diff --git a/Readme.md b/Readme.md index 8092446..af48247 100644 --- a/Readme.md +++ b/Readme.md @@ -99,69 +99,69 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry Note: the one marked as `Live Trading` has reasonable live trading support for at least 1 broker. Otherwise, backtest function only. -- [aat](https://github.com/AsyncAlgoTrading/aat) | `Python`, `C++`, `Live Trading`| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges. -- [* barter-rs](https://github.com/barter-rs/barter-rs) | `Rust` | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine. -- [* bt](https://github.com/pmorissette/bt) | `Python` | - Flexible backtesting for Python based on Algo and Strategy Tree -- [Better Quant](https://github.com/byrnexu/betterquant) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/byrnexu/betterquant/master)| `C++`, `Live Trading` | - Better quant today, best quant tomorrow. 💪 -- [Botvana](https://github.com/featherenvy/botvana) | `Rust` | - high-performance and event-driven trading system built using Rust -- [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies -- [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof. -- [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | - High Performance Runtime in Rust -- [QuantFabric](https://github.com/QuantFabric/QuantFabric) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/QuantFabric/QuantFabric/master) | `C++` | - QuantFabric是基于Linux/C++开发的中高频量化交易系统,支持中金所、郑商所、大商所、上期所、上海国际能源中心的期货业务品种交易,支持上交所、深交所的股票、债券品种交易。 -- [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework -- [Hikyuu](https://github.com/fasiondog/hikyuu) | `C++`, `Python`| - Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架 -- [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/coding-kitties/investing-algorithm-framework/main) | `Python` | - Framework for developing, backtesting, and deploying automated trading algorithms and trading bots. -- [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) | `Python` | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...) -- [* nautilus_trader](https://github.com/nautechsystems/nautilus_trader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nautechsystems/nautilus_trader/master)| `Python`, `Cython`, `Rust`, `Live Trading` | - A high-performance algorithmic trading platform and event-driven backtester -- [PyBroker](https://github.com/edtechre/pybroker) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/edtechre/pybroker/master) | `Python` | - Algorithmic Trading in Python with Machine Learning -- [QuantConnect](https://github.com/QuantConnect/Lean) | `C#`, `.NET`, `Live Trading` | - Lean Algorithmic Trading Engine by QuantConnect (Python, C#) -- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) | `Python`, `Rust`, `Live Trading` | - QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案 -- [Rqalpha](https://github.com/ricequant/rqalpha) | `Python` | - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities -- [quanttrader](https://github.com/letianzj/quanttrader) | `Python` | - Backtest and live trading in Python. Event based. Similar to backtesting.py. -- [qf-lib](https://github.com/quarkfin/qf-lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/quarkfin/qf-lib/master) | `Python` | - Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures. -- [sdoosa-algo-trade-python](https://github.com/sreenivasdoosa/sdoosa-algo-trade-python) | `Python` | - This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter. -- [* vnpy](https://github.com/vnpy/vnpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/vnpy/vnpy/master) | `Python`, `Stock`, `Futures`, `Crypto`, `Live Trading` | - Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform -- [WonderTrader](https://github.com/wondertrader/wondertrader) | `C++`, `Python` | - WonderTrader——量化研发交易一站式框架 -- [zvt](https://github.com/zvtvz/zvt) | `Python`, `Stock`, `Backtest` | - Modular quant framework -- [zipline](https://github.com/quantopian/zipline) | `Python` | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. -- [PandoraTrader](https://github.com/pegasusTrader/PandoraTrader) | `C++` | - CTP 高频量化交易平台 C++ Trade Platform for quant developer -- [hftbacktest](https://github.com/nkaz001/hftbacktest) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nkaz001/hftbacktest/master) | `Python`, `numba` | - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. -- [Cipher](https://github.com/nanvel/cipher-bt) | `Python` | - Backtesting library with focus on position adjustment that allows testing complicated setups. Pythonic, extensible, well-structured, documented. +- [aat](https://github.com/AsyncAlgoTrading/aat) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/AsyncAlgoTrading/aat/main) ![GitHub Repo stars](https://img.shields.io/github/stars/AsyncAlgoTrading/aat?style=social) | Python, C++, Live Trading| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges. +- [* barter-rs](https://github.com/barter-rs/barter-rs) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/barter-rs/barter-rs/main) ![GitHub Repo stars](https://img.shields.io/github/stars/barter-rs/barter-rs?style=social) | Rust | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine. +- [* bt](https://github.com/pmorissette/bt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pmorissette/bt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pmorissette/bt?style=social) | Python | - Flexible backtesting for Python based on Algo and Strategy Tree +- [Better Quant](https://github.com/byrnexu/betterquant) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/byrnexu/betterquant/master) ![GitHub Repo stars](https://img.shields.io/github/stars/byrnexu/betterquant?style=social) | C++, Live Trading | - Better quant today, best quant tomorrow. 💪 +- [Botvana](https://github.com/featherenvy/botvana) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/featherenvy/botvana/main) ![GitHub Repo stars](https://img.shields.io/github/stars/featherenvy/botvana?style=social) | Rust | - high-performance and event-driven trading system built using Rust +- [backtrader](https://github.com/mementum/backtrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/mementum/backtrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/mementum/backtrader?style=social) | Python, Live Trading | - Event driven Python Backtesting library for trading strategies +- [backtesting.py](https://github.com/kernc/backtesting.py) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/kernc/backtesting.py/master) ![GitHub Repo stars](https://img.shields.io/github/stars/kernc/backtesting.py?style=social) | Python | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof. +- [FlashFunk](https://github.com/HFQR/FlashFunk) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/HFQR/FlashFunk/master) ![GitHub Repo stars](https://img.shields.io/github/stars/HFQR/FlashFunk?style=social) | Rust | - High Performance Runtime in Rust +- [QuantFabric](https://github.com/QuantFabric/QuantFabric) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/QuantFabric/QuantFabric/master) ![GitHub Repo stars](https://img.shields.io/github/stars/QuantFabric/QuantFabric?style=social) | C++ | - QuantFabric是基于Linux/C++开发的中高频量化交易系统,支持中金所、郑商所、大商所、上期所、上海国际能源中心的期货业务品种交易,支持上交所、深交所的股票、债券品种交易。 +- [gobacktest](https://github.com/gobacktest/gobacktest) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/gobacktest/gobacktest/main) ![GitHub Repo stars](https://img.shields.io/github/stars/gobacktest/gobacktest?style=social) | Go | - A Go implementation of event-driven backtesting framework +- [Hikyuu](https://github.com/fasiondog/hikyuu) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/fasiondog/hikyuu/master) ![GitHub Repo stars](https://img.shields.io/github/stars/fasiondog/hikyuu?style=social) | C++, Python| - Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架 +- [Investing Algorithm Framework](https://github.com/coding-kitties/investing-algorithm-framework/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/coding-kitties/investing-algorithm-framework/main) ![GitHub Repo stars](https://img.shields.io/github/stars/coding-kitties/investing-algorithm-framework?style=social) | Python | - Framework for developing, backtesting, and deploying automated trading algorithms and trading bots. +- [lumibot](https://github.com/Lumiwealth/lumibot/tree/8da88cadfe9ee35399dd69c94aa5ed3cf995f417) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Lumiwealth/lumibot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/Lumiwealth/lumibot?style=social) | Python | - A very simple yet useful backtesting and sample based live trading framework (a bit slow to run...) +- [* nautilus_trader](https://github.com/nautechsystems/nautilus_trader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nautechsystems/nautilus_trader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nautechsystems/nautilus_trader?style=social) | Python, Cython, Rust, Live Trading | - A high-performance algorithmic trading platform and event-driven backtester +- [PyBroker](https://github.com/edtechre/pybroker) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/edtechre/pybroker/master) ![GitHub Repo stars](https://img.shields.io/github/stars/edtechre/pybroker?style=social) | Python | - Algorithmic Trading in Python with Machine Learning +- [QuantConnect](https://github.com/QuantConnect/Lean) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/QuantConnect/Lean/master) ![GitHub Repo stars](https://img.shields.io/github/stars/QuantConnect/Lean?style=social) | C#, .NET, Live Trading | - Lean Algorithmic Trading Engine by QuantConnect (Python, C#) +- [QUANTAXIS](https://github.com/QUANTAXIS/QUANTAXIS) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/QUANTAXIS/QUANTAXIS/master) ![GitHub Repo stars](https://img.shields.io/github/stars/QUANTAXIS/QUANTAXIS?style=social) | Python, Rust, Live Trading | - QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权/港股/虚拟货币 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案 +- [Rqalpha](https://github.com/ricequant/rqalpha) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ricequant/rqalpha/master) ![GitHub Repo stars](https://img.shields.io/github/stars/ricequant/rqalpha?style=social) | Python | - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities +- [quanttrader](https://github.com/letianzj/quanttrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/letianzj/quanttrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/letianzj/quanttrader?style=social) | Python | - Backtest and live trading in Python. Event based. Similar to backtesting.py. +- [qf-lib](https://github.com/quarkfin/qf-lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/quarkfin/qf-lib/master) ![GitHub Repo stars](https://img.shields.io/github/stars/quarkfin/qf-lib?style=social) | Python | - Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures. +- [sdoosa-algo-trade-python](https://github.com/sreenivasdoosa/sdoosa-algo-trade-python) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/sreenivasdoosa/sdoosa-algo-trade-python/master) ![GitHub Repo stars](https://img.shields.io/github/stars/sreenivasdoosa/sdoosa-algo-trade-python?style=social) | Python | - This project is mainly for newbies into algo trading who are interested in learning to code their own trading algo using python interpreter. +- [* vnpy](https://github.com/vnpy/vnpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/vnpy/vnpy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/vnpy/vnpy?style=social) | Python, Stock, Futures, Crypto, Live Trading | - Python-based open source quantitative trading system development framework, officially released in January 2015, has grown step by step into a full-featured quantitative trading platform +- [WonderTrader](https://github.com/wondertrader/wondertrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/wondertrader/wondertrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/wondertrader/wondertrader?style=social) | C++, Python | - WonderTrader——量化研发交易一站式框架 +- [zvt](https://github.com/zvtvz/zvt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/zvtvz/zvt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/zvtvz/zvt?style=social) | Python, Stock, Backtest | - Modular quant framework +- [zipline](https://github.com/quantopian/zipline) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/quantopian/zipline/master) ![GitHub Repo stars](https://img.shields.io/github/stars/quantopian/zipline?style=social) | Python | - Zipline is a Pythonic algorithmic trading library. It is an event-driven system for backtesting. +- [PandoraTrader](https://github.com/pegasusTrader/PandoraTrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pegasusTrader/PandoraTrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pegasusTrader/PandoraTrader?style=social) | C++ | - CTP 高频量化交易平台 C++ Trade Platform for quant developer +- [hftbacktest](https://github.com/nkaz001/hftbacktest) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nkaz001/hftbacktest/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nkaz001/hftbacktest?style=social) | Python, numba | - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. +- [Cipher](https://github.com/nanvel/cipher-bt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nanvel/cipher-bt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nanvel/cipher-bt?style=social) | Python | - Backtesting library with focus on position adjustment that allows testing complicated setups. Pythonic, extensible, well-structured, documented. > Vector Based Frameworks -- [FinHack](https://github.com/FinHackCN/finhack) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/FinHackCN/finhack/main) | `Python` | - 一个易于拓展的量化金融框架,它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作 -- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) | `Python`, `Live Trading` | - Systematic Trading in python from book by Rob Carver -- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) -- [vectorbt](https://github.com/polakowo/vectorbt) | `Python`, `numba` | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds. -- [fund-strategy](https://github.com/SunshowerC/fund-strategy) | `TypeScript` | - 一个简单实用的基金投资策略分析,基金回测工具 -- [fastquant](https://github.com/enzoampil/fastquant) | `Python` | - Backtest