Quantstats alternatives for AI agents.

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.

LLM驱动的 A/H/美股智能分析：多数据源行情 + 实时新闻 + LLM决策仪表盘 + 多渠道推送，零成本定时运行，纯白嫖. LLM-powered stock analysis system for A/H/US markets.

A beginner-friendly yet powerful Python toolkit for financial analysis and automation — built to make modern investing accessible to everyone

A curated list of practical financial machine learning tools and applications.

Open-source Rust framework for building event-driven live-trading & backtesting systems

Using python and scikit-learn to make stock predictions

基于深度强化学习的开源自动因子工厂。

Open Source Algo Trading Platform for Everyone

The Official Python SDK for Alpaca API

Algorithmic Trading in Python with Machine Learning

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.

Python wrapper for TA-Lib (http://ta-lib.org/).

An advanced crypto trading bot written in Python

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.