यह प्रोजेक्ट स्टॉक मार्केट डेटा को इकट्ठा करने, मैनिपुलेट करने और विश्लेषण करने के लिए डिज़ाइन की गई एक Python क्वांटिटेटिव फाइनेंस लाइब्रेरी है। यह क्वांटिटेटिव स्टॉक एनालिसिस के लिए टूल्स का एक सूट प्रदान करता है, जिसमें तकनीकी और मौलिक मानदंडों के आधार पर स्टॉक्स को फिल्टर करने के लिए एक इक्विटी स्क्रीनिंग फ्रेमवर्क शामिल है।
shashankvemuri/finance की मुख्य विशेषताएं हैं: Quantitative Finance & Trading, Financial Price Forecasting, Algorithmic Trading Simulators, Criteria-Based Screeners, Technical Stock Screeners, Equity Assessments, Screening Frameworks, Screening Workflows।
shashankvemuri/finance के ओपन-सोर्स विकल्पों में शामिल हैं: gbeced/pyalgotrade — pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated… letianzj/quantresearch — QuantResearch is a quantitative research framework and specialized toolkit for algorithmic simulation, financial… rockyzsu/stock — This project is a quantitative trading platform and algorithmic trading bot designed for market data aggregation,… llmquant/quant-wiki — quant-wiki is a comprehensive knowledge base and structured reference for quantitative finance, financial engineering,… jerbouma/financetoolkit — The FinanceToolkit is an open-source Python library for quantitative finance that provides a unified framework for… wangshub/rl-stock — RL-Stock is a system for executing deep reinforcement learning trading bots designed to automate stock trading and…
pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated trading strategies. It provides a comprehensive framework for financial strategy backtesting, a technical analysis library for computing mathematical indicators, and connectors for cryptocurrency exchange integration. The project distinguishes itself by supporting sentiment-based trading through the integration of real-time social media feeds and keyword streams. It features a quantitative trading visualization tool for plotting price action and portfolio equity curves, along with
QuantResearch is a quantitative research framework and specialized toolkit for algorithmic simulation, financial time-series analysis, and systematic trading. It provides an event-driven backtesting environment for validating strategies against historical tick and bar data, alongside a dedicated portfolio optimization engine for calculating asset weights and risk metrics. The project distinguishes itself through a machine learning finance toolkit that implements recurrent neural networks for price prediction and reinforcement learning for derivative pricing. It also features advanced statisti
This project is a quantitative trading platform and algorithmic trading bot designed for market data aggregation, strategy backtesting, and trade execution. It functions as a comprehensive system for collecting financial data via APIs and web sources, simulating investment strategies against historical records, and programmatically managing investment positions through brokerage interfaces. The platform distinguishes itself through institutional sentiment analysis and market intelligence tools. It monitors institutional fund activity, tracks corporate actions like equity pledges, and crawls f
The FinanceToolkit is an open-source Python library for quantitative finance that provides a unified framework for financial analysis, asset valuation, and risk management. It serves as a comprehensive platform for computing over 200 financial metrics and ratios, with capabilities spanning financial ratio analysis, fixed income analytics, macroeconomic data aggregation, options pricing, and portfolio risk management. The toolkit distinguishes itself through a modular architecture that separates data retrieval from computation, with stateless engines for financial models like Black-Scholes, GA