and optimize your ML trading strategies with only 3 lines of code +- [FinHack](https://github.com/FinHackCN/finhack) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/FinHackCN/finhack/main) ![GitHub Repo stars](https://img.shields.io/github/stars/FinHackCN/finhack?style=social) | Python | - 一个易于拓展的量化金融框架,它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作 +- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/robcarver17/pysystemtrade/master) ![GitHub Repo stars](https://img.shields.io/github/stars/robcarver17/pysystemtrade?style=social) | Python, Live Trading | - Systematic Trading in python from book by Rob Carver +- [finmarketpy](https://github.com/cuemacro/finmarketpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cuemacro/finmarketpy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/cuemacro/finmarketpy?style=social) | Python | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians) +- [vectorbt](https://github.com/polakowo/vectorbt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/polakowo/vectorbt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/polakowo/vectorbt?style=social) | Python, numba | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds. +- [fund-strategy](https://github.com/SunshowerC/fund-strategy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/SunshowerC/fund-strategy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/SunshowerC/fund-strategy?style=social) | TypeScript | - 一个简单实用的基金投资策略分析,基金回测工具 +- [fastquant](https://github.com/enzoampil/fastquant) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/enzoampil/fastquant/master) ![GitHub Repo stars](https://img.shields.io/github/stars/enzoampil/fastquant?style=social) | Python | - Backtest and optimize your ML trading strategies with only 3 lines of code ### Crypto currency focus -- [basana](https://github.com/gbeced/basana) | `Python` | - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. -- [c-binance-future-quant](https://github.com/Melelery/c-binance-future-quant/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Melelery/c-binance-future-quant/main) | `Python` | - 低成本,高效率,简单实现的币安合约量化系统架构 -- [triangular-arbitrage2](https://github.com/zlq4863947/triangular-arbitrage2) | `TypeScript` | - a server side application for perform triangular arbitrage. -- [bTrader](https://github.com/gabriel-milan/btrader) | `Rust` | - Triangle arbitrage trading bot for Binance -- [crypto-crawler-rs](https://github.com/crypto-crawler/crypto-crawler-rs) | `Rust` | - Crawl orderbook and trade messages from crypto exchanges -- [cryptotrader-core](https://github.com/monomadic/cryptotrader-core) | `Rust` | - Simple to use Crypto Exchange REST API client in rust. -- [openlimits](https://github.com/nash-io/openlimits) | `Rust` | - A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers. -- [Freqtrade](https://github.com/freqtrade/freqtrade) | `Python` | - Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning. -- [* Hummingbot](https://github.com/CoinAlpha/hummingbot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/CoinAlpha/hummingbot/development) | `Python`, `Cython`, `Live Trading` | - A client for crypto market making -- [Jesse](https://github.com/jesse-ai/jesse) | `Python` | - Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies. -- [* OctoBot](https://github.com/Drakkar-Software/OctoBot) | `Python`, `Cython`, `Live Trading`| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface -- [Kelp](https://github.com/stellar/kelp) | `Go`, `Live Trading` | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges -- [exc](https://github.com/Nouzan/exc) | `Rust` | - The abstraction layer of exchanges. -- [MyCryptoBot](https://github.com/diogomatoschaves/MyCryptoBot) | `Python`, `Js` | - Automated, open source crypto trading and backtesting platform +- [basana](https://github.com/gbeced/basana) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/gbeced/basana/master) ![GitHub Repo stars](https://img.shields.io/github/stars/gbeced/basana?style=social) | Python | - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies. +- [c-binance-future-quant](https://github.com/Melelery/c-binance-future-quant/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Melelery/c-binance-future-quant/main) ![GitHub Repo stars](https://img.shields.io/github/stars/Melelery/c-binance-future-quant?style=social) | Python | - 低成本,高效率,简单实现的币安合约量化系统架构 +- [triangular-arbitrage2](https://github.com/zlq4863947/triangular-arbitrage2) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/zlq4863947/triangular-arbitrage2/main) ![GitHub Repo stars](https://img.shields.io/github/stars/zlq4863947/triangular-arbitrage2?style=social) | TypeScript | - a server side application for perform triangular arbitrage. +- [bTrader](https://github.com/gabriel-milan/btrader) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/gabriel-milan/btrader/master) ![GitHub Repo stars](https://img.shields.io/github/stars/gabriel-milan/btrader?style=social) | Rust | - Triangle arbitrage trading bot for Binance +- [crypto-crawler-rs](https://github.com/crypto-crawler/crypto-crawler-rs) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/crypto-crawler/crypto-crawler-rs/main) ![GitHub Repo stars](https://img.shields.io/github/stars/crypto-crawler/crypto-crawler-rs?style=social) | Rust | - Crawl orderbook and trade messages from crypto exchanges +- [cryptotrader-core](https://github.com/monomadic/cryptotrader-core) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/monomadic/cryptotrader-core/master) ![GitHub Repo stars](https://img.shields.io/github/stars/monomadic/cryptotrader-core?style=social) | Rust | - Simple to use Crypto Exchange REST API client in rust. +- [openlimits](https://github.com/nash-io/openlimits) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nash-io/openlimits/main) ![GitHub Repo stars](https://img.shields.io/github/stars/nash-io/openlimits?style=social) | Rust | - A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers. +- [Freqtrade](https://github.com/freqtrade/freqtrade) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/freqtrade/freqtrade/develop) ![GitHub Repo stars](https://img.shields.io/github/stars/freqtrade/freqtrade?style=social) | Python | - Freqtrade is a free and open source crypto trading bot written in Python. It is designed to support all major exchanges and be controlled via Telegram. It contains backtesting, plotting and money management tools as well as strategy optimization by machine learning. +- [* Hummingbot](https://github.com/CoinAlpha/hummingbot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/CoinAlpha/hummingbot/development) ![GitHub Repo stars](https://img.shields.io/github/stars/CoinAlpha/hummingbot?style=social) | Python, Cython, Live Trading | - A client for crypto market making +- [Jesse](https://github.com/jesse-ai/jesse) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/jesse-ai/jesse/master) ![GitHub Repo stars](https://img.shields.io/github/stars/jesse-ai/jesse?style=social) | Python | - Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies. +- [* OctoBot](https://github.com/Drakkar-Software/OctoBot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Drakkar-Software/OctoBot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/Drakkar-Software/OctoBot?style=social) | Python, Cython, Live Trading| - Cryptocurrency trading bot for TA, arbitrage and social trading with an advanced web interface +- [Kelp](https://github.com/stellar/kelp) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/stellar/kelp/master) ![GitHub Repo stars](https://img.shields.io/github/stars/stellar/kelp?style=social) | Go, Live Trading | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges +- [exc](https://github.com/Nouzan/exc) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Nouzan/exc/main) ![GitHub Repo stars](https://img.shields.io/github/stars/Nouzan/exc?style=social) | Rust | - The abstraction layer of exchanges. +- [MyCryptoBot](https://github.com/diogomatoschaves/MyCryptoBot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/diogomatoschaves/MyCryptoBot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/diogomatoschaves/MyCryptoBot?style=social) | Python, Js | - Automated, open source crypto trading and backtesting platform ### Machine Learning / Reinforcement Learning Focused > ML, RL -- [FinRL](https://github.com/AI4Finance-Foundation/FinRL) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/AI4Finance-Foundation/FinRL/master) | `Python` | - FinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance. -- [QLib (Microsoft)](https://github.com/microsoft/qlib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/microsoft/qlib/main) | `Python`, `Cython` | - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib. -- [TradingGym](https://github.com/Yvictor/TradingGym) | `Python`, `Live Trading` | - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo. -- [Stock Trading Bot using Deep Q-Learning](https://github.com/pskrunner14/trading-bot) | `Python` | - Stock Trading Bot using Deep Q-Learning +- [FinRL](https://github.com/AI4Finance-Foundation/FinRL) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/AI4Finance-Foundation/FinRL/master) ![GitHub Repo stars](https://img.shields.io/github/stars/AI4Finance-Foundation/FinRL?style=social) | Python | - FinRL is the first open-source framework to demonstrate the great potential of applying deep reinforcement learning in quantitative finance. +- [QLib (Microsoft)](https://github.com/microsoft/qlib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/microsoft/qlib/main) ![GitHub Repo stars](https://img.shields.io/github/stars/microsoft/qlib?style=social) | Python, Cython | - Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib. +- [TradingGym](https://github.com/Yvictor/TradingGym) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Yvictor/TradingGym/master) ![GitHub Repo stars](https://img.shields.io/github/stars/Yvictor/TradingGym?style=social) | Python, Live Trading | - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo. +- [Stock Trading Bot using Deep Q-Learning](https://github.com/pskrunner14/trading-bot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pskrunner14/trading-bot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pskrunner14/trading-bot?style=social) | Python | - Stock Trading Bot using Deep Q-Learning ## Alpha Collections @@ -210,75 +210,75 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Fundamental libraries -- [Cvxpy](https://github.com/cvxpy/cvxpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cvxpy/cvxpy/master) | `Python`, `C++` | - A Python-embedded modeling language for convex optimization problems. -- [Numpy](https://github.com/numpy/numpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numpy/numpy/main)| `Python`, `C` | - The fundamental package for scientific computing with Python +- [Cvxpy](https://github.com/cvxpy/cvxpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cvxpy/cvxpy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/cvxpy/cvxpy?style=social) | Python, C++ | - A Python-embedded modeling language for convex optimization problems. +- [Numpy](https://github.com/numpy/numpy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numpy/numpy/main) ![GitHub Repo stars](https://img.shields.io/github/stars/numpy/numpy?style=social) | Python, C | - The fundamental package for scientific computing with Python - Modelling - - [Scipy](https://github.com/scipy/scipy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/scipy/scipy/main)| `Python`, `C` | - Fundamental algorithms for scientific computing in Python - - [statsmodels](https://github.com/statsmodels/statsmodels/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/statsmodels/statsmodels/main) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. - - [PyMC](https://github.com/pymc-devs/pymc) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/statsmodels/statsmodels/main) | `Python` | - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara - - [DEAP](https://github.com/DEAP/deap) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/DEAP/deap/master) |`Python`| - Distributed Evolutionary Algorithms in Python + - [Scipy](https://github.com/scipy/scipy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/scipy/scipy/main) ![GitHub Repo stars](https://img.shields.io/github/stars/scipy/scipy?style=social) | Python, C | - Fundamental algorithms for scientific computing in Python + - [statsmodels](https://github.com/statsmodels/statsmodels/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/statsmodels/statsmodels/main) ![GitHub Repo stars](https://img.shields.io/github/stars/statsmodels/statsmodels?style=social) - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. + - [PyMC](https://github.com/pymc-devs/pymc) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/statsmodels/statsmodels/main) ![GitHub Repo stars](https://img.shields.io/github/stars/pymc-devs/pymc?style=social) | Python | - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara + - [DEAP](https://github.com/DEAP/deap) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/DEAP/deap/master) ![GitHub Repo stars](https://img.shields.io/github/stars/DEAP/deap?style=social) |Python| - Distributed Evolutionary Algorithms in Python - DataFrame - - [Pandas](https://github.com/pandas-dev/pandas) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pandas-dev/pandas/main) | `Python`, `Cython` | - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more - - [Polars](https://github.com/pola-rs/polars) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pola-rs/polars/main)| `Rust`, `Python` | - Polars is a blazingly fast DataFrames library implemented in Rust using Apache Arrow Columnar Format as memory model. + - [Pandas](https://github.com/pandas-dev/pandas) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pandas-dev/pandas/main) ![GitHub Repo stars](https://img.shields.io/github/stars/pandas-dev/pandas?style=social) | Python, Cython | - Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more + - [Polars](https://github.com/pola-rs/polars) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pola-rs/polars/main) ![GitHub