Finance

quant stuff

awesome-finance

Am awesome collection of personal finance resources. Updated regularly.

Learning

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Description

Advice for investing beginners and experts as well as important up to date news

Encyclopedia for all things investing & investment simulation game

Investing Services

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Description

Platform for comissionless stock and crypto trading

Wealth management business which offers a variety of investment accounts

Wealth management with long term investment accounts and planning

Lower fee investing and Wealth Management

Wealth management with investment accounts and investing advisors

wealth management with flat rate commisions and a $600 bonus for your first funded account

Rounds purchases to the nearest dollar and invests in penny stocks

Build custom bundles of stocks centered around a theme

Provides tax-free Individual Savings Accounts (ISA)

UK version of Individual Savings Accounts (ISA)

No fee wealth management accounts

Provides tools for you to have more data and be more informed when investing

Robo Advisors

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Description

Thematic robo-investor

Create a portfolio and M1 manages it

Robo advising with a low annual fee and home planning help

Hi-tech robo advising with tax-loss harvesting

$1 minimum robo-advisor which balances the portfolio you chose

Automated passive investing

Budgeting

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Description

Free sowtware which tracks bills, credit score and acts as a budgeting platform

Paid budgeting software which adapts and helps you balance different situations

Paid budgeting service with different teirs including options to talk with professionals

Paid budgeting application for only the most intense budgeters

Syncs quicken or mint budgets to your phone in a new interface

Finance application for budgeting and banking

Finace planning software currently under overhaul

Newspapers

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Description

Investing news and stock market tracking

Investing an mixed financial news

Business and finance centered publication

Delivers finance in simplified and understandable chunks

Blogs

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Description

Thoughs and advice from Josh Kennon, long time writer at the balance, as well as his beginning investor's guide

Focused on saving for early retirement

Data analysis based personal finance

General publication on saving and personal finance

My personal blog that shares what finance advice works for living a happier life.

Housing

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Description

Calaculate costs for renting a house vs. buying

Thread with what to look out for when buying a house

Reddit

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Description

Wiki to cover r/personalfinance's knowledgebase

Security

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Description

Checks emails to see if they have been compromised or involved in security leaks

Password manager to keep passwords in 1 place

Password manager to keep passwords in 1 place

awesome-quant

Awesomearrow-up-right

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Languages

Python

Numerical Libraries & Data Structures

  • numpyarrow-up-right - NumPy is the fundamental package for scientific computing with Python.

  • scipyarrow-up-right - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering.

  • pandasarrow-up-right - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language.

  • quantdslarrow-up-right - Domain specific language for quantitative analytics in finance and trading.

  • statisticsarrow-up-right - Builtin Python library for all basic statistical calculations.

  • sympyarrow-up-right - SymPy is a Python library for symbolic mathematics.

  • pymc3arrow-up-right - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano.

Financial Instruments and Pricing

Indicators

Trading & Backtesting

Risk Analysis

Factor Analysis

Time Series

Calendars

Data Sources

Excel Integration

  • xlwingsarrow-up-right - Make Excel fly with Python.

  • openpyxlarrow-up-right - Read/Write Excel 2007 xlsx/xlsm files.

  • xlrdarrow-up-right - Library for developers to extract data from Microsoft Excel spreadsheet files.

  • xlsxwriterarrow-up-right - Write files in the Excel 2007+ XLSX file format.

  • xlwtarrow-up-right - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.

  • DataNitroarrow-up-right - DataNitro also offers full-featured Python-Excel integration, including UDFs. Trial downloads are available, but users must purchase a license.

  • xllooparrow-up-right - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server).

  • expyarrow-up-right - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.

  • pyxllarrow-up-right - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.

Visualization

R

Numerical Libraries & Data Structures

  • xtsarrow-up-right - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

  • data.tablearrow-up-right - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.

  • sparseEigenarrow-up-right - Sparse pricipal component analysis.

  • TSdbiarrow-up-right - Provides a common interface to time series databases.

  • tseriesarrow-up-right - Time Series Analysis and Computational Finance.

  • zooarrow-up-right - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).

  • tisarrow-up-right - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.

  • tfplotarrow-up-right - Utilities for simple manipulation and quick plotting of time series data.

  • tframearrow-up-right - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.

Data Sources

Financial Instruments and Pricing

Portfolio Optimization

Trading

  • TA-Libarrow-up-right - perform technical analysis of financial market data.

  • backtestarrow-up-right - Exploring Portfolio-Based Conjectures About Financial Instruments.

  • paarrow-up-right - Performance Attribution for Equity Portfolios.

  • TTRarrow-up-right - Technical Trading Rules.

  • QuantToolsarrow-up-right - Enhanced Quantitative Trading Modelling.

  • blotterarrow-up-right - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

Backtesting

  • quantstratarrow-up-right - Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.

Risk Analysis

Factor Analysis

  • FactorAnalyticsarrow-up-right - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.

  • Expected Returnsarrow-up-right - Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.

Time Series

Calendars

Matlab

FrameWorks

Julia

Java

JavaScript

  • finance.jsarrow-up-right - A JavaScript library for common financial calculations.

  • portfolio-allocationarrow-up-right - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...

  • Ghostfolioarrow-up-right - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.

Data Visualization

Haskell

Scala

Ruby

  • Jijiarrow-up-right - Open Source Forex algorithmic trading framework using OANDA REST API.

Elixir/Erlang

  • Taiarrow-up-right - Open Source composable, real time, market data and trade execution toolkit.

  • Workbencharrow-up-right - From Idea to Execution - Manage your trading operation across a globally distributed cluster

  • Proparrow-up-right - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.

Golang

  • Kelparrow-up-right - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).

  • marketstorearrow-up-right - DataFrame Server for Financial Timeseries Data.

CPP

  • TradeFramearrow-up-right - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in Option Greeks/IVarrow-up-right calculation library.

Frameworks

CSharp

  • QuantConnectarrow-up-right - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.

  • StockSharparrow-up-right - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

  • TDAmeritrade.DotNetCorearrow-up-right - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.

Rust

Reproducing Works

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