A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

• Python
• R
• Matlab
• Julia
• Java
• JavaScript
• Haskell
• Scala
• Ruby
• CSharp
• Frameworks - frameworks that support different languages
• Reproducing Works - repositories that reproduce books and papers results or implement examples

• numpy - NumPy is the fundamental package for scientific computing with Python.
• scipy - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.
• pandas - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.
• quantdsl - Domain specific language for quantitative analytics in finance and trading.
• statistics - Builtin Python library for all basic statistical calculations.
• sympy - SymPy is a Python library for symbolic mathematics.
• pymc3 - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.

• PyQL - QuantLib's Python port.
• pyfin - Basic options pricing in Python. [ARCHIVED]
• vollib - vollib is a python library for calculating option prices, implied volatility and greeks.
• QuantPy - A framework for quantitative finance In python.
• Finance-Python - Python tools for Finance.
• ffn - A financial function library for Python.
• pynance - PyNance is open-source software for retrieving, analysing and visualizing data from stock and derivatives markets.
• tia - Toolkit for integration and analysis.
• hasura/base-python-dash - Hasura quickstart to deploy Dash framework. Written on top of Flask, Plotly.js, and React.js, Dash is ideal for building data visualization apps with highly custom user interfaces in pure Python.
• hasura/base-python-bokeh - Hasura quickstart to visualize data with bokeh library.
• pysabr - SABR model Python implementation.

• pandas_talib - A Python Pandas implementation of technical analysis indicators.
• Tulipy - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators)

• TA-Lib - perform technical analysis of financial market data.
• trade - trade is a Python framework for the development of financial applications.
• zipline - Pythonic algorithmic trading library.
• QuantSoftware Toolkit - Python-based open source software framework designed to support portfolio construction and management.
• quantitative - Quantitative finance, and backtesting library.
• analyzer - Python framework for real-time financial and backtesting trading strategies.
• bt - Flexible Backtesting for Python.
• backtrader - Python Backtesting library for trading strategies.
• pythalesians - Python library to backtest trading strategies, plot charts, seamlessly download market data, analyse market patterns etc.
• pybacktest - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
• pyalgotrade - Python Algorithmic Trading Library.
• tradingWithPython - A collection of functions and classes for Quantitative trading.
• pandas_talib - A Python Pandas implementation of technical analysis indicators.
• pandas-ta - An easy to use Python 3 Pandas Extension with 80+Technical Analysis Indicators
• ta - Technical Analysis Library using Pandas (Python)
• algobroker - This is an execution engine for algo trading.
• pysentosa - Python API for sentosa trading system.
• finmarketpy - Python library for backtesting trading strategies and analyzing financial markets.
• binary-martingale - Computer program to automatically trade binary options martingale style.
• fooltrader - the project using big-data technology to provide an uniform way to analyze the whole market.
• zvt - the project using sql,pandas to provide an uniform and extendable way to record data,computing factors,select securites, backtesting,realtime trading and it could show all of them in clearly charts in realtime.
• pylivetrader - zipline-compatible live trading library.
• pipeline-live - zipline's pipeline capability with IEX for live trading.
• zipline-extensions - Zipline extensions and adapters for QuantRocket.
• moonshot - Vectorized backtester and trading engine for QuantRocket based on Pandas.
• PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
• mlfinlab - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling)
• pyqstrat - A fast, extensible, transparent python library for backtesting quantitative strategies.
• NowTrade - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
• pinkfish - A backtester and spreadsheet library for security analysis.
• aat - Async Algorithmic Trading Engine
• Backtesting.py - Backtest trading strategies in Python
• catalyst - An Algorithmic Trading Library for Crypto-Assets in Python
• zvt - write trading algorithm once, run it on all markets

• pyfolio - Portfolio and risk analytics in Python.
• empyrical - Common financial risk and performance metrics.
• fecon235 - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.
• finance - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
• qfrm - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios.
• visualize-wealth - Portfolio construction and quantitative analysis.
• VisualPortfolio - This tool is used to visualize the perfomance of a portfolio.

• alphalens - Performance analysis of predictive alpha factors.