Repo stars](https://img.shields.io/github/stars/pola-rs/polars?style=social)| Rust, Python | - Polars is a blazingly fast DataFrames library implemented in Rust using Apache Arrow Columnar Format as memory model. - Machine Learning - - [Sikit-learn](https://github.com/scikit-learn/scikit-learn) | `Python`, `Cython` | - Machine learning in Python - - [Keras](https://github.com/keras-team/keras) | `Python` | - The most user friendly Deep Learning for humans in Python - - [TensorFlow](https://github.com/tensorflow/tensorflow) | `Python`, `C++` | - More low level Deep Learning framework - - [Pytorch](https://github.com/pytorch/pytorch) | `Python` | - Tensors and Dynamic neural networks in Python with strong GPU acceleration - - [Hugging Face](https://github.com/huggingface/) - The AI community building the future. - - [LangChain](https://github.com/langchain-ai/langchain) - Building applications with LLMs through composability + - [Sikit-learn](https://github.com/scikit-learn/scikit-learn) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/scikit-learn/scikit-learn/main) ![GitHub Repo stars](https://img.shields.io/github/stars/scikit-learn/scikit-learn?style=social) | Python, Cython | - Machine learning in Python + - [Keras](https://github.com/keras-team/keras) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/keras-team/keras/master) ![GitHub Repo stars](https://img.shields.io/github/stars/keras-team/keras?style=social) | Python | - The most user friendly Deep Learning for humans in Python + - [TensorFlow](https://github.com/tensorflow/tensorflow) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/tensorflow/tensorflow/master) ![GitHub Repo stars](https://img.shields.io/github/stars/tensorflow/tensorflow?style=social) | Python, C++ | - More low level Deep Learning framework + - [Pytorch](https://github.com/pytorch/pytorch) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pytorch/pytorch/main) ![GitHub Repo stars](https://img.shields.io/github/stars/pytorch/pytorch?style=social) | Python | - Tensors and Dynamic neural networks in Python with strong GPU acceleration + - [Hugging Face](https://github.com/huggingface/) ![GitHub Repo stars](https://img.shields.io/github/stars/huggingface?style=social) - The AI community building the future. + - [LangChain](https://github.com/langchain-ai/langchain) ![GitHub Repo stars](https://img.shields.io/github/stars/langchain-ai/langchain?style=social) - Building applications with LLMs through composability - DAG - - [Rustworkx](https://github.com/Qiskit/rustworkx/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Qiskit/rustworkx/main) | `Rust`, `Python` | - A high performance Python graph library implemented in Rust. - - [Networkx](https://github.com/networkx/networkx) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/networkx/networkx/main) | `Python` | - Network Analysis in Python + - [Rustworkx](https://github.com/Qiskit/rustworkx/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Qiskit/rustworkx/main) ![GitHub Repo stars](https://img.shields.io/github/stars/Qiskit/rustworkx?style=social) | Rust, Python | - A high performance Python graph library implemented in Rust. + - [Networkx](https://github.com/networkx/networkx) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/networkx/networkx/main) ![GitHub Repo stars](https://img.shields.io/github/stars/networkx/networkx?style=social) | Python | - Network Analysis in Python ### Computation -- [Ray](https://github.com/ray-project/ray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ray-project/ray/master) | `Python`, `C++` | - An open source framework that provides a simple, universal API for building distributed applications. -- [csp (Point72)](https://github.com/Point72/csp/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Point72/csp/main) | `Python`, `C++` | - csp is a high performance reactive stream processing library, written in C++ and Python -- [Dask](https://github.com/dask/dask) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dask/dask/main) | `Python` | - Parallel computing with task scheduling in Python with a Pandas like API -- [Spark](https://github.com/apache/spark) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/apache/spark/master) | `Scala` | - Apache Spark - A unified analytics engine for large-scale data processing -- [Hamilton](https://github.com/dagworks-inc/hamilton) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dagworks-inc/hamilton/main)| `Python` | - A scalable general purpose micro-framework for defining dataflows. You can use it to build dataframes, numpy matrices, python objects, ML models, etc. Embed Hamilton anywhere python runs, e.g. spark, airflow, jupyter, fastapi, python scripts, etc. -- [Incremental (JaneStreet)](https://github.com/janestreet/incremental) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/janestreet/incremental/master) | `Ocaml` | - Incremental is a library that gives you a way of building complex computations that can update efficiently in response to their inputs changing, inspired by the work of Umut Acar et. al. on self-adjusting computations. Incremental can be useful in a number of applications -- [Joblib](https://github.com/joblib/joblib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/joblib/joblib/main) | `Python` | - running Python functions as pipeline jobs -- [Tributary](https://github.com/timkpaine/tributary) | `Python` | - Streaming reactive and dataflow graphs in Python -- [GraphKit(No activity)](https://github.com/yahoo/graphkit) | `Python` | - A lightweight Python module for creating and running ordered graphs of computations. -- [Man MDF (No activity)](https://github.com/man-group/mdf) | `Python` | - Data-flow programming toolkit for Python -- [Anchors - C++(No activity)](https://github.com/oluwatimilehin/anchors) | `C++` | - C++ library for incremental computing -- [Anchors - Rust(No activity)](https://github.com/lord/anchors) | `Rust` | - self adjusting computations in rust -- [Loman (No activity)](https://github.com/janushendersonassetallocation/loman) | `Python` | - Loman is a Python library designed to allow quantitative researchers to control complex live updating calculation processes +- [Ray](https://github.com/ray-project/ray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ray-project/ray/master) ![GitHub Repo stars](https://img.shields.io/github/stars/ray-project/ray?style=social) | Python, C++ | - An open source framework that provides a simple, universal API for building distributed applications. +- [csp (Point72)](https://github.com/Point72/csp/tree/main) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Point72/csp/main) ![GitHub Repo stars](https://img.shields.io/github/stars/Point72/csp?style=social) | Python, C++ | - csp is a high performance reactive stream processing library, written in C++ and Python +- [Dask](https://github.com/dask/dask) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dask/dask/main) ![GitHub Repo stars](https://img.shields.io/github/stars/dask/dask?style=social) | Python | - Parallel computing with task scheduling in Python with