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Python library for portfolio optimization built on top of scikit-learn
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
Transparent and Efficient Financial Analysis
🌇 A collection of links for free stock photography, video and Illustration websites
An optimization and data collection toolbox for convenient and fast prototyping of computationally expensive models.
Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.
Exchange calendars to use with pandas for trading applications
Fast, Accurate, Lightweight Python library to make State of the Art Embedding
Top training materials in quantitative finance
Free and Open source Web Builder Framework. Next generation tool for building templates without coding
Common financial risk and performance metrics. Used by zipline and pyfolio.
stefan-jansen / pyfolio-reloaded
Forked from quantopian/pyfolioPortfolio and risk analytics in Python
Positron, a next-generation data science IDE
talipp - incremental technical analysis library for python
Backtest trading strategies in Python - 'kernc/backtesting.py' maintained by LUCIT
Make awesome display tables using Python.
A massively parallel, high-level programming language
An object-oriented algebraic modeling language in Python for structured optimization problems.