• ARCH - ARCH models in Python.
• statsmodels - Python module that allows users to explore data, estimate statistical models, and perform statistical tests.
• dynts - Python package for timeseries analysis and manipulation.
• PyFlux - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.
• tsfresh - Automatic extraction of relevant features from time series.
• hasura/quandl-metabase - Hasura quickstart to visualize Quandl's timeseries datasets with Metabase.

• trading_calendars - Stock Exchange Trading Calendars.
• bizdays - Business days calculations and utilities.
• pandas_market_calendars - Exchange calendars to use with pandas for trading applications.

• findatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.
• googlefinance - Python module to get real-time stock data from Google Finance API.
• yahoo-finance - Python module to get stock data from Yahoo! Finance.
• pandas-datareader - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
• pandas-finance - High level API for access to and analysis of financial data.
• pyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.
• yfinanceapi - Finance API for Python.
• yql-finance - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
• ystockquote - Retrieve stock quote data from Yahoo Finance.
• wallstreet - Real time stock and option data.
• stock_extractor - General Purpose Stock Extractors from Online Resources.
• Stockex - Python wrapper for Yahoo! Finance API.
• finsymbols - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
• FRB - Python Client for FRED® API.
• inquisitor - Python Interface to Econdb.com API.
• yfi - Yahoo! YQL library.
• chinesestockapi - Python API to get Chinese stock price.
• exchange - Get current exchange rate.
• ticks - Simple command line tool to get stock ticker data.
• pybbg - Python interface to Bloomberg COM APIs.
• ccy - Python module for currencies.
• tushare - A utility for crawling historical and Real-time Quotes data of China stocks.
• jsm - Get the japanese stock market data.
• cn_stock_src - Utility for retrieving basic China stock data from different sources.
• coinmarketcap - Python API for coinmarketcap.
• after-hours - Obtain pre market and after hours stock prices for a given symbol.
• bronto-python - Bronto API Integration for Python.
• pytdx - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.
• pdblp - A simple interface to integrate pandas and the Bloomberg Open API.
• tiingo - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.
• IEX - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.
• alpaca-trade-api - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.

• xlwings - Make Excel fly with Python.
• openpyxl - Read/Write Excel 2007 xlsx/xlsm files.
• xlrd - Library for developers to extract data from Microsoft Excel spreadsheet files.
• xlsxwriter - Write files in the Excel 2007+ XLSX file format.
• xlwt - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.
• DataNitro - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.
• xlloop - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).
• expy - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.
• pyxll - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.

• xts - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.
• data.table - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.
• sparseEigen - Sparse pricipal component analysis.
• TSdbi - Provides a common interface to time series databases.
• tseries - Time Series Analysis and Computational Finance.
• zoo - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).
• tis - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.
• tfplot - Utilities for simple manipulation and quick plotting of time series data.
• tframe - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.

• IBrokers - Provides native R access to Interactive Brokers Trader Workstation API.
• Rblpapi - An R Interface to 'Bloomberg' is provided via the 'Blp API'.
• Quandl - Get Financial Data Directly Into R.
• Rbitcoin - Unified markets API interface (bitstamp, kraken, btce, bitmarket).
• GetTDData - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.
• GetHFData - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.

