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

中国的Quant相关资源索引

Financial data platform for analysts, quants and AI agents.

A fast in-memory limit order book (LOB).

Benchmark Dataset of Limit Order Book in China Markets

An optimal trading trajectory solver.

Distributed Evolutionary Algorithms in Python

Implementation of the DDPG algorithm for Optimal Finance Trading

rollingrank is a fast implementation of rolling rank transformation

Temporal Pattern Attention for Multivariate Time Series Forecasting

Reference implementations of sliding window aggregation algorithms

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Collection of Summer 2026 tech internships!

Fast and efficient computation of rolling and expanding statistics for time-series data.

efinance 是一个可以快速获取基金、股票、债券、期货数据的 Python 库，回测以及量化交易的好帮手！🚀🚀🚀

AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库

The project for "Advanced Databases" class on "System and Software Engineering" master program at HSE University.

A股重采样 ClickHouse UDF

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

The QuantLib C++ library

quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.

An open-source toolkit for entropic data analysis

Python Backtesting library for trading strategies

Python Algorithmic Trading Library

Zipline, a Pythonic Algorithmic Trading Library

An event-driven backtester

Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

Transformer based model for time series prediction