a Pandas like API +- [Spark](https://github.com/apache/spark) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/apache/spark/master) ![GitHub Repo stars](https://img.shields.io/github/stars/apache/spark?style=social) | Scala | - Apache Spark - A unified analytics engine for large-scale data processing +- [Hamilton](https://github.com/dagworks-inc/hamilton) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dagworks-inc/hamilton/main) ![GitHub Repo stars](https://img.shields.io/github/stars/dagworks-inc/hamilton?style=social)| Python | - A scalable general purpose micro-framework for defining dataflows. You can use it to build dataframes, numpy matrices, python objects, ML models, etc. Embed Hamilton anywhere python runs, e.g. spark, airflow, jupyter, fastapi, python scripts, etc. +- [Incremental (JaneStreet)](https://github.com/janestreet/incremental) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/janestreet/incremental/master) ![GitHub Repo stars](https://img.shields.io/github/stars/janestreet/incremental?style=social) | Ocaml | - Incremental is a library that gives you a way of building complex computations that can update efficiently in response to their inputs changing, inspired by the work of Umut Acar et. al. on self-adjusting computations. Incremental can be useful in a number of applications +- [Joblib](https://github.com/joblib/joblib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/joblib/joblib/main) ![GitHub Repo stars](https://img.shields.io/github/stars/joblib/joblib?style=social) | Python | - running Python functions as pipeline jobs +- [Tributary](https://github.com/timkpaine/tributary) ![GitHub Repo stars](https://img.shields.io/github/stars/timkpaine/tributary?style=social) | Python | - Streaming reactive and dataflow graphs in Python +- [GraphKit(No activity)](https://github.com/yahoo/graphkit) ![GitHub Repo stars](https://img.shields.io/github/stars/yahoo/graphkit?style=social) | Python | - A lightweight Python module for creating and running ordered graphs of computations. +- [Man MDF (No activity)](https://github.com/man-group/mdf) ![GitHub Repo stars](https://img.shields.io/github/stars/man-group/mdf?style=social) | Python | - Data-flow programming toolkit for Python +- [Anchors - C++(No activity)](https://github.com/oluwatimilehin/anchors) ![GitHub Repo stars](https://img.shields.io/github/stars/oluwatimilehin/anchors?style=social) | C++ | - C++ library for incremental computing +- [Anchors - Rust(No activity)](https://github.com/lord/anchors) ![GitHub Repo stars](https://img.shields.io/github/stars/lord/anchors?style=social) | Rust | - self adjusting computations in rust +- [Loman (No activity)](https://github.com/janushendersonassetallocation/loman) ![GitHub Repo stars](https://img.shields.io/github/stars/janushendersonassetallocation/loman?style=social) | Python | - Loman is a Python library designed to allow quantitative researchers to control complex live updating calculation processes ### Python Performance Booster -- [cython](https://github.com/cython/cython) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cython/cython/master) - Cython is a Python compiler that makes writing C extensions for Python as easy as Python itself. Cython is based on Pyrex, but supports more cutting edge functionality and optimizations. -- [numba](https://github.com/numba/numba) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) - NumPy aware dynamic Python compiler using LLVM -- [pybind11](https://github.com/pybind/pybind11) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pybind/pybind11/master) - Seamless operability between C++11 and Python -- [pyo3](https://github.com/PyO3/pyo3) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) - Rust bindings for the Python interpreter -- [CuPy](https://github.com/cupy/cupy/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cupy/cupy/main) | `Python`, `C++`, `Cython`, `Cuda` | - CuPy is an open-source array library for GPU-accelerated computing with Python. 100x Boost for some operations -- [CuDF](https://github.com/rapidsai/cudf) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/rapidsai/cudf/main) | `Python` | - cuDF - GPU DataFrame Library. No-code-change accelerator for pandas. -- [codon](https://github.com/exaloop/codon) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/exaloop/codon/develop) | `C++` | - A high-performance, zero-overhead, extensible Python compiler using LLVM -- [Bottleneck](https://github.com/pydata/bottleneck) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pydata/bottleneck/master) | `Python`, `C` | - Fast NumPy array functions written in C -- [NumExpr](https://github.com/pydata/numexpr) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pydata/numexpr/master) | `Python`, `C++` | - Fast numerical array expression evaluator for Python, NumPy, PyTables, pandas, bcolz and more -- [pandarallel](https://github.com/nalepae/pandarallel) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nalepae/pandarallel/master) | `Python` | - A simple and efficient tool to parallelize Pandas operations on all available CPUs +- [cython](https://github.com/cython/cython) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cython/cython/master) ![GitHub Repo stars](https://img.shields.io/github/stars/cython/cython?style=social) - Cython is a Python compiler that makes writing C extensions for Python as easy as Python itself. Cython is based on Pyrex, but supports more cutting edge functionality and optimizations. +- [numba](https://github.com/numba/numba) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) ![GitHub Repo stars](https://img.shields.io/github/stars/numba/numba?style=social) - NumPy aware dynamic Python compiler using LLVM +- [pybind11](https://github.com/pybind/pybind11) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pybind/pybind11/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pybind/pybind11?style=social) - Seamless operability between C++11 and Python +- [pyo3](https://github.com/PyO3/pyo3) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/numba/numba/main) ![GitHub Repo stars](https://img.shields.io/github/stars/PyO3/pyo3?style=social) - Rust bindings for the Python interpreter +- [CuPy](https://github.com/cupy/cupy/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cupy/cupy/main) ![GitHub Repo stars](https://img.shields.io/github/stars/cupy/cupy?style=social) | Python, C++, Cython, Cuda | - CuPy is an open-source array library for GPU-accelerated computing with Python. 