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Awesome Finance Awesome

A curated list of awesome financial software, libraries, resources, and tools.

Contents

Trading & Investment Platforms

  • Alpaca - Commission-free stock trading API for algorithmic trading
  • Interactive Brokers - Professional trading platform with comprehensive API
  • Robinhood - Commission-free investing platform
  • TD Ameritrade - Trading platform with powerful APIs

Market Data

  • Alpha Vantage - Free APIs for realtime and historical financial data
  • Yahoo Finance - Financial news and data platform
  • IEX Cloud - Financial data infrastructure
  • Finnhub - Real-time RESTful APIs for stocks, forex, and crypto
  • Marketstack - Real-Time, Intraday & Historical Market Data API
  • Financial Modeling Prep - Realtime and historical stock data
  • SEC EDGAR Data - API to access annual reports of public US companies
  • StockData - Real-Time, Intraday & Historical Market Data, News and Sentiment API
  • Coinglass - Cryptocurrency market data API featuring:
    • Historical data with various time intervals (1min to 12h)
    • Real-time whale monitoring
    • Liquidation data and funding rates
    • Multiple request rate tiers
    • Support for major crypto exchanges
  • MacroMicro - Financial data visualization platform featuring:
    • Global macro data analysis
    • Market sentiment indicators
    • Cross-asset correlations
    • Interactive charts and dashboards
    • Economic indicators and market trends

Libraries & SDKs

Python

  • QuantLib - Library for quantitative finance
  • pandas-ta - Technical Analysis Indicators in Pandas
  • FinanceAnalysis - Database for financial data
  • yfinance - Yahoo Finance market data downloader
  • metrics.py - Performance metrics for evaluating trading strategies
  • indicators.py - Common technical indicators implemented in Pandas
  • signals.py - Converting technical indicators into trading signals
  • portfolio.py - Object-oriented portfolio simulation tools

JavaScript

  • ccxt - Cryptocurrency trading API
  • finance.js - Financial calculations in JavaScript
  • accounting.js - Number, money and currency formatting

Julia

  • Ito.jl - Quantitative finance in Julia
  • QuantLib.jl - QuantLib implementation in pure Julia
  • Miletus.jl - Financial contract modeling and valuation framework

Java

  • Strata - Modern open-source analytics and market risk library
  • JQuantLib - Free, open-source quantitative finance framework
  • finmath - Mathematical finance algorithms library

Rust

  • QuantMath - Financial mathematics library
  • Barter - Framework for building trading systems
  • RustQuant - Quantitative finance library in Rust

Portfolio Management

Cryptocurrency

Personal Finance

  • Mint - Personal finance and budgeting tool
  • YNAB - Zero-based budgeting software
  • Personal Capital - Investment and wealth management platform
  • GnuCash - Open-source accounting software

Risk Management

  • OpenRisk - Open-source risk management tools
  • Risk-API - Risk management API
  • PyRisk - Python library for risk analytics

Educational Resources

Websites

Books

  • "The Intelligent Investor" by Benjamin Graham
  • "A Random Walk Down Wall Street" by Burton Malkiel
  • "Options, Futures, and Other Derivatives" by John C. Hull

AI & Machine Learning

  • AI Hedge Fund - Educational proof-of-concept for an AI-powered hedge fund using multiple agents (valuation, sentiment, fundamentals, technical analysis, risk management)
  • FinRL - Deep reinforcement learning framework for quantitative finance
  • OpenBB - Open source investment research platform with AI capabilities
  • Qlib - AI-oriented quantitative investment platform by Microsoft
  • FinGPT - Open source LLMs for financial applications
  • CryptoMamba - State Space Model-based architecture for cryptocurrency price prediction featuring:
    • Novel Mamba-based architecture for time-series forecasting
    • Two trading algorithms (Vanilla and Smart) for real-world performance
    • Outperforms LSTM, Bi-LSTM, GRU, and S-Mamba baselines
    • Support for multiple features and time resolutions
    • Complete training and evaluation pipeline
  • FinCon - A synthesized LLM multi-agent framework for financial decision making, featuring:
    • Manager-analyst communication hierarchy for collaborative decision making
    • Risk-control component with self-critiquing mechanism
    • Conceptual verbal reinforcement for knowledge updates
    • Applications in stock trading and portfolio management
    • Strong generalization capabilities across various financial tasks
  • Deep Learning for Crypto - Comprehensive review and evaluation of deep learning models for cryptocurrency price prediction:
    • Evaluation of LSTM variants, CNN variants, and Transformer models
    • Comparison of univariate vs multivariate approaches
    • Multi-step ahead prediction capabilities
    • COVID-19 impact analysis on model performance
    • Best performance achieved by convolutional LSTM with multivariate approach
    • Implementation insights for different market conditions

