate the import of trades from a MesoSim exported CSV file into OptionNet Explorer

mesosim-tracker

Public ✨ Feature and Bug 🐛 Tracker for the MesoSim project

mlfinlab-2

Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.

numdiff-docker

NumDiff in Docker

openbbterminal

Investment Research for Everyone, Anywhere.

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

qf-lib

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance.

quantstats

Portfolio analytics for quants, written in Python

spark-risk-explorer

Spark Risk Explorer

strategy-library

📚 MesoSim's Strategy Library

svelte-jsoneditor

A web-based tool to view, edit, format, repair, query, transform, and validate JSON

tectonicdb

Database for L2 orderbook

tradingview-to-sheets

TradingView webhook to Google Sheets gateway

us-stock-symbols

Full lists of US Securities on the NASDAQ, NYSE, and AMEX powered by GitHub Actions