100x Boost for some operations +- [CuDF](https://github.com/rapidsai/cudf) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/rapidsai/cudf/main) ![GitHub Repo stars](https://img.shields.io/github/stars/rapidsai/cudf?style=social) | Python | - cuDF - GPU DataFrame Library. No-code-change accelerator for pandas. +- [codon](https://github.com/exaloop/codon) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/exaloop/codon/develop) ![GitHub Repo stars](https://img.shields.io/github/stars/exaloop/codon?style=social) | C++ | - A high-performance, zero-overhead, extensible Python compiler using LLVM +- [Bottleneck](https://github.com/pydata/bottleneck) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pydata/bottleneck/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pydata/bottleneck?style=social) | Python, C | - Fast NumPy array functions written in C +- [NumExpr](https://github.com/pydata/numexpr) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pydata/numexpr/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pydata/numexpr?style=social) | Python, C++ | - Fast numerical array expression evaluator for Python, NumPy, PyTables, pandas, bcolz and more +- [pandarallel](https://github.com/nalepae/pandarallel) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/nalepae/pandarallel/master) ![GitHub Repo stars](https://img.shields.io/github/stars/nalepae/pandarallel?style=social) | Python | - A simple and efficient tool to parallelize Pandas operations on all available CPUs ### Python Profilers -- [py-spy](https://github.com/benfred/py-spy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/benfred/py-spy/master) - Sampling profiler for Python programs -- [pyinstrument](https://github.com/joerick/pyinstrument) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/joerick/pyinstrument/main) - Call stack profiler for Python. Shows you why your code is slow! -- [Memray](https://github.com/bloomberg/memray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/bloomberg/memray/main) - Memray is a memory profiler for Python +- [py-spy](https://github.com/benfred/py-spy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/benfred/py-spy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/benfred/py-spy?style=social) - Sampling profiler for Python programs +- [pyinstrument](https://github.com/joerick/pyinstrument) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/joerick/pyinstrument/main) ![GitHub Repo stars](https://img.shields.io/github/stars/joerick/pyinstrument?style=social) - Call stack profiler for Python. Shows you why your code is slow! +- [Memray](https://github.com/bloomberg/memray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/bloomberg/memray/main) ![GitHub Repo stars](https://img.shields.io/github/stars/bloomberg/memray?style=social) - Memray is a memory profiler for Python ### Alternative libraries #### Numpy Alternatives -- [ndarray](https://github.com/rust-ndarray/ndarray) | `Rust` | - ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations -- [faer](https://github.com/sarah-ek/faer-rs) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/sarah-ek/faer-rs/main) | `Rust` | - Linear algebra foundation for the Rust programming language +- [ndarray](https://github.com/rust-ndarray/ndarray) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/rust-ndarray/ndarray/master) ![GitHub Repo stars](https://img.shields.io/github/stars/rust-ndarray/ndarray?style=social) | Rust | - ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations +- [faer](https://github.com/sarah-ek/faer-rs) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/sarah-ek/faer-rs/main) ![GitHub Repo stars](https://img.shields.io/github/stars/sarah-ek/faer-rs?style=social) | Rust | - Linear algebra foundation for the Rust programming language #### Pandas Alternatives -- [DataFrame](https://github.com/hosseinmoein/DataFrame) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/hosseinmoein/DataFrame/master) | `C++` | - C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage -- [Vaex](https://github.com/vaexio/vaex) | `Python`, `C++` | - Out-of-Core hybrid Apache Arrow/NumPy DataFrame for Python, ML, visualization and exploration of big tabular data at a billion rows per second -- [Modin](https://github.com/modin-project/modin) | `Python` | - Modin: Speed up your Pandas workflows by changing a single line of code -- [Koalas](https://github.com/databricks/koalas) | `Python` | - Koalas: pandas API on Apache Spark +- [DataFrame](https://github.com/hosseinmoein/DataFrame) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/hosseinmoein/DataFrame/master) ![GitHub Repo stars](https://img.shields.io/github/stars/hosseinmoein/DataFrame?style=social) | C++ | - C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage +- [Vaex](https://github.com/vaexio/vaex) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/vaexio/vaex/master) ![GitHub Repo stars](https://img.shields.io/github/stars/vaexio/vaex?style=social) | Python, C++ | - Out-of-Core hybrid Apache Arrow/NumPy DataFrame for Python, ML, visualization and exploration of big tabular data at a billion rows per second +- [Modin](https://github.com/modin-project/modin) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/modin-project/modin/main) ![GitHub Repo stars](https://img.shields.io/github/stars/modin-project/modin?style=social) | Python | - Modin: Speed up your Pandas workflows by changing a single line of code +- [Koalas](https://github.com/databricks/koalas) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/databricks/koalas/master) ![GitHub Repo stars](https://img.shields.io/github/stars/databricks/koalas?style=social) | Python | - Koalas: pandas API on Apache Spark ## Analytic tools @@ -313,13 +313,13 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ### Optimization -- [cvxportfolio](https://github.com/cvxgrp/cvxportfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cvxgrp/cvxportfolio/main) | `Python` | - Portfolio optimization and back-testing. -- [skfolio](https://github.com/skfolio/skfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/skfolio/skfolio/main) | `Python` | - Python library for portfolio optimization built on top of scikit-learn -- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dcajasn/Riskfolio-Lib/master) | `C++`, `Python` | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python -- [Deepdow](https://github.com/jankrepl/deepdow) | `Python` | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass. -- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) | `Python` | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity -- [empyrial](https://github.com/ssantoshp/Empyrial) | `Python` | - Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021. -- [spectre](https://github.com/Heerozh/spectre) | `Python` | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance. +- [cvxportfolio](https://github.com/cvxgrp/cvxportfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cvxgrp/cvxportfolio/main) ![GitHub Repo stars](https://img.shields.io/github/stars/cvxgrp/cvxportfolio?style=social) | Python | - Portfolio optimization and back-testing. +- [skfolio](https://github.com/skfolio/skfolio) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/skfolio/skfolio/main) ![GitHub Repo stars](https://img.shields.io/github/stars/skfolio/skfolio?style=social) | Python | - Python library for portfolio optimization built on top of scikit-learn +- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/dcajasn/Riskfolio-Lib/master) ![GitHub Repo stars](https://img.shields.io/github/stars/dcajasn/Riskfolio-Lib?style=social) | C++, Python | - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python +- [Deepdow](https://github.com/jankrepl/deepdow) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/jankrepl/deepdow/master) ![GitHub Repo stars](https://img.shields.io/github/stars/jankrepl/deepdow?style=social) | Python | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass. +- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/robertmartin8/PyPortfolioOpt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/robertmartin8/PyPortfolioOpt?style=social) | Python | - Financial portfolio optimizations in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity +- [empyrial](https://github.com/ssantoshp/Empyrial) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ssantoshp/Empyrial/main) ![GitHub Repo stars](https://img.shields.io/github/stars/ssantoshp/Empyrial?style=social) | Python | - Empyrial is a Python-based open-source quantitative investment library dedicated to financial institutions and retail investors, officially released in March 2021. +- [spectre](https://github.com/Heerozh/spectre) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Heerozh/spectre/master) ![GitHub Repo stars](https://img.shields.io/github/stars/Heerozh/spectre?style=social) | Python | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance. ### TimeSeries Analysis @@ -329,22 +329,22 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a ## Visualization -- [Matplotlib](https://github.com/matplotlib/matplotlib) | `Python` | - matplotlib: plotting with Python -- [Seaborn](https://github.com/mwaskom/seaborn) | `Python` | - Statistical data visualization in Python -- [Dash](https://github.com/plotly/dash) | `Python` | - Data Apps & Dashboards for Python. No JavaScript Required. -- [Perspective](https://github.com/finos/perspective) | `C++`, `Python` | - A data visualization and analytics component, especially well-suited for large and/or streaming datasets. -- [Streamlit](https://github.com/streamlit/streamlit) | `Python` | - Streamlit — A faster way to build and share data apps. -- [gradio](https://github.com/gradio-app/gradio/) | `Python` | - Build and share delightful machine learning apps, all in Python. -- [pylatex](https://github.com/JelteF/PyLaTeX/) | `Python` | - A Python library for creating LaTeX files -- [D-Tale (Man Group)](ht:tps://github.com/man-group/dtale) | `JavaScript`, `Python` | - D-Tale is the combination of a Flask back-end and a React front-end to bring you an easy way to view & analyze Pandas data structures. -- [mplfinance](https://github.com/matplotlib/mplfinance) | `Python` | - Financial Markets Data Visualization using Matplotlib -- [btplotting](https://github.com/happydasch/btplotting) | `Python`, `bokeh` | - btplotting provides plotting for backtests, optimization results and live data from backtrader. +- [Matplotlib](https://github.com/matplotlib/matplotlib) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/matplotlib/matplotlib/main) ![GitHub Repo stars](https://img.shields.io/github/stars/matplotlib/matplotlib?style=social) | Python | - matplotlib: plotting with Python +- [Seaborn](https://github.com/mwaskom/seaborn) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/mwaskom/seaborn/master) ![GitHub Repo stars](https://img.shields.io/github/stars/mwaskom/seaborn?style=social) | Python | - Statistical data visualization in Python +- [Dash](https://github.com/plotly/dash) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/plotly/dash/master) ![GitHub Repo stars](https://img.shields.io/github/stars/plotly/dash?style=social) | Python | - Data Apps & Dashboards for Python. No JavaScript Required. +- [Perspective](https://github.com/finos/perspective) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/finos/perspective/master) ![GitHub Repo stars](https://img.shields.io/github/stars/finos/perspective?style=social) | C++, Python | - A data visualization and analytics component, especially well-suited for large and/or streaming datasets. +- [Streamlit](https://github.com/streamlit/streamlit) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/streamlit/streamlit/master) ![GitHub Repo stars](https://img.shields.io/github/stars/streamlit/streamlit?style=social) | Python | - Streamlit — A faster way to build and share data apps. +- [gradio](https://github.com/gradio-app/gradio/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/gradio-app/gradio/main) ![GitHub Repo stars](https://img.shields.io/github/stars/gradio-app/gradio?style=social) | Python | - Build and share delightful machine learning apps, all in Python. +- [pylatex](https://github.com/JelteF/PyLaTeX/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/JelteF/PyLaTeX/master) ![GitHub Repo stars](https://img.shields.io/github/stars/JelteF/PyLaTeX?style=social) | Python | - A Python library for creating LaTeX files +- [D-Tale (Man Group)](https://github.com/man-group/dtale) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/man-group/dtale/master) ![GitHub Repo stars](https://img.shields.io/github/stars/man-group/dtale?style=social) | JavaScript, Python | - D-Tale is the combination of a Flask back-end and a React front-end to bring you an easy way to view & analyze Pandas data structures. +- [mplfinance](https://github.com/matplotlib/mplfinance) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/matplotlib/mplfinance/master) ![GitHub Repo stars](https://img.shields.io/github/stars/matplotlib/mplfinance?style=social) | Python | - Financial Markets Data Visualization using Matplotlib +- [btplotting](https://github.com/happydasch/btplotting) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/happydasch/btplotting/master) ![GitHub Repo stars](https://img.shields.io/github/stars/happydasch/btplotting?style=social) | Python, bokeh | - btplotting provides plotting for backtests, optimization results and live data from backtrader. ## Message Queues -- [Kafka](https://github.com/apache/kafka) | `Java` | - Mirror of Apache Kafka -- [RedPanda](https://github.com/redpanda-data/redpanda/) | `C++` | - Redpanda is a streaming data platform for developers. Kafka API compatible. 10x faster. No ZooKeeper. No JVM! -- [BlazingMQ](https://github.com/bloomberg/blazingmq) | `C++` | - A modern high-performance open source message queuing system +- [Kafka](https://github.com/apache/kafka) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/apache/kafka/master) ![GitHub Repo stars](https://img.shields.io/github/stars/apache/kafka?style=social) | Java | - Mirror of Apache Kafka +- [RedPanda](https://github.com/redpanda-data/redpanda/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/redpanda-data/redpanda/main) ![GitHub Repo stars](https://img.shields.io/github/stars/redpanda-data/redpanda?style=social) | C++ | - Redpanda is a streaming data platform for developers. Kafka API compatible. 10x faster. No ZooKeeper. No JVM! +- [BlazingMQ](https://github.com/bloomberg/blazingmq) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/bloomberg/blazingmq/main) ![GitHub Repo stars](https://img.shields.io/github/stars/bloomberg/blazingmq?style=social) | C++ | - A modern high-performance open source message queuing system ## Databases