FinQuant alternatives for AI agents.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

基于Python的开源量化交易平台开发框架

免费开源A股量化交易数据库； 专注A股，专注量化，向阳而生； 开放、纯净、持续、为Ai(爱)发电。为个人量化交易而生，保卫3000点，珍惜底部机会......【股票数据，股票行情数据，股票量化数据，股票交易数据，k线行情数据，股票概念数据，股票数据接口，行情数据接口，量化交易数据】【多数据源融合，动态设置代理，保障数据高可用性】

基金投资管理回测引擎

Code for Machine Learning for Algorithmic Trading, 2nd edition.

TradingAgents: Multi-Agents LLM Financial Trading Framework

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.

Data Apps & Dashboards for Python. No JavaScript Required.

A vector index built on TurboQuant, written in Rust with Python bindings

Technical indicators to run technical analysis with JavaScript & TypeScript. 📈

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

30天掌握量化交易 (持续更新)