🔎 📈 🐍 💰 Backtest trading strategies in Python.

📊 Financial markets data library implemented in go.

To know stats by heart

An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

HISTDATA - Full Dataset composed of 68 FX trading pairs / Simple API to retrieve 1 Minute data Historical FX Prices (up to June 2019).

Deutsche Boerse's Financial Trading Public Data Set

NLP papers applicable to financial markets

A collection of methods for solving Finance/Accounting equations, implemented in C#.

A framework for systemic risk valuation and analysis.

A C++ stock market algorithmic trading bot

Simple and easy to use client for stock market, forex and crypto data from finnhub.io written in Go. Access real-time financial market data from 60+ stock exchanges, 10 forex brokers, and 15+ crypto exchanges

Network Analysis for Financial Markets

Another attempt to use Deep-Learning in the financial markets

Imandra FIX Engine

The saxo_openapi package provides easy access to SAXO Bank OpenAPI (https://www.developer.saxo/openapi/learn). Checkout the Jupyter notebooks covering most aspects of the API.

金融市场与体育彩券市场 --- 数据分析与量化交易

Python application used to download SEC Edgar filings

stock trading chart - 可编程，可定制，跨平台，通用的金融图表。

Python client for Finnhub API

Design of Portfolio of Stocks to Track an Index

Unofficial C++ Lib for the IEXtrading API

Automated Backtesting of Portfolios over Multiple Datasets

Financial News Aggregator - Real Time & Query API for Financial News

Financial datetimes and holiday recurrence rules

Bitcoin Price Prediction Tracker

​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation. Economic models developed using the library can be deployed into large-scale distributed computing environments when working with large model instances and datasets and provides routines to set up large-scale sampling computations during the analysis and calibration process.

An open source candlestick chart control for WPF.

Using Q-learning to better navigate orderbooks.

Simple use of technical analysis indicators for C#, based on TALib.

R code for finance