• RQuantLib - RQuantLib connects GNU R with QuantLib.
• quantmod - Quantitative Financial Modelling Framework.
• Rmetrics - The premier open source software solution for teaching and training quantitative finance.
  • fAsianOptions - EBM and Asian Option Valuation.
  • fAssets - Analysing and Modelling Financial Assets.
  • fBasics - Markets and Basic Statistics.
  • fBonds - Bonds and Interest Rate Models.
  • fExoticOptions - Exotic Option Valuation.
  • fOptions - Pricing and Evaluating Basic Options.
  • fPortfolio - Portfolio Selection and Optimization.
• portfolio - Analysing equity portfolios.
• portfolioSim - Framework for simulating equity portfolio strategies.
• sparseIndexTracking - Portfolio design to track an index.
• covFactorModel - Covariance matrix estimation via factor models.
• riskParityPortfolio - Blazingly fast design of risk parity portfolios.
• sde - Simulation and Inference for Stochastic Differential Equations.
• YieldCurve - Modelling and estimation of the yield curve.
• SmithWilsonYieldCurve - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.
• ycinterextra - Yield curve or zero-coupon prices interpolation and extrapolation.
• AmericanCallOpt - This package includes pricing function for selected American call options with underlying assets that generate payouts.
• VarSwapPrice - Pricing a variance swap on an equity index.
• RND - Risk Neutral Density Extraction Package.
• LSMonteCarlo - American options pricing with Least Squares Monte Carlo method.
• OptHedging - Estimation of value and hedging strategy of call and put options.
• tvm - Time Value of Money Functions.
• OptionPricing - Option Pricing with Efficient Simulation Algorithms.
• credule - Credit Default Swap Functions.
• derivmkts - Functions and R Code to Accompany Derivatives Markets.
• FinCal - Package for time value of money calculation, time series analysis and computational finance.
• r-quant - R code for quantitative analysis in finance.
• options.studies - options trading studies functions for use with options.data package and shiny.

• TA-Lib - perform technical analysis of financial market data.
• backtest - Exploring Portfolio-Based Conjectures About Financial Instruments.
• pa - Performance Attribution for Equity Portfolios.
• TTR - Technical Trading Rules.
• QuantTools - Enhanced Quantitative Trading Modelling.

• PerformanceAnalytics - Econometric tools for performance and risk analysis.

• tseries - Time Series Analysis and Computational Finance.
• zoo - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).
• xts - eXtensible Time Series.
• fGarch - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.
• timeSeries - Rmetrics - Financial Time Series Objects.
• rugarch - Univariate GARCH Models.
• rmgarch - Multivariate GARCH Models.
• tidypredict - Run predictions inside the database https://tidypredict.netlify.com/.
• tidyquant - Bringing financial analysis to the tidyverse.
• timetk - A toolkit for working with time series in R.
• tibbletime - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.

• timeDate - Chronological and Calendar Objects
• bizdays - Business days calculations and utilities

• QUANTAXIS - Integrated Quantitative Toolbox with Matlab.

• QuantLib.jl - Quantlib implementation in pure Julia.
• FinancialMarkets.jl - Describe and model financial markets objects using Julia.
• Ito.jl - A Julia package for quantitative finance.
• TALib.jl - A Julia wrapper for TA-Lib.
• Miletus.jl - A financial contract definition, modeling language, and valuation framework.
• Temporal.jl - Flexible and efficient time series class & methods.
• Indicators.jl - Financial market technical analysis & indicators on top of Temporal.
• Strategems.jl - Quantitative systematic trading strategy development and backtesting.
• TimeSeries.jl - Time series toolkit for Julia.
• MarketTechnicals.jl - Technical analysis of financial time series on top of TimeSeries.
• MarketData.jl - Time series market data.
• TimeFrames.jl - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).

• Strata - Modern open-source analytics and market risk library designed and written in Java.
• JQuantLib - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
• finmath.net - Java library with algorithms and methodologies related to mathematical finance.
• quantcomponents - Free Java components for Quantitative Finance and Algorithmic Trading.
• DRIP - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.

• QUANTAXIS_Webkit an awesome visualization center based on quantaxis.

• quantfin - quant finance in pure haskell.
• hqfl - Haskell Quantitative Finance Library.

• QuantScale - Scala Quantitative Finance Library.
• Scala Quant Scala library for working with stock data from IFTTT recipes or Google Finance.

• Jiji - Open Source Forex algorithmic trading framework using OANDA REST API.

• QuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
  • JQuantLib - Java port.
  • RQuantLib - R port.
  • QuantLibAddin - Excel support.
  • QuantLibXL - Excel support.
  • QLNet - .Net port.
  • PyQL - Python port.
  • QuantLib.jl - Julia port.
• TA-Lib - perform technical analysis of financial market data.

• QuantConnect - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.

• Derman Papers - Notebooks that replicate original quantitative finance papers from Emanuel Derman.
• volatility-trading - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.
• quant - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.
• fecon235 - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.