GitHub - TA-Lib/ta-lib-python: Python wrapper for TA-Lib (http://ta-lib.org/).
This is a Python wrapper for TA-LIB based on Cython instead of SWIG. From the homepage: TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data. Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, etc. Candlestick pattern recognition Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET The origin
GitHub - google/tf-quant-finance: High-performance TensorFlow library for quantitative finance.
This library provides high-performance components leveraging the hardware acceleration support and automatic differentiation of TensorFlow. The library will provide TensorFlow support for foundational mathematical methods, mid-level methods, and specific pricing models. The coverage is being expanded over the next few months. The library is structured along three tiers: Foundational methods. Core
GitHub - goldmansachs/gs-quant: Python toolkit for quantitative finance
GS Quant is a Python toolkit for quantitative finance, created on top of one of the world’s most powerful risk transfer platforms. Designed to accelerate development of quantitative trading strategies and risk management solutions, crafted over 25 years of experience navigating global markets. It is created and maintained by quantitative developers (quants) at Goldman Sachs to enable the developme
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GitHub - matplotlib/mplfinance: Financial Markets Data Visualization using Matplotlib
GitHub - vollib/vollib: Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
GitHub - enthought/pyql: Cython QuantLib wrappers
Python code for algorithmic trading
GitHub - dbrojas/optlib: A library for financial options pricing written in Python.
GitHub - federicomariamassari/willowtree: Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
GitHub - ynouri/pysabr: SABR model Python implementation
GitHub - domokane/FinancePy: A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
GitHub - GriffinAustin/pynance: Lightweight Python library for assembling and analysing financial data
GitHub - pmorissette/ffn: ffn - a financial function library for Python
GitHub - jsmidt/QuantPy: A framework for quantitative finance In python.
GitHub - alpha-miner/Finance-Python: python tools for Finance with the functionality of indicator calculation, business day calculation and so on.