| Name | Version | Summary | date |
| meridianalgo |
3.0.0 |
Advanced Algorithmic Trading and Statistical Analysis Library |
2025-09-09 03:35:48 |
| market-data-source |
0.3.0 |
High-performance financial data generation with Python bindings. Rust-powered market data simulation for Python data scientists and quantitative researchers. |
2025-09-07 21:22:00 |
| ampy-bus |
1.0.6 |
Transport-agnostic messaging conventions & helpers for AmpyFin |
2025-09-07 17:12:17 |
| portfolio-lib |
1.0.2 |
Lightweight Python backtesting library for algorithmic trading strategies |
2025-09-06 09:08:55 |
| xtrade-ai |
1.2.0 |
A comprehensive reinforcement learning framework for algorithmic trading |
2025-09-01 18:09:19 |
| StrateQueue |
0.5.0 |
The fastest way from backtest to live trading |
2025-08-15 09:33:00 |
| tektii |
1.3.0 |
Build trading strategies that run anywhere - Write Once. Trade Everywhere. |
2025-08-13 11:31:35 |
| finfeatures |
0.2.0 |
Advanced Financial Feature Engineering Library for Quantitative Finance and Algorithmic Trading |
2025-08-02 09:18:14 |
| tektii-strategy-sdk |
0.6.0 |
SDK for building and running backtest strategies on the Tektii platform. |
2025-07-29 12:38:31 |
| midastrader |
1.0.25 |
A robust backtesting and live trading engine designed for seamless strategy development and deployment. It supports user-defined strategies, multi-threaded execution, and integrations with brokers and data sources. |
2025-03-01 21:11:37 |
| riskoptima |
1.24.0 |
RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. |
2025-02-16 19:26:10 |