DSS Projects | Finance

💰 Finance

QuantConnect Lean Engine

An algorithmic trading engine supporting quantitative finance and decision-making with backtesting and live trading.

Tech: C#, Python, .NET, Docker

🔗 Read more | 🧠 GitHub

Zipline

A Pythonic algorithmic trading library for developing, backtesting, and deploying investment strategies.

Tech: Python, Pandas, NumPy

🔗 Read more | 🧠 GitHub

FinRL

Deep reinforcement learning library for automated trading and financial decision-making.

Tech: Python, PyTorch, TensorFlow

🔗 Read more | 🧠 GitHub

PyPortfolioOpt

A decision support library for portfolio optimization using modern portfolio theory and advanced models.

Tech: Python, NumPy, SciPy

🔗 Read more | 🧠 GitHub

Qlib

A platform for AI-oriented quantitative investment with forecasting, portfolio construction, and risk modeling.

Tech: Python, PyTorch, Pandas

🔗 Read more | 🧠 GitHub

TensorTrade

An open-source reinforcement learning framework for training, evaluating, and deploying trading strategies.

Tech: Python, TensorFlow, Gym

🔗 Read more | 🧠 GitHub

Backtrader

A flexible Python library for backtesting and trading, supporting multiple brokers and data feeds.

Tech: Python

🔗 Read more | 🧠 GitHub

Jesse

A trading framework for developing, backtesting, and deploying strategies in crypto and stock markets.

Tech: Python, FastAPI, PostgreSQL

🔗 Read more | 🧠 GitHub

bt

A Python framework for backtesting and optimizing quantitative trading strategies.

Tech: Python, Pandas, NumPy

🔗 Read more | 🧠 GitHub

Quantlib

A comprehensive library for modeling, pricing, and risk management in quantitative finance.

Tech: C++, Python (SWIG)

🔗 Read more | 🧠 GitHub