🔎 📈 🐍 💰 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 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 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:

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

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.)