This Python package manages methods to reshape tick by tick data for order flow analysis

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

Plot orderflow footprint charts using plotly in python.

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

基于TradingView本地SDK的可视化前后端代码，适用于缠论量化研究，和其他的基于几何交易的量化研究。 缠论量化 摩尔缠论 缠论可视化 TradingView TV-SDK

Python-based portfolio / stock widget , calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basi…

Python library for identifying the peaks and valleys of a time series.

Gets the last 5 months of volume history for every ticker, and alerts you when a stock's volume exceeds 10 standard deviations from the mean within the last 3 days

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for providing continuous calculation.

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristi…

ruptures: change point detection in Python

时间序列分析教程

ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels

An intuitive library to extract features from time series, statistical, temporal and spectral domains.

Dataset Management Framework, a Python library and a CLI tool to build, analyze and manage Computer Vision datasets.

discover different patterns based on similarity measures in historical (financial) data

A Python package for time series classification

量化研究-券商金工研报复现

Matching Engine for Limit Order Book

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".

An open-source outlier detection package by Getcontact Data Team

[SDM 2022] Towards Similarity-Aware Time-Series Classification

ChainKnowledgeGraph, 产业链知识图谱包括A股上市公司、行业和产品共3类实体，包括上市公司所属行业关系、行业上级关系、产品上游原材料关系、产品下游产品关系、公司主营产品、产品小类共6大类。 上市公司4,654家，行业511个，产品95,559条、上游材料56,824条，上级行业480条，下游产品390条，产品小类52,937条，所属行业3,946条。

Collection of notebooks about quantitative finance, with interactive python code.

GARCH and Multivariate LSTM forecasting models for realized volatility with potential applications in options trading, hedging, portfolio management, and risk management

Find big moving stocks before they move using machine learning and anomaly detection

machine learning and deep learning models for Stock forecasting including trading bots and simulations

Open source software for image correlation, distance and analysis

Sentence Embeddings with BERT & XLNet