| Name | Version | Summary | date |
| fractvol |
0.1.0 |
Fractal Volatility Signatures for detecting market regimes using multifractal analysis. |
2025-08-03 03:23:17 |
| earningspy |
0.1.11 |
Python toolkit for PEAD research and earnings calendar analysis. |
2025-08-03 01:43:57 |
| czsc |
0.9.69 |
缠中说禅技术分析工具 |
2025-08-02 14:23:51 |
| akshare-one |
0.3.7 |
Standardized interface for Chinese financial market data, built on AKShare with unified data formats and simplified APIs |
2025-08-02 11:02:24 |
| octoanalytics |
0.2.3 |
Quantitative analysis for power markets |
2025-08-01 15:42:38 |
| skfolio |
0.11.0 |
Portfolio optimization built on top of scikit-learn |
2025-07-26 20:36:29 |
| akshare |
1.17.26 |
AKShare is an elegant and simple financial data interface library for Python, built for human beings! |
2025-07-24 08:40:48 |
| ibind |
0.1.18 |
IBind is a REST and WebSocket client library for Interactive Brokers Client Portal Web API. |
2025-07-23 18:12:58 |
| rs-czsc |
0.1.9 |
A Rust and Python integration project for CZSC |
2025-07-23 04:34:30 |
| quantmod |
0.0.9 |
Quantmod Python Package |
2025-07-21 08:51:27 |
| swarms |
8.0.0 |
Swarms - TGSC |
2025-07-18 22:14:04 |
| vnpy_mcdata |
1.0.5 |
MCData datafeed for VeighNa quant trading framework. |
2025-07-14 02:54:12 |
| agentos-sdk |
0.0.2 |
AgentOS - TGSC |
2025-07-10 17:47:57 |
| wisecon |
0.1.4 |
A quant Python package. |
2025-05-08 02:33:28 |
| kand |
0.1.1 |
A high-performance technical analysis library written in Rust with Python bindings. |
2025-02-27 05:28:50 |
| backtesting |
0.6.2 |
Backtest trading strategies in Python |
2025-02-19 15:27:58 |
| ffn |
1.1.2 |
Financial functions for Python |
2025-02-11 21:08:04 |
| Riskfolio-Lib |
7.0.0 |
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python |
2025-02-11 20:17:35 |
| qff |
0.5.18 |
qff: quantize finance framework |
2025-02-09 12:33:57 |
| invest |
0.1.2 |
Python access to structure stock market information |
2025-02-04 15:01:03 |