Repositories list

• alphalens

  Public
  Performance analysis of predictive (alpha) stock factors

  Jupyter Notebook

  •

  Apache License 2.0

  •1.2k•9•0•0•Updated Dec 19, 2024Dec 19, 2024

• exchange_calendars

  Public
  Calendars for various securities exchanges.

  Python

  •

  Apache License 2.0

  •387•2•0•0•Updated Dec 19, 2024Dec 19, 2024

• moonchart

  Public
  Performance tear sheets and backtest analysis for Moonshot

  pythonmatplotlibquantitative-finance+ 1algorithmic-trading

  Python

  •

  Apache License 2.0

  •15•35•0•0•Updated Dec 19, 2024Dec 19, 2024

• moonshot

  Public
  Vectorized backtester and trading engine for QuantRocket

  pythonpandastrading-platform+ 3quantitative-financealgorithmic-tradinginteractive-brokers

  Python

  •

  Apache License 2.0

  •47•206•0•0•Updated Dec 19, 2024Dec 19, 2024

• pyfolio

  Public
  Portfolio and risk analytics in Python

  Jupyter Notebook

  •

  Apache License 2.0

  •1.8k•9•0•0•Updated Dec 19, 2024Dec 19, 2024

• quantrocket-client

  Public
  Command line interface and Python client for QuantRocket

  pythonclitrading-platform+ 3quantitative-financealgorithmic-tradinginteractive-brokers

  Python

  •

  Apache License 2.0

  •19•30•0•0•Updated Dec 19, 2024Dec 19, 2024

• zipline

  Public
  Zipline, a Pythonic Algorithmic Trading Library

  Python

  •

  Apache License 2.0

  •4.7k•26•0•0•Updated Dec 19, 2024Dec 19, 2024

• bcolz

  Public
  A columnar data container that can be compressed.

  C

  •150•0•0•0•Updated Oct 18, 2024Oct 18, 2024

• empyrical

  Public
  Common financial risk and performance metrics. Used by zipline and pyfolio.

  Python

  •

  Apache License 2.0

  •411•1•0•0•Updated Apr 11, 2024Apr 11, 2024

• backtrader

  Public
  Python Backtesting library for trading strategies

  Python

  •

  GNU General Public License v3.0

  •4k•2•0•0•Updated Oct 16, 2023Oct 16, 2023

• trading-calendars

  Public
  Calendars for various securities exchanges.

  Python

  •

  Apache License 2.0

  •387•2•0•3•Updated Sep 12, 2023Sep 12, 2023

• ibpythonic

  Public
  IbPy-like interface for the Interactive Brokers Python API

  pythonquantitative-financealgorithmic-trading+ 1interactive-brokers

  Python

  •

  Other

  •502•59•2•0•Updated Sep 8, 2023Sep 8, 2023

• noVNC

  Public
  VNC client using HTML5 (Web Sockets, Canvas) with encryption (wss://) support.

  JavaScript

  •

  Other

  •2.3k•1•0•0•Updated Jul 20, 2023Jul 20, 2023

• IBC

  Public
  Automation of Interactive Brokers TWS. You can download the latest release here: https://github.com/ibcalpha/ibc/releases/latest

  Java

  •

  GNU General Public License v3.0

  •185•0•0•0•Updated Jun 27, 2023Jun 27, 2023

• ibapi

  Public
  C#

  •3•7•0•0•Updated Jun 9, 2023Jun 9, 2023

• quantrocket-trading-calendars

  Public
  Trading calendars for QuantRocket-supported exchanges. Based on quantopian/trading_calendars.

  Python

  •

  Apache License 2.0

  •2•2•0•0•Updated Jun 9, 2021Jun 9, 2021

• alpaca-trade-api-python

  Public
  Python client for Alpaca's trade API

  Python

  •

  Apache License 2.0

  •540•0•0•0•Updated Jun 2, 2021Jun 2, 2021

• qgrid

  Public
  An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

  Python

  •

  Apache License 2.0

  •423•1•0•0•Updated May 20, 2021May 20, 2021

• research_public

  Public
  Quantitative research and educational materials

  Jupyter Notebook

  •1.6k•3•0•0•Updated Nov 9, 2020Nov 9, 2020

• codeload-demo

  Public
  Demo configuration files and strategy code for QuantRocket

  pythonquantitative-financealgorithmic-trading+ 1interactive-brokers

  Jupyter Notebook

  •

  Apache License 2.0

  •7•12•0•0•Updated May 22, 2020May 22, 2020

• byon-dockerhub

  Public
  Bring Your Own Node to automated testing on Docker Hub

  Python

  •

  Apache License 2.0

  •3•3•0•0•Updated May 21, 2020May 21, 2020

• zipline-extensions

  Public
  Zipline Extensions for QuantRocket

  pythonquantitative-financealgorithmic-trading

  Python

  •

  Apache License 2.0

  •7•18•0•0•Updated Apr 17, 2020Apr 17, 2020

• leather

  Public
  Python charting for 80% of humans.

  Python

  •

  MIT License

  •30•1•0•0•Updated Mar 27, 2020Mar 27, 2020

• ib-trading-calendars

  Public
  Trading calendars for Interactive Brokers-supported exchanges. Based on quantopian/trading_calendars.

  Python

  •

  Apache License 2.0

  •8•14•1•0•Updated Jan 3, 2020Jan 3, 2020

• metalsmith-broken-link-checker

  Public
  Metalsmith plugin to check for internal broken links

  JavaScript

  •

  MIT License

  •15•1•0•0•Updated Nov 4, 2018Nov 4, 2018

• ibapi-grease

  Public
  Monkey patches to grease the Interactive Brokers Python API

  pythonquantitative-financealgorithmic-trading+ 1interactive-brokers

  Python

  •

  Apache License 2.0

  •8•17•0•0•Updated Aug 20, 2018Aug 20, 2018

• jupyterlab_quantrocket_ibgui

  Public
  TypeScript

  •4•2•0•0•Updated Aug 11, 2018Aug 11, 2018

• auth0-discourse-plugin

  Public
  Discourse plugin to authenticate with auth0.

  Ruby

  •

  MIT License

  •34•2•0•0•Updated Dec 19, 2017Dec 19, 2017

• python-bdateutil

  Public
  Adds business day logic and improved data type flexibility to python-dateutil

  Python

  •

  MIT License

  •18•0•0•0•Updated Mar 10, 2017Mar 10, 2017