| Name | Version | Summary | date |
| stochastic-py |
0.10.5 |
A Rust library for quant finance and simulating stochastic processes. |
2024-10-08 21:39:55 |
| qfinpy |
0.0.2 |
A powerful, easy-to-use library for Quantitative Finance |
2024-10-08 16:12:30 |
| qanalytics-win64 |
0.5.7 |
Design and manage your financial derivatives |
2024-09-28 15:13:34 |
| qanalytics |
0.5.5 |
Design and manage your financial derivatives |
2024-09-28 15:08:36 |
| quantmod |
0.0.3 |
Quantmod Python Package |
2024-09-25 16:01:04 |
| quantmod-python |
0.0.4 |
Quantmod Python Package |
2024-09-24 05:55:52 |
| multibacktesting2 |
0.1.4 |
Backtest trading strategies in Python |
2024-09-17 14:03:16 |
| areixio |
0.4.23 |
Areix IO Backtesting Framework |
2024-09-06 06:47:04 |
| areixlib |
0.1.28 |
Areix Utils Library |
2024-08-28 11:58:11 |
| pymicrostructure |
0.0.2 |
Simulate financial markets |
2024-08-24 10:18:13 |
| ibeam |
0.5.5 |
IBeam is an authentication and maintenance tool used for the Interactive Brokers Client Portal Web API Gateway. |
2024-08-19 15:35:58 |
| MultipleBacktesting2 |
0.1.10 |
Backtest trading strategies in Python |
2024-08-16 08:51:03 |
| backtest-pro |
0.1.3 |
A feature-rich event driven backtesting framework |
2024-08-08 20:37:35 |
| multibacktesting |
0.0.7 |
Backtest trading strategies in Python |
2024-07-08 07:09:21 |
| multiple-backtesting |
0.0.3 |
Backtest trading strategies in Python |
2024-07-06 13:43:35 |
| qanotify |
0.0.2 |
QUANTAXIS:Quantitative Financial Strategy Framework |
2024-06-17 02:55:45 |
| lucit-backtesting |
1.0.0 |
Backtest trading strategies in Python |
2024-06-06 21:38:05 |
| alphahunterpro |
0.9.1 |
Asynchronous driven quantitative trading framework. |
2024-06-01 05:39:39 |
| shogunfolio |
0.1.0 |
Portfolio optimization built on top of scikit-learn |
2024-05-25 17:55:11 |
| waizao |
1.1.3 |
Simple financial data interface library for Python! |
2024-05-16 22:06:12 |