🔎 📈 🐍 💰 Backtest trading strategies in Python.

Terminal stock ticker with live updates and position tracking

QuickFIX/J is a full featured messaging engine for the FIX protocol. - This is the official project repository.

The Go FIX Protocol Library 🚀

📊 Financial markets data library implemented in go.

HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date).

C++ interfaces used to communicate with Roq's market gateways.

An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

To know stats by heart

A collection of methods for solving Finance/Accounting equations, implemented in C#.

A C++ stock market algorithmic trading bot

Financial News Aggregator - Real Time & Query API for Financial News

A framework for financial systemic risk valuation and analysis.

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

NLP papers applicable to financial markets

QuickFIX/Go Examples 🔋

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

We research the correlations between astrology planet cycles and price effect for multiples financial markets using statistics and machine learning techniques. Join the community discussions at Telegram:

An open source candlestick chart control for WPF.

Python application used to download, parse, and extract structured/unstructured data from filings in the SEC Edgar Database (including 10-K, 10-Q, 13-D, S-1, 8-K, etc.)