Currency & Exchange

  • Fixer.io - Foreign exchange rates and currency conversion API
  • Currency-api - Free Currency Exchange Rates API with 150+ Currencies
  • ExchangeRate-API - Free currency conversion
  • Frankfurter - Exchange rates, currency conversion and time series
  • VATComply.com - Exchange rates, geolocation and VAT number validation

Banking & Payments

  • Plaid - Connect with user's bank accounts and access transaction data
  • Razorpay IFSC - Indian Financial Systems Code (Bank Branch Codes)
  • Mono - Connect with users' bank accounts and access transaction data in Africa
  • Nordigen - Connect to bank accounts using official bank APIs

Numerical Libraries

  • NumPy - Fundamental package for scientific computing with Python
  • SciPy - Ecosystem of open-source software for mathematics, science, and engineering
  • Pandas - High-performance data structures and data analysis tools
  • Polars - Lightning-fast DataFrame library for data manipulation
  • SymPy - Library for symbolic mathematics
  • PyMC - Probabilistic programming with Bayesian modeling
  • ArcticDB - High performance datastore for time series and tick data

Time Series Analysis

  • ARCH - Autoregressive Conditional Heteroskedasticity models in Python
  • statsmodels - Statistical modeling and econometrics in Python
  • PyFlux - Time series modeling and inference
  • tsfresh - Automatic extraction of relevant features from time series
  • Prophet - Tool for producing high quality forecasts for time series data
  • pmdarima - ARIMA estimators for Python
  • gluon-ts - Probabilistic time series modeling

Backtesting & Trading

  • Zipline - Pythonic algorithmic trading library
  • Backtrader - Python backtesting library for trading strategies
  • QSTrader - Backtesting simulation engine
  • bt - Flexible backtesting for Python
  • PyAlgoTrade - Algorithmic trading library
  • VectorBT - Fast backtesting and research platform
  • FinRL - Deep reinforcement learning for trading
  • Blankly - Unified interface for trading and backtesting

Trading Frameworks

  • TradeMaster - Open-source platform for quantitative trading empowered by reinforcement learning, featuring:
    • Multi-modality market data processing
    • High-fidelity market simulators
    • 13+ RL-based trading algorithms
    • Systematic evaluation toolkits
    • Support for multiple trading tasks (portfolio management, high-frequency trading, etc.)
    • Comprehensive visualization tools
  • FinRL - Deep reinforcement learning framework for quantitative finance
  • Blankly - Unified interface for trading and backtesting

Reinforcement Learning Tools

  • RLlib - Industry-grade library for reinforcement learning with support for:
    • 30+ RL algorithms (PPO, A2C, DDPG, TD3, SAC, IMPALA, etc.)
    • Multi-agent RL
    • Distributed training
    • TensorFlow, PyTorch, and JAX
  • Stable Baselines3 - Set of reliable implementations of RL algorithms in PyTorch
  • SpinningUp - Educational resource with clean implementations of key algorithms (PPO, TRPO, DDPG, TD3, SAC)
  • Acme - DeepMind's framework for RL research, supporting:
    • TensorFlow and JAX
    • Distributed training
    • State-of-the-art algorithms (DDPG, D4PG, MPO, R2D2)
  • Dopamine - Research framework for fast prototyping of RL algorithms by Google
  • Coax - Lightweight RL framework with clean implementations using JAX
  • Garage - Toolkit for reproducible reinforcement learning research with:
    • Comprehensive testing suite
    • Support for PyTorch and TensorFlow
    • Multi-task and meta-RL algorithms
  • crypto-rl - Deep Reinforcement Learning toolkit for cryptocurrencies featuring:
    • Record and replay cryptocurrency limit order book data
    • Train DDQN agents for trading
    • Support for Coinbase Pro and Bitfinex exchanges
    • Integration with Arctic Tick Store for data persistence
    • Technical indicators with O(1) time complexity
    • Extended OpenAI Gym environment for trading

Trading Utilities

  • algorithmic-trading-with-python - Comprehensive collection of trading utilities including:
    • Performance metrics evaluation tools
    • Technical indicators in pure Pandas
    • Ternary signal conversion
    • Grid search optimization
    • Portfolio simulation building blocks
    • Multi-core K-fold cross-validation
    • EOD stock data and alternative data streams

Financial Datasets

  • Financial Datasets - A comprehensive platform offering a wide range of financial datasets, including:
    • Stock market data
    • Economic indicators
    • Alternative data sources
    • Historical financial data
    • APIs for easy access to datasets

Time Series Forecasting Models

  • TimesFM - A pretrained time-series foundation model developed by Google Research for time-series forecasting, featuring:
    • Univariate time series forecasting for context lengths up to 2048 time points
    • Point forecasts with optional quantile heads
    • Support for various frequency indicators
    • Installation and usage instructions available on the Hugging Face page
    • Pretraining data includes a variety of datasets for robust performance

Contributing

Please read the contribution guidelines first. Feel free to contribute by submitting a pull request.

License

CC0

To the extent possible under law, the authors have waived all copyright and related rights to this work.

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