#quant

Python library for portfolio optimization built on top of scikit-learn

The Enterprise-Grade Multi-Agent Orchestration Framework. Website: https://swarms.ai

ffn - a financial function library for Python

Streaming-first technical indicators with a Rust core: native Python, Node.js and WebAssembly bindings plus a C ABI hub for C, C++, C#, Go, Java and R. 514 indicators, O(1) per-tick updates, no system dependencies. Drop-in TA-Lib replacement.

AKQuant is a high-performance quantitative research and trading framework built on Rust and Python! 开源量化回测框架

bt - flexible backtesting for Python

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

A vector index built on TurboQuant, written in Rust with Python bindings

LLM 驱动的多市场股票智能分析系统：多源行情、实时新闻、决策看板与自动推送，支持零成本定时运行。 LLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.

Run Pine Script® anywhere. PineTS is LuxAlgo's open-source Pine Script® runtime for Node.js and the browser.

High-performance technical analysis indicators and backtesting framework in Go. Zero dependencies. ✨ See how! 👀

Macrosynergy Quant Research

IBind is a REST and WebSocket client library for Interactive Brokers Client Portal Web API.

Streaming-native backtester for the Wickra indicator library — backtest == live, in 10 languages (WIP).

The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.